Boston Mon Equity Fund Market Value
| BCAMX Fund | USD 75.60 0.49 0.65% |
| Symbol | Boston |
Boston Mon '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 Mon'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 Mon.
| 01/17/2024 |
| 01/06/2026 |
If you would invest 0.00 in Boston Mon on January 17, 2024 and sell it all today you would earn a total of 0.00 from holding Boston Mon Equity or generate 0.0% return on investment in Boston Mon over 720 days. Boston Mon is related to or competes with Wesmark Government, Payden Government, Us Government, Blackrock Government, Us Government, and Wells Fargo. The Adviser seeks to preserve and build capital over the long term through investing in a diversified portfolio of stock... More
Boston Mon 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 Mon'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 Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8417 | |||
| Information Ratio | 0.0537 | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.35 |
Boston Mon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Mon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Mon's standard deviation. In reality, there are many statistical measures that can use Boston Mon historical prices to predict the future Boston Mon's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | 0.0717 | |||
| Treynor Ratio | 0.1245 |
Boston Mon Equity Backtested Returns
At this stage we consider Boston Mutual Fund to be very steady. Boston Mon Equity secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Boston Mon Equity, which you can use to evaluate the volatility of the entity. Please confirm Boston Mon's Risk Adjusted Performance of 0.096, downside deviation of 0.8417, and Mean Deviation of 0.6378 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 1.07, which signifies a somewhat significant risk relative to the market. Boston Mon returns are very sensitive to returns on the market. As the market goes up or down, Boston Mon is expected to follow.
Auto-correlation | 0.88 |
Very good predictability
Boston Mon Equity has very good predictability. Overlapping area represents the amount of predictability between Boston Mon time series from 17th of January 2024 to 11th of January 2025 and 11th of January 2025 to 6th of January 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 Equity price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Boston Mon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 25.4 |
Boston Mon Equity lagged returns against current returns
Autocorrelation, which is Boston Mon 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 Boston Mon's mutual fund expected returns. We can calculate the autocorrelation of Boston Mon returns to help us make a trade decision. For example, suppose you find that Boston Mon 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 |
Boston Mon 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 Boston Mon mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Mon mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Mon mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Boston Mon Lagged Returns
When evaluating Boston Mon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Mon mutual fund have on its future price. Boston Mon 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, Boston Mon autocorrelation shows the relationship between Boston Mon mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Boston Mon Equity.
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Boston Mutual Fund
Boston Mon 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 Mon security.
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