Bbh Partner Fund Market Value
| BBHSX Fund | USD 7.39 0.00 0.00% |
| Symbol | Bbh |
Bbh Partner 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Bbh Partner's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Bbh Partner.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Bbh Partner on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Bbh Partner Fund or generate 0.0% return on investment in Bbh Partner over 720 days. Bbh Partner is related to or competes with Bbh Limited, Bbh Limited, Bbh Partner, Bbh Intermediate, Bbh Intermediate, Bbh Select, and Bbh Select. The fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in sm... More
Bbh Partner Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Bbh Partner's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Bbh Partner Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 2.7 | |||
| Value At Risk | (0.41) |
Bbh Partner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Partner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Partner's standard deviation. In reality, there are many statistical measures that can use Bbh Partner historical prices to predict the future Bbh Partner's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bbh Partner's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bbh Partner Fund Backtested Returns
Bbh Partner Fund secures Sharpe Ratio (or Efficiency) of -0.0931, which signifies that the fund had a -0.0931% return per unit of risk over the last 3 months. Bbh Partner Fund exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bbh Partner's Mean Deviation of 0.0955, standard deviation of 0.3008, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.049, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bbh Partner's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bbh Partner is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Bbh Partner Fund has poor predictability. Overlapping area represents the amount of predictability between Bbh Partner time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bbh Partner Fund price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Bbh Partner price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Bbh Partner Fund lagged returns against current returns
Autocorrelation, which is Bbh Partner mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Bbh Partner's mutual fund expected returns. We can calculate the autocorrelation of Bbh Partner returns to help us make a trade decision. For example, suppose you find that Bbh Partner has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Bbh Partner regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Bbh Partner mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Partner mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bbh Partner mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bbh Partner Lagged Returns
When evaluating Bbh Partner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Partner mutual fund have on its future price. Bbh Partner autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Bbh Partner autocorrelation shows the relationship between Bbh Partner mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Partner Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Bbh Mutual Fund
Bbh Partner financial ratios help investors to determine whether Bbh Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bbh with respect to the benefits of owning Bbh Partner security.
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