The Brown Capital Fund Market Value
| BCSIX Fund | USD 80.58 0.42 0.52% |
| 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.
| 05/08/2023 |
| 11/28/2024 |
If you would invest 0.00 in The Brown on May 8, 2023 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 570 days. The Brown is related to or competes with T Rowe, T Rowe, Fidelity Small, Virtus Kar, and Champlain Small. The fund invests at least 80 percent of its net assets in the equity securities of those companies with total operating ... 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.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 7.43 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.89 |
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 | 0.1372 | |||
| Jensen Alpha | 0.1756 | |||
| Total Risk Alpha | 0.0108 | |||
| Sortino Ratio | 0.0705 | |||
| Treynor Ratio | 0.8731 |
Brown Capital Backtested Returns
The Brown appears to be very steady, given 3 months investment horizon. Brown Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Brown Capital, which you can use to evaluate the volatility of the fund. Please review The Brown's Risk Adjusted Performance of 0.1372, semi deviation of 0.8839, and Coefficient Of Variation of 572.95 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. 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 | -0.33 |
Poor reverse predictability
The Brown Capital has poor reverse predictability. Overlapping area represents the amount of predictability between The Brown time series from 8th of May 2023 to 17th of February 2024 and 17th of February 2024 to 28th 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 Brown Capital price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current The Brown price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 11.36 |
Brown Capital lagged returns against current returns
Autocorrelation, which is The Brown 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 The Brown's mutual fund expected returns. We can calculate the autocorrelation of The Brown returns to help us make a trade decision. For example, suppose you find that The Brown 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 |
The Brown 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 The Brown mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Brown mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Brown mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Brown Lagged Returns
When evaluating The Brown's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Brown mutual fund have on its future price. The Brown 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, The Brown autocorrelation shows the relationship between The Brown mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Brown Capital.
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 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.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |