Baron Real Estate Fund Market Value
| BREUX Fund | USD 40.02 0.26 0.65% |
| Symbol | Baron |
Baron Real '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 Real'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 Real.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in Baron Real on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding Baron Real Estate or generate 0.0% return on investment in Baron Real over 720 days. Baron Real is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. The fund normally invests 80 percent of its net assets for the long term in equity securities in the form of common stoc... More
Baron Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.11 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.54 |
Baron Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Real's standard deviation. In reality, there are many statistical measures that can use Baron Real historical prices to predict the future Baron Real's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baron Real'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 Real Estate Backtested Returns
Baron Real Estate secures Sharpe Ratio (or Efficiency) of -0.0427, which signifies that the fund had a -0.0427% return per unit of risk over the last 3 months. Baron Real Estate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baron Real's Standard Deviation of 1.09, risk adjusted performance of (0.02), and Mean Deviation of 0.8075 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baron Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baron Real is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
Baron Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Baron Real time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 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 Real Estate price movement. The serial correlation of -0.02 indicates that only 2.0% of current Baron Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 7.03 |
Baron Real Estate lagged returns against current returns
Autocorrelation, which is Baron Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Baron Real returns to help us make a trade decision. For example, suppose you find that Baron Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Real Lagged Returns
When evaluating Baron Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Real mutual fund have on its future price. Baron Real 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 Real autocorrelation shows the relationship between Baron Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Real Estate.
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 Real 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 Real security.
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