Basic Materials Ultrasector Fund Market Value
| BMPIX Fund | USD 124.78 0.20 0.16% |
| Symbol | Basic |
Basic Materials '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 Basic Materials' 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 Basic Materials.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Basic Materials on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Basic Materials Ultrasector or generate 0.0% return on investment in Basic Materials over 90 days. Basic Materials is related to or competes with Fpa Queens, Boston Partners, Victory Rs, Valic Company, Palm Valley, Omni Small, and Amg River. The fund invests in financial instruments that the fund advisors believes, in combination, should produce daily returns ... More
Basic Materials 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 Basic Materials' 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 Basic Materials Ultrasector upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 2.95 |
Basic Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Basic Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Basic Materials' standard deviation. In reality, there are many statistical measures that can use Basic Materials historical prices to predict the future Basic Materials' volatility.| Risk Adjusted Performance | 0.131 | |||
| Jensen Alpha | 0.1541 | |||
| Total Risk Alpha | 0.1137 | |||
| Sortino Ratio | 0.1311 | |||
| Treynor Ratio | 0.1748 |
Basic Materials January 29, 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 | 0.131 | |||
| Market Risk Adjusted Performance | 0.1848 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.1 | |||
| Downside Deviation | 1.37 | |||
| Coefficient Of Variation | 584.02 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | 0.121 | |||
| Jensen Alpha | 0.1541 | |||
| Total Risk Alpha | 0.1137 | |||
| Sortino Ratio | 0.1311 | |||
| Treynor Ratio | 0.1748 | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 2.95 | |||
| Downside Variance | 1.89 | |||
| Semi Variance | 1.2 | |||
| Expected Short fall | (1.30) | |||
| Skewness | 0.1372 | |||
| Kurtosis | (0.37) |
Basic Materials Ultr Backtested Returns
Basic Materials appears to be very steady, given 3 months investment horizon. Basic Materials Ultr secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Basic Materials Ultrasector, which you can use to evaluate the volatility of the entity. Please makes use of Basic Materials' Mean Deviation of 1.17, downside deviation of 1.37, and Risk Adjusted Performance of 0.131 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.4, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Basic Materials will likely underperform.
Auto-correlation | 0.74 |
Good predictability
Basic Materials Ultrasector has good predictability. Overlapping area represents the amount of predictability between Basic Materials time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Basic Materials Ultr price movement. The serial correlation of 0.74 indicates that around 74.0% of current Basic Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 42.12 |
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 Basic Mutual Fund
Basic Materials financial ratios help investors to determine whether Basic 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 Basic with respect to the benefits of owning Basic Materials security.
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