Black Oak Emerging Fund Market Value
| BOGSX Fund | USD 7.55 0.10 1.34% |
| Symbol | Black |
Black Oak '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 Black Oak'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 Black Oak.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Black Oak on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Black Oak Emerging or generate 0.0% return on investment in Black Oak over 30 days. Black Oak is related to or competes with Red Oak, Pin Oak, White Oak, Live Oak, and Berkshire Focus. The fund will invest at least 80 percent of its net assets, under normal circumstances, in equity securities of emerging... More
Black Oak 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 Black Oak'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 Black Oak Emerging upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.58 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 1.65 |
Black Oak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Oak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Oak's standard deviation. In reality, there are many statistical measures that can use Black Oak historical prices to predict the future Black Oak's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Black Oak'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.
Black Oak Emerging Backtested Returns
Black Oak Emerging secures Sharpe Ratio (or Efficiency) of -0.0493, which signifies that the fund had a -0.0493 % return per unit of standard deviation over the last 3 months. Black Oak Emerging exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Black Oak's risk adjusted performance of (0.04), and Mean Deviation of 1.09 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Black Oak's returns are expected to increase less than the market. However, during the bear market, the loss of holding Black Oak is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Black Oak Emerging has good predictability. Overlapping area represents the amount of predictability between Black Oak time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Black Oak Emerging price movement. The serial correlation of 0.7 indicates that around 70.0% of current Black Oak price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Black Oak Emerging lagged returns against current returns
Autocorrelation, which is Black Oak 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 Black Oak's mutual fund expected returns. We can calculate the autocorrelation of Black Oak returns to help us make a trade decision. For example, suppose you find that Black Oak 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 |
Black Oak 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 Black Oak mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Oak mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Oak mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Black Oak Lagged Returns
When evaluating Black Oak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Oak mutual fund have on its future price. Black Oak 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, Black Oak autocorrelation shows the relationship between Black Oak mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Black Oak Emerging.
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 Black Mutual Fund
Black Oak financial ratios help investors to determine whether Black 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 Black with respect to the benefits of owning Black Oak security.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |