Tweedy Browne Value Fund Market Value
| TWEBX Fund | USD 19.36 0.05 0.26% |
| Symbol | Tweedy |
Tweedy Browne '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 Tweedy Browne'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 Tweedy Browne.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Tweedy Browne on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Tweedy Browne Value or generate 0.0% return on investment in Tweedy Browne over 240 days. Tweedy Browne is related to or competes with Dodge Cox, T Rowe, Franklin Mutual, Franklin Mutual, T Rowe, and Franklin Mutual. The fund invests primarily in U.S. and foreign equity securities that the Adviser believes are undervalued More
Tweedy Browne 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 Tweedy Browne'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 Tweedy Browne Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 0.8052 |
Tweedy Browne Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tweedy Browne's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tweedy Browne's standard deviation. In reality, there are many statistical measures that can use Tweedy Browne historical prices to predict the future Tweedy Browne's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.11) |
Tweedy Browne Value Backtested Returns
Tweedy Browne Value owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0593, which indicates the fund had a -0.0593% return per unit of risk over the last 3 months. Tweedy Browne Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tweedy Browne's Coefficient Of Variation of (1,276), risk adjusted performance of (0.06), and Variance of 0.3884 to confirm the risk estimate we provide. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tweedy Browne's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tweedy Browne is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
Tweedy Browne Value has very weak reverse predictability. Overlapping area represents the amount of predictability between Tweedy Browne time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd 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 Tweedy Browne Value price movement. The serial correlation of -0.02 indicates that only 2.0% of current Tweedy Browne price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Tweedy Browne Value lagged returns against current returns
Autocorrelation, which is Tweedy Browne 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 Tweedy Browne's mutual fund expected returns. We can calculate the autocorrelation of Tweedy Browne returns to help us make a trade decision. For example, suppose you find that Tweedy Browne 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 |
Tweedy Browne 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 Tweedy Browne mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tweedy Browne mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tweedy Browne mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tweedy Browne Lagged Returns
When evaluating Tweedy Browne's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tweedy Browne mutual fund have on its future price. Tweedy Browne 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, Tweedy Browne autocorrelation shows the relationship between Tweedy Browne mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tweedy Browne Value.
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 Tweedy Mutual Fund
Tweedy Browne financial ratios help investors to determine whether Tweedy 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 Tweedy with respect to the benefits of owning Tweedy Browne security.
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