Brandywineglobal High Fund Market Value
| BGHSX Fund | USD 10.30 0.03 0.29% |
| Symbol | Brandywineglobal |
Brandywineglobal '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 Brandywineglobal'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 Brandywineglobal.
| 02/11/2025 |
| 03/13/2025 |
If you would invest 0.00 in Brandywineglobal on February 11, 2025 and sell it all today you would earn a total of 0.00 from holding Brandywineglobal High or generate 0.0% return on investment in Brandywineglobal over 30 days. Brandywineglobal is related to or competes with Rational Dividend. Under normal market conditions, the Advisor intends to provide exposure to high yield securities by investing at least 8... More
Brandywineglobal 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 Brandywineglobal'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 Brandywineglobal High upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2006 | |||
| Information Ratio | 0.6679 | |||
| Maximum Drawdown | 0.9791 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.3899 |
Brandywineglobal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brandywineglobal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brandywineglobal's standard deviation. In reality, there are many statistical measures that can use Brandywineglobal historical prices to predict the future Brandywineglobal's volatility.| Risk Adjusted Performance | 0.0057 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0277 | |||
| Sortino Ratio | 0.627 | |||
| Treynor Ratio | 0.0507 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brandywineglobal'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.
Brandywineglobal High Backtested Returns
At this stage we consider Brandywineglobal Mutual Fund to be very steady. Brandywineglobal High secures Sharpe Ratio (or Efficiency) of 0.0359, which signifies that the fund had a 0.0359 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Brandywineglobal High, which you can use to evaluate the volatility of the entity. Please confirm Brandywineglobal's risk adjusted performance of 0.0057, and Mean Deviation of 0.134 to double-check if the risk estimate we provide is consistent with the expected return of 0.0068%. The fund shows a Beta (market volatility) of -0.0192, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Brandywineglobal are expected to decrease at a much lower rate. During the bear market, Brandywineglobal is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Brandywineglobal High has weak reverse predictability. Overlapping area represents the amount of predictability between Brandywineglobal time series from 11th of February 2025 to 26th of February 2025 and 26th of February 2025 to 13th of March 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 Brandywineglobal High price movement. The serial correlation of -0.22 indicates that over 22.0% of current Brandywineglobal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Brandywineglobal High lagged returns against current returns
Autocorrelation, which is Brandywineglobal 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 Brandywineglobal's mutual fund expected returns. We can calculate the autocorrelation of Brandywineglobal returns to help us make a trade decision. For example, suppose you find that Brandywineglobal 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 |
Brandywineglobal 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 Brandywineglobal mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brandywineglobal mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brandywineglobal mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Brandywineglobal Lagged Returns
When evaluating Brandywineglobal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brandywineglobal mutual fund have on its future price. Brandywineglobal 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, Brandywineglobal autocorrelation shows the relationship between Brandywineglobal mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Brandywineglobal High.
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 Brandywineglobal Mutual Fund
Brandywineglobal financial ratios help investors to determine whether Brandywineglobal 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 Brandywineglobal with respect to the benefits of owning Brandywineglobal security.
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