Osterweis Fund Investor Fund Market Value
| OSTFX Fund | USD 21.53 0.11 0.51% |
| Symbol | Osterweis |
Osterweis Fund '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 Osterweis Fund'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 Osterweis Fund.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Osterweis Fund on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Osterweis Fund Investor or generate 0.0% return on investment in Osterweis Fund over 480 days. Osterweis Fund is related to or competes with Osterweis Strategic, Osterweis Strategic, Gabelli Equity, Fidelity Series, Vanguard Total, Vanguard High, and Lord Abbett. The fund invests primarily in common stocks of quality growth companies that Osterweis Capital Management, Inc More
Osterweis Fund 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 Osterweis Fund'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 Osterweis Fund Investor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8249 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.02 |
Osterweis Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osterweis Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osterweis Fund's standard deviation. In reality, there are many statistical measures that can use Osterweis Fund historical prices to predict the future Osterweis Fund's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.92) |
Osterweis Fund Investor Backtested Returns
At this stage we consider Osterweis Mutual Fund to be very steady. Osterweis Fund Investor maintains Sharpe Ratio (i.e., Efficiency) of 0.0447, which implies the entity had a 0.0447% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Osterweis Fund Investor, which you can use to evaluate the volatility of the fund. Please check Osterweis Fund's Coefficient Of Variation of 3414.64, semi deviation of 0.7551, and Risk Adjusted Performance of 0.0222 to confirm if the risk estimate we provide is consistent with the expected return of 0.033%. The fund holds a Beta of -0.0129, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Osterweis Fund are expected to decrease at a much lower rate. During the bear market, Osterweis Fund is likely to outperform the market.
Auto-correlation | 0.65 |
Good predictability
Osterweis Fund Investor has good predictability. Overlapping area represents the amount of predictability between Osterweis Fund time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th 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 Osterweis Fund Investor price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Osterweis Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Osterweis Fund Investor lagged returns against current returns
Autocorrelation, which is Osterweis Fund 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 Osterweis Fund's mutual fund expected returns. We can calculate the autocorrelation of Osterweis Fund returns to help us make a trade decision. For example, suppose you find that Osterweis Fund 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 |
Osterweis Fund 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 Osterweis Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osterweis Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osterweis Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Osterweis Fund Lagged Returns
When evaluating Osterweis Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osterweis Fund mutual fund have on its future price. Osterweis Fund 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, Osterweis Fund autocorrelation shows the relationship between Osterweis Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Osterweis Fund Investor.
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 Osterweis Mutual Fund
Osterweis Fund financial ratios help investors to determine whether Osterweis 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 Osterweis with respect to the benefits of owning Osterweis Fund security.
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