Barings Global (Germany) Market Value
| 0P00000RPB | EUR 7.51 0.03 0.40% |
| Symbol | Barings |
Barings Global '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 Barings Global's 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 Barings Global.
| 10/27/2023 |
| 12/20/2024 |
If you would invest 0.00 in Barings Global on October 27, 2023 and sell it all today you would earn a total of 0.00 from holding Barings Global Umbrella or generate 0.0% return on investment in Barings Global over 420 days. Barings Global is related to or competes with Lyxor 1, Xtrackers ShortDAX, Xtrackers LevDAX, Superior Plus, Origin Agritech, Identiv, and INTUITIVE SURGICAL. The primary investment objective of the Fund is to produce a high level of current yield in dollar terms, commensurate w... More
Barings Global 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 Barings Global's 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 Barings Global Umbrella upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4401 | |||
| Information Ratio | 0.1925 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.813 |
Barings Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings Global's standard deviation. In reality, there are many statistical measures that can use Barings Global historical prices to predict the future Barings Global's volatility.| Risk Adjusted Performance | 0.2018 | |||
| Jensen Alpha | 0.1073 | |||
| Total Risk Alpha | 0.0959 | |||
| Sortino Ratio | 0.1961 | |||
| Treynor Ratio | 2.0 |
Barings Global Umbrella Backtested Returns
At this point, Barings Global is very steady. Barings Global Umbrella secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Barings Global Umbrella, which you can use to evaluate the volatility of the entity. Please confirm Barings Global's Coefficient Of Variation of 378.26, mean deviation of 0.3328, and Risk Adjusted Performance of 0.2018 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.0543, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barings Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barings Global is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Barings Global Umbrella has good predictability. Overlapping area represents the amount of predictability between Barings Global time series from 27th of October 2023 to 24th of May 2024 and 24th of May 2024 to 20th 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 Barings Global Umbrella price movement. The serial correlation of 0.7 indicates that around 70.0% of current Barings Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Barings Global Umbrella lagged returns against current returns
Autocorrelation, which is Barings Global 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 Barings Global's fund expected returns. We can calculate the autocorrelation of Barings Global returns to help us make a trade decision. For example, suppose you find that Barings Global has exhibited high autocorrelation historically, and you observe that the 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 |
Barings Global 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 Barings Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barings Global fund over time.
Current vs Lagged Prices |
| Timeline |
Barings Global Lagged Returns
When evaluating Barings Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings Global fund have on its future price. Barings Global 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, Barings Global autocorrelation shows the relationship between Barings Global fund current value and its past values and can show if there is a momentum factor associated with investing in Barings Global Umbrella.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Barings Fund
Barings Global financial ratios help investors to determine whether Barings 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 Barings with respect to the benefits of owning Barings Global security.
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