Baron Partners Fund Market Value
| BPTUX Fund | USD 196.21 0.77 0.39% |
| Symbol | Baron |
Baron 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 Baron 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 Baron Partners.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Baron Partners on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Partners or generate 0.0% return on investment in Baron Partners over 30 days. Baron Partners is related to or competes with Baron Real, Baron Real, Baron Real, Baron Small, Baron Asset, Baron Discovery, and Baron Wealthbuilder. The fund invests for the long term primarily in equity securities in the form of common stock of U.S More
Baron 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 Baron 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 Baron Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0956 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 4.04 |
Baron Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Partners' standard deviation. In reality, there are many statistical measures that can use Baron Partners historical prices to predict the future Baron Partners' volatility.| Risk Adjusted Performance | 0.1271 | |||
| Jensen Alpha | 0.1361 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1246 | |||
| Treynor Ratio | 0.2086 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baron 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.
Baron Partners Backtested Returns
Baron Partners appears to be very steady, given 3 months investment horizon. Baron Partners secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Baron Partners, which you can use to evaluate the volatility of the entity. Please makes use of Baron Partners' Mean Deviation of 1.39, risk adjusted performance of 0.1271, and Downside Deviation of 1.58 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.51, 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, Baron Partners will likely underperform.
Auto-correlation | 0.59 |
Modest predictability
Baron Partners has modest predictability. Overlapping area represents the amount of predictability between Baron Partners time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Baron Partners price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Baron Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 12.13 |
Baron Partners lagged returns against current returns
Autocorrelation, which is Baron 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 Baron Partners' mutual fund expected returns. We can calculate the autocorrelation of Baron Partners returns to help us make a trade decision. For example, suppose you find that Baron 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 |
Baron 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 Baron Partners mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron 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 Baron Partners mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Partners Lagged Returns
When evaluating Baron Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Partners mutual fund have on its future price. Baron 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, Baron Partners autocorrelation shows the relationship between Baron Partners mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Partners.
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 Baron Mutual Fund
Baron Partners financial ratios help investors to determine whether Baron 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 Baron with respect to the benefits of owning Baron Partners security.
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