Boston Partners Small Fund Market Value
| BPSIX Fund | USD 27.60 0.35 1.28% |
| 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.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Boston Partners on November 16, 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 90 days. Boston Partners is related to or competes with Boston Partners, Wells Fargo, Blackrock, Applied Finance, Henderson European, Congress Mid, and Bny Mellon. 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.
| Downside Deviation | 0.9016 | |||
| Information Ratio | 0.0801 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.38 |
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 | 0.1214 | |||
| Jensen Alpha | 0.0797 | |||
| Total Risk Alpha | 0.066 | |||
| Sortino Ratio | 0.0919 | |||
| Treynor Ratio | 0.1356 |
Boston Partners February 14, 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 | 0.1214 | |||
| Market Risk Adjusted Performance | 0.1456 | |||
| Mean Deviation | 0.7711 | |||
| Semi Deviation | 0.6499 | |||
| Downside Deviation | 0.9016 | |||
| Coefficient Of Variation | 676.79 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.07 | |||
| Information Ratio | 0.0801 | |||
| Jensen Alpha | 0.0797 | |||
| Total Risk Alpha | 0.066 | |||
| Sortino Ratio | 0.0919 | |||
| Treynor Ratio | 0.1356 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.38 | |||
| Downside Variance | 0.8129 | |||
| Semi Variance | 0.4224 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.5 | |||
| Kurtosis | 0.3994 |
Boston Partners Small Backtested Returns
Boston Partners appears to be very steady, given 3 months investment horizon. Boston Partners Small secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Boston Partners Small, which you can use to evaluate the volatility of the entity. Please makes use of Boston Partners' Downside Deviation of 0.9016, risk adjusted performance of 0.1214, and Mean Deviation of 0.7711 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Boston Partners returns are very sensitive to returns on the market. As the market goes up or down, Boston Partners is expected to follow.
Auto-correlation | 0.77 |
Good predictability
Boston Partners Small has good predictability. Overlapping area represents the amount of predictability between Boston Partners time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Small price movement. The serial correlation of 0.77 indicates that around 77.0% of current Boston Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.69 | |
| 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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