Berwyn Nerstone Fund Market Value
| BERCX Fund | USD 17.34 0.23 1.34% |
| Symbol | Berwyn |
Berwyn Cornerstone '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 Berwyn Cornerstone'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 Berwyn Cornerstone.
| 11/02/2024 |
| 01/31/2025 |
If you would invest 0.00 in Berwyn Cornerstone on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Berwyn Nerstone Fund or generate 0.0% return on investment in Berwyn Cornerstone over 90 days. Berwyn Cornerstone is related to or competes with Chartwell Short, Carillon Chartwell, Chartwell Short, Carillon Chartwell, Eagle Growth, Eagle Growth, and Eagle Growth. The fund will invest at least 80 percent of its net assets in common stocks of mid-capitalization U.S More
Berwyn Cornerstone 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 Berwyn Cornerstone'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 Berwyn Nerstone Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 15.23 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.22 |
Berwyn Cornerstone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berwyn Cornerstone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berwyn Cornerstone's standard deviation. In reality, there are many statistical measures that can use Berwyn Cornerstone historical prices to predict the future Berwyn Cornerstone's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Berwyn Cornerstone'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.
Berwyn Cornerstone Backtested Returns
Berwyn Cornerstone secures Sharpe Ratio (or Efficiency) of -0.064, which signifies that the fund had a -0.064 % return per unit of risk over the last 3 months. Berwyn Nerstone Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Berwyn Cornerstone's Standard Deviation of 1.68, risk adjusted performance of (0.06), and Mean Deviation of 0.8211 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Berwyn Cornerstone's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berwyn Cornerstone is expected to be smaller as well.
Auto-correlation | -0.52 |
Good reverse predictability
Berwyn Nerstone Fund has good reverse predictability. Overlapping area represents the amount of predictability between Berwyn Cornerstone time series from 2nd of November 2024 to 17th of December 2024 and 17th of December 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Berwyn Cornerstone price movement. The serial correlation of -0.52 indicates that about 52.0% of current Berwyn Cornerstone price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Berwyn Cornerstone lagged returns against current returns
Autocorrelation, which is Berwyn Cornerstone 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 Berwyn Cornerstone's mutual fund expected returns. We can calculate the autocorrelation of Berwyn Cornerstone returns to help us make a trade decision. For example, suppose you find that Berwyn Cornerstone 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 |
Berwyn Cornerstone 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 Berwyn Cornerstone mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berwyn Cornerstone mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berwyn Cornerstone mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Berwyn Cornerstone Lagged Returns
When evaluating Berwyn Cornerstone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berwyn Cornerstone mutual fund have on its future price. Berwyn Cornerstone 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, Berwyn Cornerstone autocorrelation shows the relationship between Berwyn Cornerstone mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Berwyn Nerstone Fund.
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 Berwyn Mutual Fund
Berwyn Cornerstone financial ratios help investors to determine whether Berwyn 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 Berwyn with respect to the benefits of owning Berwyn Cornerstone security.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |