Baron Small Cap Fund Market Value
| BSFIX Fund | USD 40.26 0.21 0.52% |
| Symbol | Baron |
Baron Small '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 Small'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 Baron Small.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Baron Small on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Baron Small Cap or generate 0.0% return on investment in Baron Small over 360 days. Baron Small is related to or competes with Ms Global, Us Global, Ab Global, Morgan Stanley, and T Rowe. The fund invests 80 percent of its net assets in equity securities in the form of common stock of U.S More
Baron Small 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 Small'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 Baron Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.0428 | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.63 |
Baron Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Small's standard deviation. In reality, there are many statistical measures that can use Baron Small historical prices to predict the future Baron Small's volatility.| Risk Adjusted Performance | 0.1226 | |||
| Jensen Alpha | 0.1605 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0453 | |||
| Treynor Ratio | 2.24 |
Baron Small Cap Backtested Returns
At this stage we consider Baron Mutual Fund to be very steady. Baron Small Cap secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Baron Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Baron Small's Mean Deviation of 0.8354, downside deviation of 1.09, and Risk Adjusted Performance of 0.1226 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.0757, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baron Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baron Small is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
Baron Small Cap has modest predictability. Overlapping area represents the amount of predictability between Baron Small time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 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 Small Cap price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Baron Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 2.92 |
Baron Small Cap lagged returns against current returns
Autocorrelation, which is Baron Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Baron Small returns to help us make a trade decision. For example, suppose you find that Baron Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Small Lagged Returns
When evaluating Baron Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Small mutual fund have on its future price. Baron Small 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 Small autocorrelation shows the relationship between Baron Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Small Cap.
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 Small 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 Small security.
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