Baron Growth Fund Market Value
| BGRUX Fund | USD 112.43 0.05 0.04% |
| Symbol | Baron |
Baron Growth '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 Baron Growth'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 Baron Growth.
| 10/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Baron Growth on October 3, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Growth Fund or generate 0.0% return on investment in Baron Growth over 60 days. Baron Growth is related to or competes with Artisan Thematic, Rbb Fund, Touchstone Large, Qs Us, Federated Mdt, Fm Investments, and William Blair. The fund invests for the long term primarily in equity securities in the form of common stock of U.S More
Baron Growth 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 Baron Growth'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 Baron Growth Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7937 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.3 |
Baron Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Growth's standard deviation. In reality, there are many statistical measures that can use Baron Growth historical prices to predict the future Baron Growth's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0998 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baron Growth'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.
Baron Growth Backtested Returns
At this stage we consider Baron Mutual Fund to be very steady. Baron Growth secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Baron Growth Fund, which you can use to evaluate the volatility of the entity. Please confirm Baron Growth's Downside Deviation of 0.7937, mean deviation of 0.6316, and Risk Adjusted Performance of 0.0944 to double-check if the risk estimate we provide is consistent with the expected return of 0.0985%. The fund shows a Beta (market volatility) of 0.92, which signifies possible diversification benefits within a given portfolio. Baron Growth returns are very sensitive to returns on the market. As the market goes up or down, Baron Growth is expected to follow.
Auto-correlation | -0.51 |
Good reverse predictability
Baron Growth Fund has good reverse predictability. Overlapping area represents the amount of predictability between Baron Growth time series from 3rd of October 2024 to 2nd of November 2024 and 2nd of November 2024 to 2nd of December 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 Baron Growth price movement. The serial correlation of -0.51 indicates that about 51.0% of current Baron Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 3.61 |
Baron Growth lagged returns against current returns
Autocorrelation, which is Baron Growth 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 Baron Growth's mutual fund expected returns. We can calculate the autocorrelation of Baron Growth returns to help us make a trade decision. For example, suppose you find that Baron Growth 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 |
Baron Growth 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 Baron Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baron Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Growth Lagged Returns
When evaluating Baron Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Growth mutual fund have on its future price. Baron Growth 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, Baron Growth autocorrelation shows the relationship between Baron Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Growth 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 Baron Mutual Fund
Baron Growth financial ratios help investors to determine whether Baron 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 Baron with respect to the benefits of owning Baron Growth security.
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