Brown Advisory Small Cap Fund Key Fundamental Indicators
| BASAX Fund | USD 18.87 0.08 0.42% |
As of the 17th of February 2026, Brown Advisory shows the Mean Deviation of 1.22, risk adjusted performance of 0.1307, and Downside Deviation of 0.9788. Brown Advisory Small 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 Small Cap 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Brown Advisory on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Brown Advisory Small Cap or generate 0.0% return on investment in Brown Advisory over 90 days. Brown Advisory is related to or competes with Brown Advisory, Clarkston Partners, Hartford Healthcare, Strategic Allocation, One Choice, One Choice, and T Rowe. Under normal conditions, the Adviser seeks to achieve the funds investment objective by investing at least 80 percent of... 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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9788 | |||
| Information Ratio | 0.1378 | |||
| Maximum Drawdown | 25.54 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.34 |
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 | 0.1307 | |||
| Jensen Alpha | 0.4834 | |||
| Total Risk Alpha | 0.299 | |||
| Sortino Ratio | 0.4307 | |||
| Treynor Ratio | (1.07) |
Brown Advisory February 17, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1307 | |||
| Market Risk Adjusted Performance | (1.06) | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 0.3947 | |||
| Downside Deviation | 0.9788 | |||
| Coefficient Of Variation | 644.45 | |||
| Standard Deviation | 3.06 | |||
| Variance | 9.35 | |||
| Information Ratio | 0.1378 | |||
| Jensen Alpha | 0.4834 | |||
| Total Risk Alpha | 0.299 | |||
| Sortino Ratio | 0.4307 | |||
| Treynor Ratio | (1.07) | |||
| Maximum Drawdown | 25.54 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.34 | |||
| Downside Variance | 0.958 | |||
| Semi Variance | 0.1558 | |||
| Expected Short fall | (1.54) | |||
| Skewness | 6.66 | |||
| Kurtosis | 50.29 |
Brown Advisory Small Backtested Returns
Brown Advisory appears to be not too volatile, given 3 months investment horizon. Brown Advisory Small secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. By analyzing Brown Advisory's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of Brown Advisory's Risk Adjusted Performance of 0.1307, downside deviation of 0.9788, and Mean Deviation of 1.22 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Brown Advisory are expected to decrease at a much lower rate. During the bear market, Brown Advisory is likely to outperform the market.
Auto-correlation | -0.06 |
Very weak reverse predictability
Brown Advisory Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Small price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Year-To-Date typically refers to a period starting from the beginning of the current year and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
| Competition |
In accordance with the company's disclosures, Brown Advisory Small Cap has a Year To Date Return of 6.9961%. This is much higher than that of the Brown Advisory Funds family and significantly higher than that of the Small Growth category. The year to date return for all United States funds is notably lower than that of the firm.
Brown Advisory Small Fundamental Drivers 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 Small Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Brown Advisory Small Cap is roughly 8.96 . 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.Brown Year To Date Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Brown Advisory's direct or indirect competition against its Year To Date Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Brown Advisory could also be used in its relative valuation, which is a method of valuing Brown Advisory by comparing valuation metrics of similar companies.Brown Advisory is currently under evaluation in year to date return among similar funds.
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 Small Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Brown Advisory Small Cap is roughly 8.96 . 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 91.47% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic 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 | 35.30 X | ||||
| Price To Book | 3.94 X | ||||
| Price To Sales | 2.69 X | ||||
| Total Asset | 6.31 M | ||||
| Year To Date Return | 7.00 % | ||||
| One Year Return | 5.57 % | ||||
| Three Year Return | 6.27 % | ||||
| Five Year Return | (0.07) % | ||||
| Ten Year Return | 12.74 % | ||||
| Net Asset | 621.68 M | ||||
| Cash Position Weight | 8.45 % | ||||
| Equity Positions Weight | 91.47 % |
About Brown Advisory Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Brown Advisory Small Cap'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 Small Cap 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.Under normal conditions, the Adviser seeks to achieve the funds investment objective by investing at least 80 percent of the value of its net assets in equity securities of small domestic companies. The fund invests primarily in companies the Adviser believes have above average growth prospects. Equity securities include domestic common and preferred stock, convertible debt securities, American Depositary Receipts , real estate investment trusts and exchange traded funds .
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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 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.
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