Baron Focused Growth Fund Market Value
| BFGUX Fund | USD 50.84 0.02 0.04% |
| Symbol | Baron |
Baron Focused '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 Baron Focused'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 Baron Focused.
| 09/28/2024 |
| 12/27/2024 |
If you would invest 0.00 in Baron Focused on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Focused Growth or generate 0.0% return on investment in Baron Focused over 90 days. Baron Focused is related to or competes with Baron Focused, Baron Focused, Baron Partners, Baron Partners, and Baron Opportunity. The fund invests for the long term primarily in equity securities in the form of common stock of U.S More
Baron Focused 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 Baron Focused'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 Baron Focused Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9664 | |||
| Information Ratio | 0.156 | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.89 |
Baron Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Focused's standard deviation. In reality, there are many statistical measures that can use Baron Focused historical prices to predict the future Baron Focused's volatility.| Risk Adjusted Performance | 0.1606 | |||
| Jensen Alpha | 0.2475 | |||
| Total Risk Alpha | 0.1736 | |||
| Sortino Ratio | 0.2073 | |||
| Treynor Ratio | (2.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baron Focused'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.
Baron Focused Growth Backtested Returns
Baron Focused appears to be very steady, given 3 months investment horizon. Baron Focused Growth secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Baron Focused Growth, which you can use to evaluate the volatility of the entity. Please makes use of Baron Focused's Mean Deviation of 0.7879, downside deviation of 0.9664, and Risk Adjusted Performance of 0.1606 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0887, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Baron Focused are expected to decrease at a much lower rate. During the bear market, Baron Focused is likely to outperform the market.
Auto-correlation | 0.56 |
Modest predictability
Baron Focused Growth has modest predictability. Overlapping area represents the amount of predictability between Baron Focused time series from 28th of September 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Baron Focused Growth price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Baron Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 3.01 |
Baron Focused Growth lagged returns against current returns
Autocorrelation, which is Baron Focused 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 Baron Focused's mutual fund expected returns. We can calculate the autocorrelation of Baron Focused returns to help us make a trade decision. For example, suppose you find that Baron Focused 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 |
Baron Focused 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 Baron Focused mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Focused mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baron Focused mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Focused Lagged Returns
When evaluating Baron Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Focused mutual fund have on its future price. Baron Focused 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, Baron Focused autocorrelation shows the relationship between Baron Focused mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Focused Growth.
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 Baron Mutual Fund
Baron Focused financial ratios help investors to determine whether Baron 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 Baron with respect to the benefits of owning Baron Focused security.
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