Bbh Limited Duration Fund Market Value

BBBMX Fund  USD 10.42  0.00  0.00%   
Bbh Limited's market value is the price at which a share of Bbh Limited trades on a public exchange. It measures the collective expectations of Bbh Limited Duration investors about its performance. Bbh Limited is trading at 10.42 as of the 25th of November 2024; that is No Change since the beginning of the trading day. The fund's open price was 10.42.
With this module, you can estimate the performance of a buy and hold strategy of Bbh Limited Duration and determine expected loss or profit from investing in Bbh Limited over a given investment horizon. Check out Bbh Limited Correlation, Bbh Limited Volatility and Bbh Limited Alpha and Beta module to complement your research on Bbh Limited.
Symbol

Please note, there is a significant difference between Bbh Limited's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bbh Limited is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bbh Limited's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bbh Limited '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 Bbh Limited'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 Bbh Limited.
0.00
12/01/2023
No Change 0.00  0.0 
In 11 months and 26 days
11/25/2024
0.00
If you would invest  0.00  in Bbh Limited on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Bbh Limited Duration or generate 0.0% return on investment in Bbh Limited over 360 days. Bbh Limited is related to or competes with Bbh Partner, Clarkston Partners, Bbh Intermediate, and T Rowe. The fund seeks to achieve its investment objective by investing in a well-diversified portfolio of fixed income instrume... More

Bbh Limited 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 Bbh Limited'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 Bbh Limited Duration upside and downside potential and time the market with a certain degree of confidence.

Bbh Limited Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Limited's standard deviation. In reality, there are many statistical measures that can use Bbh Limited historical prices to predict the future Bbh Limited's volatility.
Hype
Prediction
LowEstimatedHigh
10.3310.4210.51
Details
Intrinsic
Valuation
LowRealHigh
9.499.5811.46
Details
Naive
Forecast
LowNextHigh
10.3110.4010.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.4210.4210.42
Details

Bbh Limited Duration Backtested Returns

At this stage we consider Bbh Mutual Fund to be very steady. Bbh Limited Duration secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Bbh Limited Duration, which you can use to evaluate the volatility of the entity. Please confirm Bbh Limited's Mean Deviation of 0.054, risk adjusted performance of 0.0964, and Coefficient Of Variation of 455.64 to double-check if the risk estimate we provide is consistent with the expected return of 0.0197%. The fund shows a Beta (market volatility) of 0.0023, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bbh Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bbh Limited is expected to be smaller as well.

Auto-correlation

    
  0.97  

Excellent predictability

Bbh Limited Duration has excellent predictability. Overlapping area represents the amount of predictability between Bbh Limited time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th of November 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 Bbh Limited Duration price movement. The serial correlation of 0.97 indicates that 97.0% of current Bbh Limited price fluctuation can be explain by its past prices.
Correlation Coefficient0.97
Spearman Rank Test0.98
Residual Average0.0
Price Variance0.01

Bbh Limited Duration lagged returns against current returns

Autocorrelation, which is Bbh Limited 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 Bbh Limited's mutual fund expected returns. We can calculate the autocorrelation of Bbh Limited returns to help us make a trade decision. For example, suppose you find that Bbh Limited 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  

Bbh Limited 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 Bbh Limited mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Limited mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bbh Limited mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Bbh Limited Lagged Returns

When evaluating Bbh Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Limited mutual fund have on its future price. Bbh Limited 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, Bbh Limited autocorrelation shows the relationship between Bbh Limited mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Limited Duration.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Bbh Mutual Fund

Bbh Limited financial ratios help investors to determine whether Bbh 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 Bbh with respect to the benefits of owning Bbh Limited security.
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