Beck Mack Oliver Fund Market Value
| BMPEX Fund | USD 26.36 0.14 0.53% |
| Symbol | Beck |
Beck Mack '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 Beck Mack'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 Beck Mack.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Beck Mack on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Beck Mack Oliver or generate 0.0% return on investment in Beck Mack over 90 days. Beck Mack is related to or competes with T Rowe, Government Street, Destra Multi-alternativ, Hennessy Large, Principal Lifetime, Ave Maria, and Allianzgi Nfj. The fund invests primarily in a portfolio of common stocks and securities convertible into or exercisable for common sto... More
Beck Mack 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 Beck Mack'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 Beck Mack Oliver upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.31 |
Beck Mack Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beck Mack's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beck Mack's standard deviation. In reality, there are many statistical measures that can use Beck Mack historical prices to predict the future Beck Mack's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beck Mack'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.
Beck Mack March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | (0.07) | |||
| Mean Deviation | 0.7567 | |||
| Coefficient Of Variation | (1,175) | |||
| Standard Deviation | 0.9746 | |||
| Variance | 0.9498 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.08) | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.31 | |||
| Skewness | (0.42) | |||
| Kurtosis | 0.2466 |
Beck Mack Oliver Backtested Returns
Beck Mack Oliver secures Sharpe Ratio (or Efficiency) of -0.0942, which signifies that the fund had a -0.0942 % return per unit of standard deviation over the last 3 months. Beck Mack Oliver exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beck Mack's mean deviation of 0.7567, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. Beck Mack returns are very sensitive to returns on the market. As the market goes up or down, Beck Mack is expected to follow.
Auto-correlation | -0.55 |
Good reverse predictability
Beck Mack Oliver has good reverse predictability. Overlapping area represents the amount of predictability between Beck Mack time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Beck Mack Oliver price movement. The serial correlation of -0.55 indicates that about 55.0% of current Beck Mack price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
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 Beck Mutual Fund
Beck Mack financial ratios help investors to determine whether Beck 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 Beck with respect to the benefits of owning Beck Mack security.
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