Baron Fifth Avenue Fund Market Value
| BFTHX Fund | USD 58.54 0.47 0.81% |
| Symbol | Baron |
Baron Fifth '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 Fifth'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 Fifth.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Baron Fifth on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Fifth Avenue or generate 0.0% return on investment in Baron Fifth over 240 days. Baron Fifth is related to or competes with Vulcan Value, Columbia Contrarian, Calvert Global, Baron Opportunity, and Baron Global. The fund invests primarily in equity securities in the form of common stock of U.S More
Baron Fifth 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 Fifth'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 Fifth Avenue upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.1058 | |||
| Maximum Drawdown | 5.34 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 1.97 |
Baron Fifth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Fifth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Fifth's standard deviation. In reality, there are many statistical measures that can use Baron Fifth historical prices to predict the future Baron Fifth's volatility.| Risk Adjusted Performance | 0.1713 | |||
| Jensen Alpha | 0.1298 | |||
| Total Risk Alpha | 0.0535 | |||
| Sortino Ratio | 0.0921 | |||
| Treynor Ratio | 0.2588 |
Baron Fifth Avenue Backtested Returns
Baron Fifth appears to be very steady, given 3 months investment horizon. Baron Fifth Avenue secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Baron Fifth Avenue, which you can use to evaluate the volatility of the entity. Please makes use of Baron Fifth's Risk Adjusted Performance of 0.1713, mean deviation of 0.8733, and Downside Deviation of 1.39 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.99, which signifies possible diversification benefits within a given portfolio. Baron Fifth returns are very sensitive to returns on the market. As the market goes up or down, Baron Fifth is expected to follow.
Auto-correlation | 0.48 |
Average predictability
Baron Fifth Avenue has average predictability. Overlapping area represents the amount of predictability between Baron Fifth time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd 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 Fifth Avenue price movement. The serial correlation of 0.48 indicates that about 48.0% of current Baron Fifth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 11.11 |
Baron Fifth Avenue lagged returns against current returns
Autocorrelation, which is Baron Fifth 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 Fifth's mutual fund expected returns. We can calculate the autocorrelation of Baron Fifth returns to help us make a trade decision. For example, suppose you find that Baron Fifth 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 Fifth 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 Fifth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Fifth 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 Fifth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Fifth Lagged Returns
When evaluating Baron Fifth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Fifth mutual fund have on its future price. Baron Fifth 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 Fifth autocorrelation shows the relationship between Baron Fifth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Fifth Avenue.
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 Fifth 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 Fifth security.
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