The Brown Capital Fund Market Value
| BCIIX Fund | USD 16.00 0.27 1.72% |
| Symbol | The |
The Brown '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 The Brown'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 The Brown.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in The Brown on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding The Brown Capital or generate 0.0% return on investment in The Brown over 90 days. The Brown is related to or competes with Simt Real, Commonwealth Real, Nuveen Real, and Fidelity Real. The fund invests substantially all of its assets in the equity securities of non-U.S More
The Brown 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 The Brown'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 The Brown Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.47 |
The Brown Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Brown's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Brown's standard deviation. In reality, there are many statistical measures that can use The Brown historical prices to predict the future The Brown's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.15) |
The Brown February 10, 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 | (0.08) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 0.7938 | |||
| Coefficient Of Variation | (986.88) | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.08 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.47 | |||
| Skewness | (0.62) | |||
| Kurtosis | 0.2882 |
Brown Capital Backtested Returns
Brown Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the fund had a -0.1 % return per unit of risk over the last 3 months. The Brown Capital exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate The Brown's Variance of 1.08, coefficient of variation of (986.88), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Brown's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Brown is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
The Brown Capital has weak reverse predictability. Overlapping area represents the amount of predictability between The Brown time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Brown Capital price movement. The serial correlation of -0.21 indicates that over 21.0% of current The Brown price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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 The Mutual Fund
The Brown financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Brown security.
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