BARINGS DEVELOPED (Germany) Market Value
| BYQ1 Fund | EUR 7.38 0.01 0.14% |
| Symbol | BARINGS |
Please note, there is a significant difference between BARINGS DEVELOPED's value and its price as these two are different measures arrived at by different means. Investors typically determine if BARINGS DEVELOPED is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BARINGS DEVELOPED's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BARINGS DEVELOPED '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 DEVELOPED's 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 DEVELOPED.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in BARINGS DEVELOPED on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding BARINGS DEVELOPED AND or generate 0.0% return on investment in BARINGS DEVELOPED over 360 days. BARINGS DEVELOPED is related to or competes with Esfera Robotics, and R Co. More
BARINGS DEVELOPED 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 DEVELOPED's 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 DEVELOPED AND upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5202 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.8287 |
BARINGS DEVELOPED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BARINGS DEVELOPED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BARINGS DEVELOPED's standard deviation. In reality, there are many statistical measures that can use BARINGS DEVELOPED historical prices to predict the future BARINGS DEVELOPED's volatility.| Risk Adjusted Performance | 0.1489 | |||
| Jensen Alpha | 0.0717 | |||
| Total Risk Alpha | 0.012 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.5818 |
BARINGS DEVELOPED AND Backtested Returns
At this point, BARINGS DEVELOPED is very steady. BARINGS DEVELOPED AND secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BARINGS DEVELOPED AND, which you can use to evaluate the volatility of the entity. Please confirm BARINGS DEVELOPED's Coefficient Of Variation of 495.73, semi deviation of 0.3104, and Mean Deviation of 0.3765 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The entity shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BARINGS DEVELOPED's returns are expected to increase less than the market. However, during the bear market, the loss of holding BARINGS DEVELOPED is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
BARINGS DEVELOPED AND has insignificant reverse predictability. Overlapping area represents the amount of predictability between BARINGS DEVELOPED time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th 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 DEVELOPED AND price movement. The serial correlation of -0.17 indicates that over 17.0% of current BARINGS DEVELOPED price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BARINGS DEVELOPED AND lagged returns against current returns
Autocorrelation, which is BARINGS DEVELOPED 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 DEVELOPED's fund expected returns. We can calculate the autocorrelation of BARINGS DEVELOPED returns to help us make a trade decision. For example, suppose you find that BARINGS DEVELOPED has exhibited high autocorrelation historically, and you observe that the 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 DEVELOPED 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 DEVELOPED fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BARINGS DEVELOPED fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BARINGS DEVELOPED fund over time.
Current vs Lagged Prices |
| Timeline |
BARINGS DEVELOPED Lagged Returns
When evaluating BARINGS DEVELOPED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BARINGS DEVELOPED fund have on its future price. BARINGS DEVELOPED 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 DEVELOPED autocorrelation shows the relationship between BARINGS DEVELOPED fund current value and its past values and can show if there is a momentum factor associated with investing in BARINGS DEVELOPED AND.
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 Fund
BARINGS DEVELOPED financial ratios help investors to determine whether BARINGS 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 DEVELOPED security.
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