Barings Emerging Markets Fund Market Value
| BXEAX Fund | USD 7.57 0.01 0.13% |
| Symbol | Barings |
Barings Emerging '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 Emerging'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 Emerging.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Barings Emerging on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Barings Emerging Markets or generate 0.0% return on investment in Barings Emerging over 180 days. Barings Emerging is related to or competes with Fidelity New, and Mfs Emerging. The fund will invest at least 80 percent of its net assets in securities denominated in currencies of the emerging market countries, fixed income securities or debt instruments issued by emerging market entities or sovereign nations, andor debt instruments denominated in or based on the currencies, interest rates, or issues of emerging market countries. More
Barings Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3492 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.5348 |
Barings Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Emerging's standard deviation. In reality, there are many statistical measures that can use Barings Emerging historical prices to predict the future Barings Emerging's volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.0059 |
Barings Emerging Markets Backtested Returns
At this stage we consider Barings Mutual Fund to be very steady. Barings Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.0203, which signifies that the fund had a 0.0203% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Barings Emerging Markets, which you can use to evaluate the volatility of the entity. Please confirm Barings Emerging's Risk Adjusted Performance of 0.0114, mean deviation of 0.2635, and Downside Deviation of 0.3492 to double-check if the risk estimate we provide is consistent with the expected return of 0.0069%. The fund shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barings Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barings Emerging is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Barings Emerging Markets has weak reverse predictability. Overlapping area represents the amount of predictability between Barings Emerging time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Barings Emerging Markets price movement. The serial correlation of -0.25 indicates that over 25.0% of current Barings Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Barings Emerging Markets lagged returns against current returns
Autocorrelation, which is Barings Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Barings Emerging returns to help us make a trade decision. For example, suppose you find that Barings Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Emerging 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 Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Barings Emerging Lagged Returns
When evaluating Barings Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Emerging mutual fund have on its future price. Barings Emerging 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 Emerging autocorrelation shows the relationship between Barings Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Barings Emerging Markets.
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 Barings Mutual Fund
Barings Emerging 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 Emerging security.
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