Berwyn Nerstone Fund Market Value
| BERCX Fund | USD 20.39 0.19 0.94% |
| Symbol | Berwyn |
Berwyn Nerstone '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 Nerstone'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 Nerstone.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Berwyn Nerstone on May 30, 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 Nerstone over 180 days. Berwyn Nerstone 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 Nerstone 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 Nerstone'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.
| Downside Deviation | 0.6901 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.31 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.18 |
Berwyn Nerstone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berwyn Nerstone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berwyn Nerstone's standard deviation. In reality, there are many statistical measures that can use Berwyn Nerstone historical prices to predict the future Berwyn Nerstone's volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1224 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Berwyn Nerstone'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 Nerstone Backtested Returns
At this stage we consider Berwyn Mutual Fund to be very steady. Berwyn Nerstone secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Berwyn Nerstone Fund, which you can use to evaluate the volatility of the entity. Please confirm Berwyn Nerstone's Downside Deviation of 0.6901, risk adjusted performance of 0.1174, and Mean Deviation of 0.6365 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.94, which signifies possible diversification benefits within a given portfolio. Berwyn Nerstone returns are very sensitive to returns on the market. As the market goes up or down, Berwyn Nerstone is expected to follow.
Auto-correlation | 0.78 |
Good predictability
Berwyn Nerstone Fund has good predictability. Overlapping area represents the amount of predictability between Berwyn Nerstone time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Berwyn Nerstone price movement. The serial correlation of 0.78 indicates that around 78.0% of current Berwyn Nerstone price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Berwyn Nerstone lagged returns against current returns
Autocorrelation, which is Berwyn Nerstone 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 Nerstone's mutual fund expected returns. We can calculate the autocorrelation of Berwyn Nerstone returns to help us make a trade decision. For example, suppose you find that Berwyn Nerstone 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 Nerstone 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 Nerstone mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berwyn Nerstone 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 Nerstone mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Berwyn Nerstone Lagged Returns
When evaluating Berwyn Nerstone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berwyn Nerstone mutual fund have on its future price. Berwyn Nerstone 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 Nerstone autocorrelation shows the relationship between Berwyn Nerstone 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 Nerstone 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 Nerstone security.
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