Applied Finance Competition
| AFVLX Fund | USD 22.89 0.02 0.09% |
Applied Finance and SMALL COMPANY Correlation Snapshot
Poor diversification
For the present investment horizon, the measured correlation between AFVLX and FOSCX stands at 0.65, or Poor diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Moving together with Applied Mutual Fund
The mean reversion effect in Applied Finance is stronger when the initial deviation was driven by sentiment rather than fundamental change. Identifying the root cause of Applied Finance's price dislocation is essential before acting.
Applied Finance Competition Correlation Matrix
Competition correlation for Applied Finance Select matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. The useful question is whether competitors are behaving like true alternatives or simply tracking the same sector move with different volatility.
High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
Applied Finance Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Applied Finance's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| STVYX | 1.02 | 0.49 | 0.99 | 3.35 | 0.00 | 0.92 | 32.89 | |||
| EGORX | 0.66 | 0.04 | 0.00 | -0.04 | 0.00 | 1.09 | 4.65 | |||
| WFLLX | 0.37 | 0.08 | 0.28 | 1.20 | 0.21 | 0.96 | 2.56 | |||
| TMMAX | 1.01 | 0.49 | 0.97 | 3.34 | 0.00 | 0.92 | 32.97 | |||
| STMPX | 0.82 | 0.10 | 0.09 | 0.01 | 1.02 | 1.45 | 5.64 | |||
| MDLVX | 0.52 | 0.02 | 0.17 | -0.26 | 0.66 | 1.01 | 3.05 | |||
| GWEIX | 0.87 | 0.16 | 0.15 | 0.09 | 1.01 | 1.64 | 10.09 | |||
| MIMSX | 2.72 | -1.18 | 0.00 | -0.62 | 0.00 | 1.65 | 88.33 | |||
| FOSBX | 0.76 | 0.11 | 0.09 | 0.02 | 1.05 | 1.77 | 5.34 | |||
| FOSCX | 0.76 | 0.11 | 0.10 | 0.02 | 1.04 | 1.74 | 5.30 |
Applied Finance Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Applied Finance Competition Peer Performance Charts
How to Analyze Applied Finance Against Peers
Applied Finance's peer analysis compares Applied Finance with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Applied Finance trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Applied Finance leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Analyzing Applied Finance's peers expands diversification context, relative positioning, and sector theme understanding. Debt-to-equity comparison across Applied Finance's peers frames whether its leverage is conservative, normal, or elevated for its industry. Comparative analysis works best when peers share business drivers, cycle exposure, and capital structure characteristics.
Unless otherwise specified, data for Applied Finance Select is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.