Osterweis Emerging Opportunity Fund Market Value
| OSTGX Fund | USD 18.62 0.31 1.64% |
| Symbol | Osterweis |
Osterweis 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 Osterweis 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 Osterweis Emerging.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Osterweis Emerging on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Osterweis Emerging Opportunity or generate 0.0% return on investment in Osterweis Emerging over 360 days. Osterweis Emerging is related to or competes with Osterweis Fund, Osterweis Strategic, Osterweis Strategic, Industrials Portfolio, Small Cap, Vanguard Target, and Thrivent Moderate. The fund invests primarily in the common stocks of companies that the Adviser believes should experience strong revenue ... More
Osterweis 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 Osterweis 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 Osterweis Emerging Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.0 |
Osterweis Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osterweis Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osterweis Emerging's standard deviation. In reality, there are many statistical measures that can use Osterweis Emerging historical prices to predict the future Osterweis Emerging's volatility.| Risk Adjusted Performance | 0.0686 | |||
| Jensen Alpha | 0.0727 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.6961 |
Osterweis Emerging Backtested Returns
At this stage we consider Osterweis Mutual Fund to be very steady. Osterweis Emerging maintains Sharpe Ratio (i.e., Efficiency) of 0.0797, which implies the entity had a 0.0797% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Osterweis Emerging, which you can use to evaluate the volatility of the fund. Please check Osterweis Emerging's Semi Deviation of 1.19, coefficient of variation of 1174.69, and Risk Adjusted Performance of 0.0686 to confirm if the risk estimate we provide is consistent with the expected return of 0.0925%. The fund holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Osterweis Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Osterweis Emerging is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Osterweis Emerging Opportunity has very good predictability. Overlapping area represents the amount of predictability between Osterweis Emerging time series from 30th of November 2023 to 28th of May 2024 and 28th of May 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 Emerging price movement. The serial correlation of 0.85 indicates that around 85.0% of current Osterweis Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Osterweis Emerging lagged returns against current returns
Autocorrelation, which is Osterweis 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 Osterweis Emerging's mutual fund expected returns. We can calculate the autocorrelation of Osterweis Emerging returns to help us make a trade decision. For example, suppose you find that Osterweis 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 |
Osterweis 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 Osterweis Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osterweis 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 Osterweis Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Osterweis Emerging Lagged Returns
When evaluating Osterweis Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osterweis Emerging mutual fund have on its future price. Osterweis 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, Osterweis Emerging autocorrelation shows the relationship between Osterweis Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Osterweis Emerging Opportunity.
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 Emerging 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 Emerging security.
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