Boston Trust Asset Fund Market Value

BTBFX Fund  USD 67.24  0.23  0.34%   
Boston Trust's market value is the price at which a share of Boston Trust trades on a public exchange. It measures the collective expectations of Boston Trust Asset investors about its performance. Boston Trust is trading at 67.24 as of the 11th of December 2024; that is 0.34 percent increase since the beginning of the trading day. The fund's open price was 67.01.
With this module, you can estimate the performance of a buy and hold strategy of Boston Trust Asset and determine expected loss or profit from investing in Boston Trust over a given investment horizon. Check out Boston Trust Correlation, Boston Trust Volatility and Boston Trust Alpha and Beta module to complement your research on Boston Trust.
Symbol

Please note, there is a significant difference between Boston Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Boston Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Boston Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
09/12/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/11/2024
0.00
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 Asset or generate 0.0% return on investment in Boston Trust over 90 days. Boston Trust is related to or competes with Income Fund, Income Fund, Income Fund, and Income Fund. The fund will invest in a diversified portfolio of stocks, bonds and money market instruments, with at least 20 percent ... 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 Asset upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
66.7867.2467.70
Details
Intrinsic
Valuation
LowRealHigh
66.4466.9067.36
Details
Naive
Forecast
LowNextHigh
66.5366.9967.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
66.2066.9967.78
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Boston Trust. Your research has to be compared to or analyzed against Boston Trust's peers to derive any actionable benefits. When done correctly, Boston Trust's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Boston Trust Asset.

Boston Trust Asset Backtested Returns

At this stage we consider Boston Mutual Fund to be very steady. Boston Trust Asset secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Boston Trust Asset, which you can use to evaluate the volatility of the entity. Please confirm Boston Trust's Downside Deviation of 0.3959, mean deviation of 0.3318, and Risk Adjusted Performance of 0.1347 to double-check if the risk estimate we provide is consistent with the expected return of 0.0762%. The fund shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. 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

    
  0.75  

Good predictability

Boston Trust Asset 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 Asset price movement. The serial correlation of 0.75 indicates that around 75.0% of current Boston Trust price fluctuation can be explain by its past prices.
Correlation Coefficient0.75
Spearman Rank Test0.78
Residual Average0.0
Price Variance0.72

Boston Trust Asset 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 Asset.
   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.
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