Berwyn Income Fund Market Value
| BERIX Fund | USD 13.39 0.02 0.15% |
| Symbol | Berwyn |
Berwyn Income '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 Income'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 Income.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Berwyn Income on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Berwyn Income Fund or generate 0.0% return on investment in Berwyn Income over 720 days. Berwyn Income is related to or competes with Vanguard Inflation-protec, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. The fund seeks to achieve its investment objectives by investing in income producing securities More
Berwyn Income 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 Income'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 Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2604 | |||
| Information Ratio | (0.43) | |||
| Maximum Drawdown | 1.13 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.4532 |
Berwyn Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berwyn Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berwyn Income's standard deviation. In reality, there are many statistical measures that can use Berwyn Income historical prices to predict the future Berwyn Income's volatility.| Risk Adjusted Performance | 0.0318 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | 0.08 |
Berwyn Income Backtested Returns
At this stage we consider Berwyn Mutual Fund to be very steady. Berwyn Income secures Sharpe Ratio (or Efficiency) of 0.0961, which signifies that the fund had a 0.0961% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Berwyn Income Fund, which you can use to evaluate the volatility of the entity. Please confirm Berwyn Income's Mean Deviation of 0.2114, downside deviation of 0.2604, and Risk Adjusted Performance of 0.0318 to double-check if the risk estimate we provide is consistent with the expected return of 0.0254%. The fund shows a Beta (market volatility) of 0.0929, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Berwyn Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berwyn Income is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Berwyn Income Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Berwyn Income time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Berwyn Income price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Berwyn Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Berwyn Income lagged returns against current returns
Autocorrelation, which is Berwyn Income 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 Income's mutual fund expected returns. We can calculate the autocorrelation of Berwyn Income returns to help us make a trade decision. For example, suppose you find that Berwyn Income 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 Income 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 Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berwyn Income 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 Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Berwyn Income Lagged Returns
When evaluating Berwyn Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berwyn Income mutual fund have on its future price. Berwyn Income 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 Income autocorrelation shows the relationship between Berwyn Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Berwyn Income 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 Income 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 Income security.
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