Boston Partners Small Fund Market Value
| BPSCX Fund | USD 25.07 0.19 0.76% |
| 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.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Boston Partners on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Boston Partners Small or generate 0.0% return on investment in Boston Partners over 30 days. Boston Partners is related to or competes with Aggressive Investors, Buffalo Small, Rice Hall, Putnam Small, and Dreyfus Strategic. The Advisor pursues the funds objective by investing, under normal circumstances, at least 80 percent of its net assets ... 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 Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 19.0 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.7 |
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 | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.15) |
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 Small Backtested Returns
Boston Partners Small secures Sharpe Ratio (or Efficiency) of -0.038, which signifies that the fund had a -0.038 % return per unit of risk over the last 3 months. Boston Partners Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Boston Partners' Standard Deviation of 1.99, risk adjusted performance of (0.03), and Mean Deviation of 0.9872 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.57, 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 | 0.03 |
Virtually no predictability
Boston Partners Small has virtually no predictability. Overlapping area represents the amount of predictability between Boston Partners 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 Boston Partners Small price movement. The serial correlation of 0.03 indicates that only 3.0% of current Boston Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Boston Partners Small lagged returns against current returns
Autocorrelation, which is Boston Partners 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 Boston Partners' mutual fund expected returns. We can calculate the autocorrelation of Boston Partners returns to help us make a trade decision. For example, suppose you find that Boston Partners 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 |
Boston Partners 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 Boston Partners mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Partners mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Partners mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Boston Partners Lagged Returns
When evaluating Boston Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Partners mutual fund have on its future price. Boston Partners 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, Boston Partners autocorrelation shows the relationship between Boston Partners mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Boston Partners Small.
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 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.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope |