Vivaldi Merger Arbitrage Fund Manager Performance Evaluation
| VARAX Fund | USD 10.61 0.01 0.09% |
The entity has a beta of 0.0135, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vivaldi Merger's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vivaldi Merger is expected to be smaller as well.
Risk-Adjusted Performance
37 of 100
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Very Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Vivaldi Merger Arbitrage are ranked lower than 37 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Vivaldi Merger is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of February 2023 | |
| Expense Ratio | 2.1000 |
Vivaldi |
Vivaldi Merger Relative Risk vs. Return Landscape
If you would invest 1,046 in Vivaldi Merger Arbitrage on January 25, 2024 and sell it today you would earn a total of 15.00 from holding Vivaldi Merger Arbitrage or generate 1.43% return on investment over 90 days. Vivaldi Merger Arbitrage is currently producing 0.023% returns and takes up 0.0476% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Vivaldi, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Vivaldi Merger Current Valuation
Fairly Valued
Today
Please note that Vivaldi Merger's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Vivaldi Merger Arbitrage has a current Real Value of $10.64 per share. The regular price of the fund is $10.61. We determine the value of Vivaldi Merger Arbitrage from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Our valuation method for Vivaldi Merger Arbitrage is useful when determining the fair value of the Vivaldi mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Vivaldi Merger. Since Vivaldi Merger is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Vivaldi Mutual Fund. However, Vivaldi Merger's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 10.61 | Real 10.64 | Hype 11.01 |
The real value of Vivaldi Mutual Fund, also known as its intrinsic value, is the underlying worth of Vivaldi Merger Arbitrage Mutual Fund, which is reflected in its stock price. It is based on Vivaldi Merger's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Vivaldi Merger's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Vivaldi Merger's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Vivaldi Merger Arbitrage helps investors to forecast how Vivaldi mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Vivaldi Merger more accurately as focusing exclusively on Vivaldi Merger's fundamentals will not take into account other important factors: Vivaldi Merger Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivaldi Merger's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Vivaldi Merger Arbitrage, and traders can use it to determine the average amount a Vivaldi Merger's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.4827
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| VARAX |
Based on monthly moving average Vivaldi Merger is performing at about 37% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vivaldi Merger by adding it to a well-diversified portfolio.
Vivaldi Merger Fundamentals Growth
Vivaldi Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Vivaldi Merger, and Vivaldi Merger fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vivaldi Mutual Fund performance.
| Total Asset | 63.64 M | ||||
About Vivaldi Merger Performance
To evaluate Vivaldi Merger Arbitrage Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Vivaldi Merger generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Vivaldi Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Vivaldi Merger Arbitrage market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Vivaldi's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Under normal market conditions, the funds adviser intends to invest in equity securities and derivatives thereof of companies that are involved in a significant corporate event, such as a merger or acquisition. Investments in companies undergoing a merger or acquisition have both risk and return characteristics that are different from the risks of investing in the general stock market. It may invest in equity securities of any market capitalization.Things to note about Vivaldi Merger Arbitrage performance evaluation
Checking the ongoing alerts about Vivaldi Merger for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Vivaldi Merger Arbitrage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vivaldi is showing solid risk-adjusted performance over 90 days | |
| The fund keeps about 8.15% of its net assets in cash |
- Analyzing Vivaldi Merger's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Vivaldi Merger's stock is overvalued or undervalued compared to its peers.
- Examining Vivaldi Merger's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Vivaldi Merger's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vivaldi Merger's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Vivaldi Merger's mutual fund. These opinions can provide insight into Vivaldi Merger's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vivaldi Merger Arbitrage. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Vivaldi Merger Arbitrage information on this page should be used as a complementary analysis to other Vivaldi Merger's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the CEOs Directory module to screen CEOs from public companies around the world.