Brandes Small Cap Fund Probability of Future Mutual Fund Price Finishing Over 18.72
| BSCAX Fund | USD 17.79 0.08 0.45% |
Brandes |
Brandes Small Target Price Odds to finish over 18.72
The tendency of Brandes Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 18.72 or more in 90 days |
| 17.79 | 90 days | 18.72 | near 1 |
Based on a normal probability distribution, the odds of Brandes Small to move over $ 18.72 or more in 90 days from now is near 1 (This Brandes Small Cap probability density function shows the probability of Brandes Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Brandes Small Cap price to stay between its current price of $ 17.79 and $ 18.72 at the end of the 90-day period is about 1.02 .
Assuming the 90 days horizon Brandes Small has a beta of 0.17 suggesting as returns on the market go up, Brandes Small average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Brandes Small Cap will be expected to be much smaller as well. Additionally Brandes Small Cap has an alpha of 0.1458, implying that it can generate a 0.15 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Brandes Small Price Density |
| Price |
Predictive Modules for Brandes Small
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Brandes Small Cap. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Brandes Small Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Brandes Small is not an exception. The market had few large corrections towards the Brandes Small's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Brandes Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Brandes Small within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.15 | |
β | Beta against Dow Jones | 0.17 | |
σ | Overall volatility | 0.70 | |
Ir | Information ratio | 0.04 |
Brandes Small Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Brandes Small for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Brandes Small Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund holds about 5.76% of its assets under management (AUM) in cash |
Brandes Small Technical Analysis
Brandes Small's future price can be derived by breaking down and analyzing its technical indicators over time. Brandes Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Brandes Small Cap. In general, you should focus on analyzing Brandes Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Brandes Small Predictive Forecast Models
Brandes Small's time-series forecasting models is one of many Brandes Small's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Brandes Small's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Brandes Small Cap
Checking the ongoing alerts about Brandes Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Brandes Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund holds about 5.76% of its assets under management (AUM) in cash |
Other Information on Investing in Brandes Mutual Fund
Brandes Small financial ratios help investors to determine whether Brandes 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 Brandes with respect to the benefits of owning Brandes Small security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |