Brown Advisory Tax Exempt Fund Market Value
| BTEIX Fund | USD 9.47 0.01 0.11% |
| Symbol | Brown |
Brown Advisory '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 Brown Advisory'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 Brown Advisory.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Brown Advisory on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Brown Advisory Tax Exempt or generate 0.0% return on investment in Brown Advisory over 90 days. Brown Advisory is related to or competes with T Rowe, Icon Financial, Financials Ultrasector, 1919 Financial, Gabelli Global, Fidelity Advisor, and Vanguard Financials. The fund normally will invest at least 80 percent of the funds net assets in securities the interest of which is exempt ... More
Brown Advisory 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 Brown Advisory'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 Brown Advisory Tax Exempt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1501 | |||
| Information Ratio | (0.54) | |||
| Maximum Drawdown | 0.7416 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2116 |
Brown Advisory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brown Advisory's standard deviation. In reality, there are many statistical measures that can use Brown Advisory historical prices to predict the future Brown Advisory's volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.0062 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | 0.4016 |
Brown Advisory January 27, 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 | 0.0563 | |||
| Market Risk Adjusted Performance | 0.4116 | |||
| Mean Deviation | 0.0804 | |||
| Downside Deviation | 0.1501 | |||
| Coefficient Of Variation | 677.64 | |||
| Standard Deviation | 0.1184 | |||
| Variance | 0.014 | |||
| Information Ratio | (0.54) | |||
| Jensen Alpha | 0.0062 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | 0.4016 | |||
| Maximum Drawdown | 0.7416 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2116 | |||
| Downside Variance | 0.0225 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 0.7281 | |||
| Kurtosis | 2.91 |
Brown Advisory Tax Backtested Returns
At this stage we consider Brown Mutual Fund to be out of control. Brown Advisory Tax secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Brown Advisory Tax Exempt, which you can use to evaluate the volatility of the entity. Please confirm Brown Advisory's Mean Deviation of 0.0804, coefficient of variation of 677.64, and Risk Adjusted Performance of 0.0563 to double-check if the risk estimate we provide is consistent with the expected return of 0.0178%. The fund shows a Beta (market volatility) of 0.0186, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brown Advisory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brown Advisory is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Brown Advisory Tax Exempt has below average predictability. Overlapping area represents the amount of predictability between Brown Advisory time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Brown Advisory Tax price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Brown Advisory price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Brown Mutual Fund
Brown Advisory financial ratios help investors to determine whether Brown 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 Brown with respect to the benefits of owning Brown Advisory security.
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