Barings Global Short Etf Market Value
| BGH Etf | USD 15.80 0.01 0.06% |
| Symbol | Barings |
The market value of Barings Global Short is measured differently than its book value, which is the value of Barings that is recorded on the company's balance sheet. Investors also form their own opinion of Barings Global's value that differs from its market value or its book value, called intrinsic value, which is Barings Global'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 Barings Global's market value can be influenced by many factors that don't directly affect Barings Global'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 Barings Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barings Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barings Global'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.
Barings Global '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 Barings Global's etf 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 Barings Global.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Barings Global on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Barings Global Short or generate 0.0% return on investment in Barings Global over 30 days. Barings Global is related to or competes with Ares Dynamic, Kkr Income, Pgim Global, Blackstone Gso, and Blackstone Gso. Babson Capital Global Short Duration High Yield Fund is a closed ended fixed income mutual fund launched and managed by ... More
Barings Global 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 Barings Global's etf 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 Barings Global Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9559 | |||
| Information Ratio | 0.0581 | |||
| Maximum Drawdown | 5.82 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.5 |
Barings Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Global's standard deviation. In reality, there are many statistical measures that can use Barings Global historical prices to predict the future Barings Global's volatility.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.0648 | |||
| Total Risk Alpha | 0.0506 | |||
| Sortino Ratio | 0.0544 | |||
| Treynor Ratio | 0.2036 |
Barings Global Short Backtested Returns
Barings Global is very steady at the moment. Barings Global Short secures Sharpe Ratio (or Efficiency) of 0.0823, which signifies that the etf had a 0.0823% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Barings Global Short, which you can use to evaluate the volatility of the entity. Please confirm Barings Global's Downside Deviation of 0.9559, mean deviation of 0.6451, and Risk Adjusted Performance of 0.077 to double-check if the risk estimate we provide is consistent with the expected return of 0.0751%. The etf shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Barings Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barings Global is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
Barings Global Short has virtually no predictability. Overlapping area represents the amount of predictability between Barings Global time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Barings Global Short price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Barings Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Barings Global Short lagged returns against current returns
Autocorrelation, which is Barings Global etf'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 Barings Global's etf expected returns. We can calculate the autocorrelation of Barings Global returns to help us make a trade decision. For example, suppose you find that Barings Global has exhibited high autocorrelation historically, and you observe that the etf 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 |
Barings Global 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 Barings Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barings Global etf over time.
Current vs Lagged Prices |
| Timeline |
Barings Global Lagged Returns
When evaluating Barings Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Global etf have on its future price. Barings Global 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, Barings Global autocorrelation shows the relationship between Barings Global etf current value and its past values and can show if there is a momentum factor associated with investing in Barings Global Short.
Regressed Prices |
| Timeline |
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Other Information on Investing in Barings Etf
Barings Global financial ratios help investors to determine whether Barings Etf 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 Barings with respect to the benefits of owning Barings Global security.