Bbh Intermediate Municipal Fund Market Value
| BBINX Fund | USD 10.30 0.01 0.1% |
| Symbol | Bbh |
Bbh Intermediate '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 Intermediate'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 Intermediate.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Bbh Intermediate on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Bbh Intermediate Municipal or generate 0.0% return on investment in Bbh Intermediate over 30 days. Bbh Intermediate is related to or competes with Enhanced, Nuveen Winslow, T Rowe, Goldman Sachs, Aqr Large, Morningstar Unconstrained, and Pace Large. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in municipal bonds that pay interest that is generally excludable from gross income for federal income tax purposes. More
Bbh Intermediate 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 Intermediate'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 Intermediate Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.287 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.07 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2918 |
Bbh Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Intermediate's standard deviation. In reality, there are many statistical measures that can use Bbh Intermediate historical prices to predict the future Bbh Intermediate's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | 0.0968 |
Bbh Intermediate Mun Backtested Returns
At this stage we consider Bbh Mutual Fund to be very steady. Bbh Intermediate Mun secures Sharpe Ratio (or Efficiency) of 0.0089, which signifies that the fund had a 0.0089% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bbh Intermediate Municipal, which you can use to evaluate the volatility of the entity. Please confirm Bbh Intermediate's Downside Deviation of 0.287, risk adjusted performance of (0.02), and Mean Deviation of 0.1099 to double-check if the risk estimate we provide is consistent with the expected return of 0.0017%. The fund shows a Beta (market volatility) of -0.0711, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bbh Intermediate are expected to decrease at a much lower rate. During the bear market, Bbh Intermediate is likely to outperform the market.
Auto-correlation | 0.45 |
Average predictability
Bbh Intermediate Municipal has average predictability. Overlapping area represents the amount of predictability between Bbh Intermediate time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Intermediate Mun price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Bbh Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bbh Intermediate Mun lagged returns against current returns
Autocorrelation, which is Bbh Intermediate 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 Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Bbh Intermediate returns to help us make a trade decision. For example, suppose you find that Bbh Intermediate 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 Intermediate 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 Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Intermediate 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 Intermediate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bbh Intermediate Lagged Returns
When evaluating Bbh Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Intermediate mutual fund have on its future price. Bbh Intermediate 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 Intermediate autocorrelation shows the relationship between Bbh Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Intermediate Municipal.
Regressed Prices |
| Timeline |
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 Bbh Mutual Fund
Bbh Intermediate 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 Intermediate security.
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