Buffalo Early Stage Fund Market Value
| BUIOX Fund | USD 17.75 0.03 0.17% |
| Symbol | Buffalo |
Buffalo Early '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 Buffalo Early'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 Buffalo Early.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Buffalo Early on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Buffalo Early Stage or generate 0.0% return on investment in Buffalo Early over 30 days. Buffalo Early is related to or competes with Touchstone Small, Victory Rs, Jpmorgan Small, Ab Small, Tax-managed, Qs Us, and Small Pany. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More
Buffalo Early 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 Buffalo Early'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 Buffalo Early Stage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.68 |
Buffalo Early Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Buffalo Early's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Buffalo Early's standard deviation. In reality, there are many statistical measures that can use Buffalo Early historical prices to predict the future Buffalo Early's volatility.| Risk Adjusted Performance | 0.0615 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0595 |
Buffalo Early Stage Backtested Returns
At this stage we consider Buffalo Mutual Fund to be very steady. Buffalo Early Stage secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Buffalo Early Stage, which you can use to evaluate the volatility of the entity. Please confirm Buffalo Early's risk adjusted performance of 0.0615, and Mean Deviation of 0.9021 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 1.35, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Buffalo Early will likely underperform.
Auto-correlation | 0.94 |
Excellent predictability
Buffalo Early Stage has excellent predictability. Overlapping area represents the amount of predictability between Buffalo Early time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Buffalo Early Stage price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Buffalo Early price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Buffalo Early Stage lagged returns against current returns
Autocorrelation, which is Buffalo Early 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 Buffalo Early's mutual fund expected returns. We can calculate the autocorrelation of Buffalo Early returns to help us make a trade decision. For example, suppose you find that Buffalo Early 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 |
Buffalo Early 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 Buffalo Early mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Buffalo Early mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Buffalo Early mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Buffalo Early Lagged Returns
When evaluating Buffalo Early's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Buffalo Early mutual fund have on its future price. Buffalo Early 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, Buffalo Early autocorrelation shows the relationship between Buffalo Early mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Buffalo Early Stage.
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 Buffalo Mutual Fund
Buffalo Early financial ratios help investors to determine whether Buffalo 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 Buffalo with respect to the benefits of owning Buffalo Early security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |