Bancroft Fund Limited Stock Market Value
| BCV Stock | USD 22.10 0.03 0.14% |
| Symbol | Bancroft |
Is Stock space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Bancroft Fund. If investors know Bancroft will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Bancroft Fund listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Bancroft Fund Limited is measured differently than its book value, which is the value of Bancroft that is recorded on the company's balance sheet. Investors also form their own opinion of Bancroft Fund's value that differs from its market value or its book value, called intrinsic value, which is Bancroft Fund's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bancroft Fund's market value can be influenced by many factors that don't directly affect Bancroft Fund's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bancroft Fund's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bancroft Fund is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bancroft Fund's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bancroft Fund '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 Bancroft Fund's stock 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 Bancroft Fund.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Bancroft Fund on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Bancroft Fund Limited or generate 0.0% return on investment in Bancroft Fund over 90 days. Bancroft Fund is related to or competes with Western Asset, Gabelli MultiMedia, Royce Dividend, Dunham Monthly, Brandywineglobal, Neuberger Berman, and Flaherty Crumrine. Bancroft Fund Ltd. is a closed-ended equity mutual fund launched by GAMCO Investors, Inc More
Bancroft Fund 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 Bancroft Fund's stock 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 Bancroft Fund Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.32 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.14 |
Bancroft Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bancroft Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bancroft Fund's standard deviation. In reality, there are many statistical measures that can use Bancroft Fund historical prices to predict the future Bancroft Fund's volatility.| Risk Adjusted Performance | 0.0147 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0378 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bancroft Fund's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bancroft Fund Limited Backtested Returns
At this stage we consider Bancroft Stock to be very steady. Bancroft Fund Limited secures Sharpe Ratio (or Efficiency) of 0.0141, which signifies that the company had a 0.0141 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bancroft Fund Limited, which you can use to evaluate the volatility of the firm. Please confirm Bancroft Fund's Risk Adjusted Performance of 0.0147, downside deviation of 1.39, and Mean Deviation of 0.9694 to double-check if the risk estimate we provide is consistent with the expected return of 0.019%. Bancroft Fund has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bancroft Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bancroft Fund is expected to be smaller as well. Bancroft Fund Limited right now shows a risk of 1.35%. Please confirm Bancroft Fund Limited semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Bancroft Fund Limited will be following its price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Bancroft Fund Limited has virtually no predictability. Overlapping area represents the amount of predictability between Bancroft Fund time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st 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 Bancroft Fund Limited price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Bancroft Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Bancroft Fund Limited lagged returns against current returns
Autocorrelation, which is Bancroft Fund stock'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 Bancroft Fund's stock expected returns. We can calculate the autocorrelation of Bancroft Fund returns to help us make a trade decision. For example, suppose you find that Bancroft Fund has exhibited high autocorrelation historically, and you observe that the stock 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 |
Bancroft Fund 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 Bancroft Fund stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bancroft Fund stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bancroft Fund stock over time.
Current vs Lagged Prices |
| Timeline |
Bancroft Fund Lagged Returns
When evaluating Bancroft Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bancroft Fund stock have on its future price. Bancroft Fund 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, Bancroft Fund autocorrelation shows the relationship between Bancroft Fund stock current value and its past values and can show if there is a momentum factor associated with investing in Bancroft Fund Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bancroft Stock Analysis
When running Bancroft Fund's price analysis, check to measure Bancroft Fund's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bancroft Fund is operating at the current time. Most of Bancroft Fund's value examination focuses on studying past and present price action to predict the probability of Bancroft Fund's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bancroft Fund's price. Additionally, you may evaluate how the addition of Bancroft Fund to your portfolios can decrease your overall portfolio volatility.