Boston Trust Small Fund Market Value
| BOSOX Fund | USD 20.41 0.04 0.20% |
| Symbol | Boston |
Boston Trust '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 Boston Trust'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 Boston Trust.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Boston Trust on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Boston Trust Small or generate 0.0% return on investment in Boston Trust over 90 days. Boston Trust is related to or competes with International Fund, Boston Trust, Queens Road, Boston Trust, and Small Pany. The fund invests, under normal circumstances, at least 80 percent of its assets in a diversified portfolio of domestic e... More
Boston Trust 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 Boston Trust'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 Boston Trust Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7499 | |||
| Information Ratio | 0.0669 | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.62 |
Boston Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Trust's standard deviation. In reality, there are many statistical measures that can use Boston Trust historical prices to predict the future Boston Trust's volatility.| Risk Adjusted Performance | 0.1311 | |||
| Jensen Alpha | 0.1699 | |||
| Total Risk Alpha | 0.0104 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 1.06 |
Boston Trust Small Backtested Returns
Boston Trust appears to be very steady, given 3 months investment horizon. Boston Trust Small secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Boston Trust Small, which you can use to evaluate the volatility of the entity. Please makes use of Boston Trust's Mean Deviation of 0.7857, risk adjusted performance of 0.1311, and Downside Deviation of 0.7499 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boston Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boston Trust is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Boston Trust Small has good predictability. Overlapping area represents the amount of predictability between Boston Trust time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 Boston Trust Small price movement. The serial correlation of 0.66 indicates that around 66.0% of current Boston Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Boston Trust Small lagged returns against current returns
Autocorrelation, which is Boston Trust 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 Boston Trust's mutual fund expected returns. We can calculate the autocorrelation of Boston Trust returns to help us make a trade decision. For example, suppose you find that Boston Trust 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 |
Boston Trust 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 Boston Trust mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Trust mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Trust mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Boston Trust Lagged Returns
When evaluating Boston Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Trust mutual fund have on its future price. Boston Trust 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, Boston Trust autocorrelation shows the relationship between Boston Trust mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Boston Trust Small.
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 Boston Mutual Fund
Boston Trust financial ratios help investors to determine whether Boston 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 Boston with respect to the benefits of owning Boston Trust security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |