Bts Managed Income Fund Market Value
| BTSAX Fund | USD 9.78 0.02 0.20% |
| Symbol | Bts |
Bts Managed '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 Bts Managed'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 Bts Managed.
| 09/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Bts Managed on September 25, 2024 and sell it all today you would earn a total of 0.00 from holding Bts Managed Income or generate 0.0% return on investment in Bts Managed over 60 days. Bts Managed is related to or competes with Vanguard Equity, Vanguard Wellington, Vanguard Materials, Calamos Strategic, and T Rowe. The fund invests primarily in a portfolio of income-producing securities, including bonds issued by the U.S More
Bts Managed 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 Bts Managed'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 Bts Managed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2336 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.9392 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3119 |
Bts Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bts Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bts Managed's standard deviation. In reality, there are many statistical measures that can use Bts Managed historical prices to predict the future Bts Managed's volatility.| Risk Adjusted Performance | 0.1203 | |||
| Jensen Alpha | 0.0045 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.39) | |||
| Treynor Ratio | 0.1425 |
Bts Managed Income Backtested Returns
At this stage we consider Bts Mutual Fund to be very steady. Bts Managed Income 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 Bts Managed Income, which you can use to evaluate the volatility of the entity. Please confirm Bts Managed's Mean Deviation of 0.1637, coefficient of variation of 518.95, and Risk Adjusted Performance of 0.1203 to double-check if the risk estimate we provide is consistent with the expected return of 0.0336%. The fund shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bts Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bts Managed is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Bts Managed Income has weak reverse predictability. Overlapping area represents the amount of predictability between Bts Managed time series from 25th of September 2024 to 25th of October 2024 and 25th of October 2024 to 24th 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 Bts Managed Income price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Bts Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bts Managed Income lagged returns against current returns
Autocorrelation, which is Bts Managed 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 Bts Managed's mutual fund expected returns. We can calculate the autocorrelation of Bts Managed returns to help us make a trade decision. For example, suppose you find that Bts Managed 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 |
Bts Managed 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 Bts Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bts Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bts Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bts Managed Lagged Returns
When evaluating Bts Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bts Managed mutual fund have on its future price. Bts Managed 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, Bts Managed autocorrelation shows the relationship between Bts Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bts Managed Income.
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 Bts Mutual Fund
Bts Managed financial ratios help investors to determine whether Bts 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 Bts with respect to the benefits of owning Bts Managed security.
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