Barings Active Short Fund Market Value
| BXDCX Fund | USD 9.25 0.01 0.11% |
| Symbol | Barings |
Barings Active '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 Barings Active'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 Barings Active.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Barings Active on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Barings Active Short or generate 0.0% return on investment in Barings Active over 30 days. Barings Active is related to or competes with Semiconductor Ultrasector, Boyd Watterson, Rational Dividend, Tax-managed, and Vy Franklin. The fund invests at least 80 percent of its net assets in investment grade fixed income securities . More
Barings Active 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 Barings Active'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 Barings Active Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1201 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 0.5448 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.3254 |
Barings Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Active's standard deviation. In reality, there are many statistical measures that can use Barings Active historical prices to predict the future Barings Active's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Barings Active's 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.
Barings Active Short Backtested Returns
At this stage we consider Barings Mutual Fund to be very steady. Barings Active Short secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Barings Active Short, which you can use to evaluate the volatility of the entity. Please confirm Barings Active's Coefficient Of Variation of 1017.65, mean deviation of 0.0831, and Risk Adjusted Performance of 0.0212 to double-check if the risk estimate we provide is consistent with the expected return of 0.0141%. The fund shows a Beta (market volatility) of -0.0093, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Barings Active are expected to decrease at a much lower rate. During the bear market, Barings Active is likely to outperform the market.
Auto-correlation | 0.54 |
Modest predictability
Barings Active Short has modest predictability. Overlapping area represents the amount of predictability between Barings Active time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Barings Active Short price movement. The serial correlation of 0.54 indicates that about 54.0% of current Barings Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Barings Active Short lagged returns against current returns
Autocorrelation, which is Barings Active 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 Barings Active's mutual fund expected returns. We can calculate the autocorrelation of Barings Active returns to help us make a trade decision. For example, suppose you find that Barings Active 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 |
Barings Active 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 Barings Active mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Active mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barings Active mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Barings Active Lagged Returns
When evaluating Barings Active's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Active mutual fund have on its future price. Barings Active 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, Barings Active autocorrelation shows the relationship between Barings Active mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Barings Active Short.
Regressed Prices |
| Timeline |
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Other Information on Investing in Barings Mutual Fund
Barings Active financial ratios help investors to determine whether Barings 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 Barings with respect to the benefits of owning Barings Active security.
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