Osterweis Strategic Income Fund Market Value
| OSTIX Fund | USD 11.22 0.01 0.09% |
| Symbol | Osterweis |
Osterweis Strategic '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 Osterweis Strategic'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 Osterweis Strategic.
| 01/07/2024 |
| 12/02/2024 |
If you would invest 0.00 in Osterweis Strategic on January 7, 2024 and sell it all today you would earn a total of 0.00 from holding Osterweis Strategic Income or generate 0.0% return on investment in Osterweis Strategic over 330 days. Osterweis Strategic is related to or competes with T Rowe, T Rowe, Virtus Dfa, T Rowe, T Rowe, T Rowe, and T Rowe. The Adviser seeks to control risk through rigorous credit analysis, economic analysis, interest rate forecasts and secto... More
Osterweis Strategic 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 Osterweis Strategic'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 Osterweis Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1573 | |||
| Information Ratio | (1.28) | |||
| Maximum Drawdown | 0.5359 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.1787 |
Osterweis Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osterweis Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osterweis Strategic's standard deviation. In reality, there are many statistical measures that can use Osterweis Strategic historical prices to predict the future Osterweis Strategic's volatility.| Risk Adjusted Performance | 0.1293 | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | (0.001) | |||
| Sortino Ratio | (0.72) | |||
| Treynor Ratio | 0.8273 |
Osterweis Strategic Backtested Returns
At this stage we consider Osterweis Mutual Fund to be very steady. Osterweis Strategic maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the entity had a 0.27% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Osterweis Strategic, which you can use to evaluate the volatility of the fund. Please check Osterweis Strategic's Standard Deviation of 0.089, downside deviation of 0.1573, and Risk Adjusted Performance of 0.1293 to confirm if the risk estimate we provide is consistent with the expected return of 0.0239%. The fund holds a Beta of 0.0168, which implies not very significant fluctuations relative to the market. As returns on the market increase, Osterweis Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Osterweis Strategic is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
Osterweis Strategic Income has excellent predictability. Overlapping area represents the amount of predictability between Osterweis Strategic time series from 7th of January 2024 to 20th of June 2024 and 20th of June 2024 to 2nd 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 Osterweis Strategic price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Osterweis Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Osterweis Strategic lagged returns against current returns
Autocorrelation, which is Osterweis Strategic 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 Osterweis Strategic's mutual fund expected returns. We can calculate the autocorrelation of Osterweis Strategic returns to help us make a trade decision. For example, suppose you find that Osterweis Strategic 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 |
Osterweis Strategic 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 Osterweis Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osterweis Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osterweis Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Osterweis Strategic Lagged Returns
When evaluating Osterweis Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osterweis Strategic mutual fund have on its future price. Osterweis Strategic 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, Osterweis Strategic autocorrelation shows the relationship between Osterweis Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Osterweis Strategic Income.
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 Osterweis Mutual Fund
Osterweis Strategic financial ratios help investors to determine whether Osterweis 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 Osterweis with respect to the benefits of owning Osterweis Strategic security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |