Vy Baron Growth Fund Market Value
| IBSSX Fund | USD 24.41 0.22 0.89% |
| Symbol | IBSSX |
Vy Baron '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 Vy Baron'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 Vy Baron.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Vy Baron on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Vy Baron Growth or generate 0.0% return on investment in Vy Baron over 30 days. Vy Baron is related to or competes with Fidelity Managed, Transamerica Cleartrack, Pro Blend, Saat Moderate, Putnman Retirement, Calvert Moderate, and Blackrock Moderate. The Portfolio invests for the long term primarily in equity securities in the form of common stock of U.S More
Vy Baron 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 Vy Baron'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 Vy Baron Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8189 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.29 |
Vy Baron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy Baron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy Baron's standard deviation. In reality, there are many statistical measures that can use Vy Baron historical prices to predict the future Vy Baron's volatility.| Risk Adjusted Performance | 0.0639 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0647 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy Baron'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.
Vy Baron Growth Backtested Returns
At this stage we consider IBSSX Mutual Fund to be very steady. Vy Baron Growth retains Efficiency (Sharpe Ratio) of 0.0554, which indicates the fund had a 0.0554% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Vy Baron, which you can use to evaluate the volatility of the fund. Please validate Vy Baron's Downside Deviation of 0.8189, mean deviation of 0.618, and Risk Adjusted Performance of 0.0639 to confirm if the risk estimate we provide is consistent with the expected return of 0.0455%. The entity owns a Beta (Systematic Risk) of 0.95, which indicates possible diversification benefits within a given portfolio. Vy Baron returns are very sensitive to returns on the market. As the market goes up or down, Vy Baron is expected to follow.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Vy Baron Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vy Baron time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 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 Vy Baron Growth price movement. The serial correlation of -0.8 indicates that around 80.0% of current Vy Baron price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vy Baron Growth lagged returns against current returns
Autocorrelation, which is Vy Baron 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 Vy Baron's mutual fund expected returns. We can calculate the autocorrelation of Vy Baron returns to help us make a trade decision. For example, suppose you find that Vy Baron 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 |
Vy Baron 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 Vy Baron mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy Baron mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy Baron mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy Baron Lagged Returns
When evaluating Vy Baron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy Baron mutual fund have on its future price. Vy Baron 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, Vy Baron autocorrelation shows the relationship between Vy Baron mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Baron Growth.
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 IBSSX Mutual Fund
Vy Baron financial ratios help investors to determine whether IBSSX 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 IBSSX with respect to the benefits of owning Vy Baron security.
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