Boston Mon International Fund Market Value
| BCAIX Fund | USD 40.38 0.20 0.50% |
| Symbol | Boston |
Boston Common '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 Boston Common'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 Boston Common.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Boston Common on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Boston Mon International or generate 0.0% return on investment in Boston Common over 90 days. Boston Common is related to or competes with Boston Mon, Boston Common, Growth Fund, Nuveen Nwq, Payden Floating, Strategic Allocation:, and American Funds. The fund normally invests in a diversified portfolio of common stocks, American Depositary Receipts , European Depositar... More
Boston Common 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 Boston Common'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 Boston Mon International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.758 | |||
| Information Ratio | 0.1059 | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.44 |
Boston Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Common's standard deviation. In reality, there are many statistical measures that can use Boston Common historical prices to predict the future Boston Common's volatility.| Risk Adjusted Performance | 0.2033 | |||
| Jensen Alpha | 0.2181 | |||
| Total Risk Alpha | 0.0808 | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | (0.84) |
Boston Common February 27, 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 | 0.2033 | |||
| Market Risk Adjusted Performance | (0.83) | |||
| Mean Deviation | 0.5859 | |||
| Semi Deviation | 0.4492 | |||
| Downside Deviation | 0.758 | |||
| Coefficient Of Variation | 374.36 | |||
| Standard Deviation | 0.7579 | |||
| Variance | 0.5744 | |||
| Information Ratio | 0.1059 | |||
| Jensen Alpha | 0.2181 | |||
| Total Risk Alpha | 0.0808 | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | (0.84) | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.44 | |||
| Downside Variance | 0.5745 | |||
| Semi Variance | 0.2017 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.6494 |
Boston Mon International Backtested Returns
At this stage we consider Boston Mutual Fund to be very steady. Boston Mon International 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-eight technical indicators for Boston Mon International, which you can use to evaluate the volatility of the entity. Please confirm Boston Common's Risk Adjusted Performance of 0.2033, mean deviation of 0.5859, and Downside Deviation of 0.758 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 -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Boston Common are expected to decrease at a much lower rate. During the bear market, Boston Common is likely to outperform the market.
Auto-correlation | 0.87 |
Very good predictability
Boston Mon International has very good predictability. Overlapping area represents the amount of predictability between Boston Common time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Boston Mon International price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Boston Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
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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 Boston Mutual Fund
Boston Common financial ratios help investors to determine whether Boston 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 Boston with respect to the benefits of owning Boston Common security.
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