Barings Participation Investors Stock Market Value
| MPV Stock | USD 17.09 0.05 0.29% |
| Symbol | Barings |
Barings Participation Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Barings Participation. If investors know Barings will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Barings Participation listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.022 | Earnings Share 1.65 | Revenue Per Share 1.904 | Quarterly Revenue Growth 0.065 | Return On Assets 0.0595 |
The market value of Barings Participation is measured differently than its book value, which is the value of Barings that is recorded on the company's balance sheet. Investors also form their own opinion of Barings Participation's value that differs from its market value or its book value, called intrinsic value, which is Barings Participation's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Barings Participation's market value can be influenced by many factors that don't directly affect Barings Participation's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Barings Participation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barings Participation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barings Participation'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.
Barings Participation '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 Barings Participation's stock 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 Barings Participation.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Barings Participation on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Barings Participation Investors or generate 0.0% return on investment in Barings Participation over 30 days. Barings Participation is related to or competes with Allianzgi Equity, Cohen Steers, Blackrock Floating, MFS Investment, Federated Premier, Nuveen California, and John Hancock. Barings Participation Investors is a closed ended fixed income mutual fund launched and managed by Barings LLC More
Barings Participation 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 Barings Participation's stock 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 Barings Participation Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7065 | |||
| Information Ratio | 0.0027 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.7 |
Barings Participation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Participation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Participation's standard deviation. In reality, there are many statistical measures that can use Barings Participation historical prices to predict the future Barings Participation's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.1419 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0029 | |||
| Treynor Ratio | (0.53) |
Barings Participation Backtested Returns
At this stage we consider Barings Stock to be very steady. Barings Participation secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Barings Participation Investors, which you can use to evaluate the volatility of the firm. Please confirm Barings Participation's Risk Adjusted Performance of 0.1231, mean deviation of 0.5721, and Downside Deviation of 0.7065 to double-check if the risk estimate we provide is consistent with the expected return of 0.0905%. Barings Participation has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Barings Participation are expected to decrease at a much lower rate. During the bear market, Barings Participation is likely to outperform the market. Barings Participation right now shows a risk of 0.72%. Please confirm Barings Participation potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if Barings Participation will be following its price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Barings Participation Investors has very weak reverse predictability. Overlapping area represents the amount of predictability between Barings Participation time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Barings Participation price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Barings Participation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Barings Participation lagged returns against current returns
Autocorrelation, which is Barings Participation stock'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 Barings Participation's stock expected returns. We can calculate the autocorrelation of Barings Participation returns to help us make a trade decision. For example, suppose you find that Barings Participation has exhibited high autocorrelation historically, and you observe that the stock 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 |
Barings Participation 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 Barings Participation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Participation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barings Participation stock over time.
Current vs Lagged Prices |
| Timeline |
Barings Participation Lagged Returns
When evaluating Barings Participation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Participation stock have on its future price. Barings Participation 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, Barings Participation autocorrelation shows the relationship between Barings Participation stock current value and its past values and can show if there is a momentum factor associated with investing in Barings Participation Investors.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Barings Stock Analysis
When running Barings Participation's price analysis, check to measure Barings Participation's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Barings Participation is operating at the current time. Most of Barings Participation's value examination focuses on studying past and present price action to predict the probability of Barings Participation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barings Participation's price. Additionally, you may evaluate how the addition of Barings Participation to your portfolios can decrease your overall portfolio volatility.