Barings Global Credit Fund Market Value
| BXIAX Fund | USD 7.75 0.01 0.13% |
| Symbol | Barings |
Barings Global '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 Global'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 Global.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Barings Global on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Barings Global Credit or generate 0.0% return on investment in Barings Global over 720 days. Barings Global is related to or competes with Oppenheimer International, Fidelity Advisor, Evaluator Conservative, Delaware Limited-term, and Lord Abbett. The fund invests at least 80 percent of its net assets in debt instruments More
Barings Global 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 Global'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 Global Credit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1368 | |||
| Information Ratio | (0.65) | |||
| Maximum Drawdown | 0.7872 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.1316 |
Barings Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Global's standard deviation. In reality, there are many statistical measures that can use Barings Global historical prices to predict the future Barings Global's volatility.| Risk Adjusted Performance | 0.1121 | |||
| Jensen Alpha | 0.02 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.70) | |||
| Treynor Ratio | (7.59) |
Barings Global Credit Backtested Returns
At this stage we consider Barings Mutual Fund to be out of control. Barings Global Credit 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 Barings Global Credit, which you can use to evaluate the volatility of the entity. Please confirm Barings Global's Risk Adjusted Performance of 0.1121, mean deviation of 0.0862, and Coefficient Of Variation of 497.82 to double-check if the risk estimate we provide is consistent with the expected return of 0.0186%. The fund shows a Beta (market volatility) of -0.0026, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Barings Global are expected to decrease at a much lower rate. During the bear market, Barings Global is likely to outperform the market.
Auto-correlation | 0.92 |
Excellent predictability
Barings Global Credit has excellent predictability. Overlapping area represents the amount of predictability between Barings Global time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th 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 Global Credit price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Barings Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Barings Global Credit lagged returns against current returns
Autocorrelation, which is Barings Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Barings Global returns to help us make a trade decision. For example, suppose you find that Barings Global 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 Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Barings Global Lagged Returns
When evaluating Barings Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Global mutual fund have on its future price. Barings Global 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 Global autocorrelation shows the relationship between Barings Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Barings Global Credit.
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 Global 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 Global security.
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