Becker Value Equity Fund Market Value
| BVEIX Fund | USD 20.62 0.13 0.63% |
| Symbol | Becker |
Becker Value '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 Becker Value'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 Becker Value.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Becker Value on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Becker Value Equity or generate 0.0% return on investment in Becker Value over 570 days. Becker Value is related to or competes with Villere Balanced, Ivy Energy, Wesmark Balanced, Intrepid Capital, Riskproreg Pfg, Matthews China, and Central Europe. The fund employs a value strategy and invests primarily in common and preferred stocks whose market prices do not reflec... More
Becker Value 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 Becker Value'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 Becker Value Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7323 | |||
| Information Ratio | 0.0774 | |||
| Maximum Drawdown | 9.91 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.08 |
Becker Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Becker Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Becker Value's standard deviation. In reality, there are many statistical measures that can use Becker Value historical prices to predict the future Becker Value's volatility.| Risk Adjusted Performance | 0.0974 | |||
| Jensen Alpha | 0.1084 | |||
| Total Risk Alpha | 0.0492 | |||
| Sortino Ratio | 0.1342 | |||
| Treynor Ratio | 0.1906 |
Becker Value Equity Backtested Returns
At this stage we consider Becker Mutual Fund to be very steady. Becker Value Equity secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Becker Value Equity, which you can use to evaluate the volatility of the entity. Please confirm Becker Value's risk adjusted performance of 0.0974, and Mean Deviation of 0.5974 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Becker Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Becker Value is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Becker Value Equity has very good predictability. Overlapping area represents the amount of predictability between Becker Value time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Becker Value Equity price movement. The serial correlation of 0.82 indicates that around 82.0% of current Becker Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
Becker Value Equity lagged returns against current returns
Autocorrelation, which is Becker Value 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 Becker Value's mutual fund expected returns. We can calculate the autocorrelation of Becker Value returns to help us make a trade decision. For example, suppose you find that Becker Value 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 |
Becker Value 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 Becker Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Becker Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Becker Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Becker Value Lagged Returns
When evaluating Becker Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Becker Value mutual fund have on its future price. Becker Value 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, Becker Value autocorrelation shows the relationship between Becker Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Becker Value Equity.
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 Becker Mutual Fund
Becker Value financial ratios help investors to determine whether Becker 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 Becker with respect to the benefits of owning Becker Value security.
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