Boston Partners Small Fund Technical Analysis
| BPSCX Fund | USD 25.36 0.25 1.00% |
As of the 30th of January, Boston Partners shows the Downside Deviation of 0.969, mean deviation of 0.839, and Risk Adjusted Performance of 0.1541. Boston Partners Small technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Boston Partners Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Boston, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BostonBoston |
Boston Partners '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 Boston Partners' 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 Boston Partners.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Boston Partners on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Boston Partners Small or generate 0.0% return on investment in Boston Partners over 90 days. Boston Partners is related to or competes with Boston Partners, Wells Fargo, Janus Henderson, Bny Mellon, Applied Finance, Pimco Small, and Pimco Small. The investment seeks to provide long-term growth of capital primarily through investment in equity securities current in... More
Boston Partners 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 Boston Partners' 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 Boston Partners Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.969 | |||
| Information Ratio | 0.1596 | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 2.3 |
Boston Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Partners' standard deviation. In reality, there are many statistical measures that can use Boston Partners historical prices to predict the future Boston Partners' volatility.| Risk Adjusted Performance | 0.1541 | |||
| Jensen Alpha | 0.254 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.2172 | |||
| Treynor Ratio | 1.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boston Partners' 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.
Boston Partners January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1541 | |||
| Market Risk Adjusted Performance | 1.72 | |||
| Mean Deviation | 0.839 | |||
| Semi Deviation | 0.5114 | |||
| Downside Deviation | 0.969 | |||
| Coefficient Of Variation | 485.21 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.74 | |||
| Information Ratio | 0.1596 | |||
| Jensen Alpha | 0.254 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.2172 | |||
| Treynor Ratio | 1.71 | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 0.9389 | |||
| Semi Variance | 0.2615 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 2.27 | |||
| Kurtosis | 10.35 |
Boston Partners Small Backtested Returns
Boston Partners appears to be very steady, given 3 months investment horizon. Boston Partners Small secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Boston Partners Small, which you can use to evaluate the volatility of the entity. Please makes use of Boston Partners' Downside Deviation of 0.969, mean deviation of 0.839, and Risk Adjusted Performance of 0.1541 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boston Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Boston Partners is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Boston Partners Small has good predictability. Overlapping area represents the amount of predictability between Boston Partners time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Boston Partners Small price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Boston Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Boston Partners technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Boston Partners Small Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Boston Partners Small volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Boston Partners Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Boston Partners Small on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Boston Partners Small based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Boston Partners Small price pattern first instead of the macroeconomic environment surrounding Boston Partners Small. By analyzing Boston Partners's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Boston Partners's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Boston Partners specific price patterns or momentum indicators. Please read more on our technical analysis page.
Boston Partners January 30, 2026 Technical Indicators
Most technical analysis of Boston help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Boston from various momentum indicators to cycle indicators. When you analyze Boston charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1541 | |||
| Market Risk Adjusted Performance | 1.72 | |||
| Mean Deviation | 0.839 | |||
| Semi Deviation | 0.5114 | |||
| Downside Deviation | 0.969 | |||
| Coefficient Of Variation | 485.21 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.74 | |||
| Information Ratio | 0.1596 | |||
| Jensen Alpha | 0.254 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.2172 | |||
| Treynor Ratio | 1.71 | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 0.9389 | |||
| Semi Variance | 0.2615 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 2.27 | |||
| Kurtosis | 10.35 |
Boston Partners January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Boston stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 25.36 | ||
| Day Typical Price | 25.36 | ||
| Price Action Indicator | 0.13 |
Other Information on Investing in Boston Mutual Fund
Boston Partners financial ratios help investors to determine whether Boston 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 Boston with respect to the benefits of owning Boston Partners security.
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