The Brown Capital Fund Market Value
| BCSFX Fund | USD 25.62 0.15 0.59% |
| Symbol | Brown |
Brown Capital '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 Brown Capital'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 Brown Capital.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Brown Capital on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding The Brown Capital or generate 0.0% return on investment in Brown Capital over 360 days. Brown Capital is related to or competes with Brown Capital, Brown Capital, Brown Capital, Artisan Developing, and Artisan International. The fund invests at least 80 percent of its net assets in the equity securities of non-U.S More
Brown Capital 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 Brown Capital'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 The Brown Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6542 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.73 |
Brown Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Capital's standard deviation. In reality, there are many statistical measures that can use Brown Capital historical prices to predict the future Brown Capital's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 0.0252 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1776 |
Brown Capital Backtested Returns
At this stage we consider Brown Mutual Fund to be very steady. Brown Capital secures Sharpe Ratio (or Efficiency) of 0.0632, which signifies that the fund had a 0.0632% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for The Brown Capital, which you can use to evaluate the volatility of the entity. Please confirm Brown Capital's Semi Deviation of 0.5552, mean deviation of 0.6154, and Risk Adjusted Performance of 0.074 to double-check if the risk estimate we provide is consistent with the expected return of 0.0495%. The fund shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brown Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brown Capital is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
The Brown Capital has below average predictability. Overlapping area represents the amount of predictability between Brown Capital time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th of December 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 Brown Capital price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Brown Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Brown Capital lagged returns against current returns
Autocorrelation, which is Brown Capital 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 Brown Capital's mutual fund expected returns. We can calculate the autocorrelation of Brown Capital returns to help us make a trade decision. For example, suppose you find that Brown Capital 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 |
Brown Capital 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 Brown Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brown Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brown Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Brown Capital Lagged Returns
When evaluating Brown Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brown Capital mutual fund have on its future price. Brown Capital 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, Brown Capital autocorrelation shows the relationship between Brown Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Brown Capital.
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 Brown Mutual Fund
Brown Capital financial ratios help investors to determine whether Brown 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 Brown with respect to the benefits of owning Brown Capital security.
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