Barrett Growth Fund Market Value
| BGRWX Fund | USD 27.89 0.10 0.36% |
| Symbol | Barrett |
Barrett 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 Barrett 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 Barrett Growth.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Barrett Growth on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Barrett Growth Fund or generate 0.0% return on investment in Barrett Growth over 570 days. Barrett Growth is related to or competes with Lsv Managed, River Oak, Guinness Atkinson, Shelton Emerging, Nuveen Missouri, James Micro, and Basic Materials. The fund invests primarily in a diversified portfolio of common stocks of large- and mid-cap U.S More
Barrett 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 Barrett 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 Barrett Growth Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7234 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 14.47 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.22 |
Barrett Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barrett Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barrett Growth's standard deviation. In reality, there are many statistical measures that can use Barrett Growth historical prices to predict the future Barrett Growth's volatility.| Risk Adjusted Performance | 0.1295 | |||
| Jensen Alpha | 0.3045 | |||
| Total Risk Alpha | 0.1493 | |||
| Sortino Ratio | 0.3335 | |||
| Treynor Ratio | (6.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Barrett 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.
Barrett Growth Backtested Returns
Barrett Growth appears to be very steady, given 3 months investment horizon. Barrett Growth 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-eight technical indicators for Barrett Growth Fund, which you can use to evaluate the volatility of the entity. Please makes use of Barrett Growth's Mean Deviation of 0.7176, downside deviation of 0.7234, and Risk Adjusted Performance of 0.1295 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0475, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Barrett Growth are expected to decrease at a much lower rate. During the bear market, Barrett Growth is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Barrett Growth Fund has good predictability. Overlapping area represents the amount of predictability between Barrett Growth time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Barrett Growth price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Barrett Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 3.18 |
Barrett Growth lagged returns against current returns
Autocorrelation, which is Barrett 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 Barrett Growth's mutual fund expected returns. We can calculate the autocorrelation of Barrett Growth returns to help us make a trade decision. For example, suppose you find that Barrett 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 |
Barrett 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 Barrett Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barrett 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 Barrett Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Barrett Growth Lagged Returns
When evaluating Barrett Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barrett Growth mutual fund have on its future price. Barrett 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, Barrett Growth autocorrelation shows the relationship between Barrett Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Barrett 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 Barrett Mutual Fund
Barrett Growth financial ratios help investors to determine whether Barrett 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 Barrett with respect to the benefits of owning Barrett Growth security.
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