Bogle Small Cap Fund Market Value
| BOGIX Fund | USD 34.51 0.02 0.06% |
| Symbol | BOGLE |
Bogle Small '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 Bogle Small'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 Bogle Small.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in Bogle Small on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding Bogle Small Cap or generate 0.0% return on investment in Bogle Small over 180 days. Bogle Small is related to or competes with Aberdeen Select, Artisan International, Tweedy Browne, and Litman Gregory. The fund seeks to achieve its objective by investing under normal circumstances at least 80 percent of the net assets of... More
Bogle Small 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 Bogle Small'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 Bogle Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.78 |
Bogle Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bogle Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bogle Small's standard deviation. In reality, there are many statistical measures that can use Bogle Small historical prices to predict the future Bogle Small's volatility.| Risk Adjusted Performance | 0.0788 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0786 |
Bogle Small Cap Backtested Returns
At this stage we consider BOGLE Mutual Fund to be very steady. Bogle Small Cap secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Bogle Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Bogle Small's mean deviation of 0.8641, and Risk Adjusted Performance of 0.0788 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. 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, Bogle Small will likely underperform.
Auto-correlation | 0.37 |
Below average predictability
Bogle Small Cap has below average predictability. Overlapping area represents the amount of predictability between Bogle Small time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th of November 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 Bogle Small Cap price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Bogle Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
Bogle Small Cap lagged returns against current returns
Autocorrelation, which is Bogle Small 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 Bogle Small's mutual fund expected returns. We can calculate the autocorrelation of Bogle Small returns to help us make a trade decision. For example, suppose you find that Bogle Small 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 |
Bogle Small 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 Bogle Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bogle Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bogle Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bogle Small Lagged Returns
When evaluating Bogle Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bogle Small mutual fund have on its future price. Bogle Small 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, Bogle Small autocorrelation shows the relationship between Bogle Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bogle Small Cap.
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 BOGLE Mutual Fund
Bogle Small financial ratios help investors to determine whether BOGLE 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 BOGLE with respect to the benefits of owning Bogle Small security.
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