Boston Partners Longshort Fund Market Value
| BPLSX Fund | USD 14.65 0.04 0.27% |
| Symbol | Boston |
Boston Partners '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 Boston Partners' 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 Boston Partners.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Boston Partners on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Boston Partners Longshort or generate 0.0% return on investment in Boston Partners over 90 days. Boston Partners is related to or competes with Ave Maria, Government Street, Principal Lifetime, Destra Multi-alternativ, T Rowe, Beck Mack, and Allianzgi Nfj. The fund invests in long positions in stocks identified by the Adviser as undervalued and takes short positions in stock... More
Boston Partners 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 Boston Partners' 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 Boston Partners Longshort upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.509 | |||
| Information Ratio | 0.1242 | |||
| Maximum Drawdown | 8.8 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.46 |
Boston Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Partners' standard deviation. In reality, there are many statistical measures that can use Boston Partners historical prices to predict the future Boston Partners' volatility.| Risk Adjusted Performance | 0.1613 | |||
| Jensen Alpha | 0.2046 | |||
| Total Risk Alpha | 0.0903 | |||
| Sortino Ratio | 0.2841 | |||
| Treynor Ratio | 0.6585 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boston Partners' 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.
Boston Partners January 22, 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 | 0.1613 | |||
| Market Risk Adjusted Performance | 0.6685 | |||
| Mean Deviation | 0.5786 | |||
| Downside Deviation | 0.509 | |||
| Coefficient Of Variation | 468.4 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.36 | |||
| Information Ratio | 0.1242 | |||
| Jensen Alpha | 0.2046 | |||
| Total Risk Alpha | 0.0903 | |||
| Sortino Ratio | 0.2841 | |||
| Treynor Ratio | 0.6585 | |||
| Maximum Drawdown | 8.8 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 0.259 | |||
| Semi Variance | (0.1) | |||
| Expected Short fall | (0.75) | |||
| Skewness | 5.15 | |||
| Kurtosis | 33.95 |
Boston Partners Longshort Backtested Returns
Boston Partners appears to be very steady, given 3 months investment horizon. Boston Partners Longshort secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Boston Partners Longshort, which you can use to evaluate the volatility of the entity. Please makes use of Boston Partners' Coefficient Of Variation of 468.4, risk adjusted performance of 0.1613, and Mean Deviation of 0.5786 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Boston Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Boston Partners is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Boston Partners Longshort has below average predictability. Overlapping area represents the amount of predictability between Boston Partners time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Boston Partners Longshort price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Boston Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
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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 Boston Mutual Fund
Boston Partners financial ratios help investors to determine whether Boston 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 Boston with respect to the benefits of owning Boston Partners security.
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