Bbh Income Fund Market Value
| BBNIX Fund | USD 8.84 0.02 0.23% |
| Symbol | Bbh |
Bbh Income '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 Income'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 Income.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Bbh Income on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Bbh Income Fund or generate 0.0% return on investment in Bbh Income over 720 days. Bbh Income is related to or competes with Bbh Limited, Bbh Limited, Bbh Partner, Bbh Intermediate, Bbh Intermediate, Bbh Partner, and Bbh Select. The fund seeks to achieve its investment objective by investing in a well-diversified portfolio of fixed income instrume... More
Bbh Income 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 Income'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 Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.24 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4464 |
Bbh Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Income's standard deviation. In reality, there are many statistical measures that can use Bbh Income historical prices to predict the future Bbh Income's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.2897 |
Bbh Income Fund Backtested Returns
Bbh Income Fund secures Sharpe Ratio (or Efficiency) of -0.0668, which signifies that the fund had a -0.0668% return per unit of risk over the last 3 months. Bbh Income Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bbh Income's Mean Deviation of 0.216, risk adjusted performance of (0.06), and Standard Deviation of 0.2806 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.092, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bbh Income are expected to decrease at a much lower rate. During the bear market, Bbh Income is likely to outperform the market.
Auto-correlation | -0.26 |
Weak reverse predictability
Bbh Income Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Bbh Income time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 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 Income Fund price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Bbh Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Bbh Income Fund lagged returns against current returns
Autocorrelation, which is Bbh Income 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 Income's mutual fund expected returns. We can calculate the autocorrelation of Bbh Income returns to help us make a trade decision. For example, suppose you find that Bbh Income 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 Income 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 Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Income 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 Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bbh Income Lagged Returns
When evaluating Bbh Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Income mutual fund have on its future price. Bbh Income 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 Income autocorrelation shows the relationship between Bbh Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Income Fund.
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 Income 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 Income security.
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