Brown Advisory Fund Net Income
| BAQAX Fund | USD 16.14 0.02 0.12% |
As of the 3rd of February, Brown Advisory shows the Mean Deviation of 0.5868, risk adjusted performance of 0.1574, and Downside Deviation of 0.6517. Brown Advisory technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Brown Advisory's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Brown Advisory's valuation are provided below:Brown Advisory does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Brown |
Brown Advisory '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 Brown Advisory'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 Brown Advisory.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Brown Advisory on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Brown Advisory or generate 0.0% return on investment in Brown Advisory over 90 days. Brown Advisory is related to or competes with Vanguard Emerging, Vanguard Emerging, Vanguard Emerging, Vanguard Emerging, New World, New World, and New World. The fund invests at least 80 percent of the value of its net assets in equity securities issued by companies that are es... More
Brown Advisory 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 Brown Advisory'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 Brown Advisory upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6517 | |||
| Information Ratio | 0.1402 | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.54 |
Brown Advisory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Advisory's standard deviation. In reality, there are many statistical measures that can use Brown Advisory historical prices to predict the future Brown Advisory's volatility.| Risk Adjusted Performance | 0.1574 | |||
| Jensen Alpha | 0.1284 | |||
| Total Risk Alpha | 0.1042 | |||
| Sortino Ratio | 0.1616 | |||
| Treynor Ratio | 0.3046 |
Brown Advisory February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1574 | |||
| Market Risk Adjusted Performance | 0.3146 | |||
| Mean Deviation | 0.5868 | |||
| Semi Deviation | 0.3671 | |||
| Downside Deviation | 0.6517 | |||
| Coefficient Of Variation | 466.53 | |||
| Standard Deviation | 0.7515 | |||
| Variance | 0.5647 | |||
| Information Ratio | 0.1402 | |||
| Jensen Alpha | 0.1284 | |||
| Total Risk Alpha | 0.1042 | |||
| Sortino Ratio | 0.1616 | |||
| Treynor Ratio | 0.3046 | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.54 | |||
| Downside Variance | 0.4247 | |||
| Semi Variance | 0.1348 | |||
| Expected Short fall | (0.72) | |||
| Skewness | 0.3542 | |||
| Kurtosis | 0.4478 |
Brown Advisory Backtested Returns
At this stage we consider Brown Mutual Fund to be very steady. Brown Advisory secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Brown Advisory , which you can use to evaluate the volatility of the entity. Please confirm Brown Advisory's Mean Deviation of 0.5868, downside deviation of 0.6517, and Risk Adjusted Performance of 0.1574 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brown Advisory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brown Advisory is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Brown Advisory has insignificant reverse predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brown Advisory price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Brown Advisory reported net income of 0.0. This indicator is about the same for the Brown Advisory Funds average (which is currently at 0.0) family and about the same as Diversified Emerging Mkts (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Brown Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Brown Advisory's current stock value. Our valuation model uses many indicators to compare Brown Advisory value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Brown Advisory competition to find correlations between indicators driving Brown Advisory's intrinsic value. More Info.Brown Advisory is fifth largest fund in price to earning among similar funds. It also is fifth largest fund in price to book among similar funds fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Brown Advisory is roughly 7.50 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Brown Advisory's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Brown Advisory
The fund consists of 97.3% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Brown Advisory's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Brown Fundamentals
| Price To Earning | 12.83 X | ||||
| Price To Book | 1.71 X | ||||
| Price To Sales | 1.32 X | ||||
| Total Asset | 270 K | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 7.65 % | ||||
| One Year Return | 38.53 % | ||||
| Three Year Return | 14.86 % | ||||
| Five Year Return | 5.77 % | ||||
| Net Asset | 788.86 M | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | 2.70 % | ||||
| Equity Positions Weight | 97.30 % |
About Brown Advisory Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Brown Advisory 's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Brown Advisory using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Brown Advisory based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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 Brown Mutual Fund
Brown Advisory financial ratios help investors to determine whether Brown 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 Brown with respect to the benefits of owning Brown Advisory security.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |