Baillie Gifford (UK) Market Value
| USA Etf | 271.00 1.00 0.37% |
| Symbol | Baillie |
Baillie Gifford '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 Baillie Gifford's etf 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 Baillie Gifford.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Baillie Gifford on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Baillie Gifford Growth or generate 0.0% return on investment in Baillie Gifford over 180 days. Baillie Gifford is related to or competes with Scottish Mortgage, CT Private, Aberdeen New, and Downing Strategic. Baillie Gifford is entity of United Kingdom More
Baillie Gifford 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 Baillie Gifford's etf 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 Baillie Gifford Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.2588 | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 2.54 |
Baillie Gifford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baillie Gifford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baillie Gifford's standard deviation. In reality, there are many statistical measures that can use Baillie Gifford historical prices to predict the future Baillie Gifford's volatility.| Risk Adjusted Performance | 0.2741 | |||
| Jensen Alpha | 0.4874 | |||
| Total Risk Alpha | 0.2627 | |||
| Sortino Ratio | 0.3332 | |||
| Treynor Ratio | 3.11 |
Baillie Gifford Growth Backtested Returns
Baillie Gifford appears to be very steady, given 3 months investment horizon. Baillie Gifford Growth secures Sharpe Ratio (or Efficiency) of 0.37, which signifies that the etf had a 0.37% return per unit of risk over the last 3 months. By analyzing Baillie Gifford's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Baillie Gifford's Risk Adjusted Performance of 0.2741, mean deviation of 0.9915, and Downside Deviation of 1.14 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baillie Gifford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baillie Gifford is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Baillie Gifford Growth has poor reverse predictability. Overlapping area represents the amount of predictability between Baillie Gifford time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 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 Baillie Gifford Growth price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Baillie Gifford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 577.23 |
Baillie Gifford Growth lagged returns against current returns
Autocorrelation, which is Baillie Gifford etf'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 Baillie Gifford's etf expected returns. We can calculate the autocorrelation of Baillie Gifford returns to help us make a trade decision. For example, suppose you find that Baillie Gifford has exhibited high autocorrelation historically, and you observe that the etf 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 |
Baillie Gifford 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 Baillie Gifford etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baillie Gifford etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baillie Gifford etf over time.
Current vs Lagged Prices |
| Timeline |
Baillie Gifford Lagged Returns
When evaluating Baillie Gifford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baillie Gifford etf have on its future price. Baillie Gifford 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, Baillie Gifford autocorrelation shows the relationship between Baillie Gifford etf current value and its past values and can show if there is a momentum factor associated with investing in Baillie Gifford Growth.
Regressed Prices |
| Timeline |
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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 Baillie Etf
Baillie Gifford financial ratios help investors to determine whether Baillie Etf 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 Baillie with respect to the benefits of owning Baillie Gifford security.