Bats Series P Fund Market Value
| BATPX Fund | USD 10.46 0.05 0.48% |
| Symbol | Bats |
Bats Series '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 Bats Series' 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 Bats Series.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Bats Series on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bats Series P or generate 0.0% return on investment in Bats Series over 90 days. Bats Series is related to or competes with Aqr Risk-balanced, Shelton Emerging, Pace International, Investec Emerging, Dodge Cox, Franklin Emerging, and Ep Emerging. The fund will seek to pursue its investment objective primarily by engaging in short sales of U.S More
Bats Series 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 Bats Series' 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 Bats Series P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4891 | |||
| Information Ratio | 0.3178 | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.7512 |
Bats Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bats Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bats Series' standard deviation. In reality, there are many statistical measures that can use Bats Series historical prices to predict the future Bats Series' volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | 0.1089 | |||
| Sortino Ratio | 0.3196 | |||
| Treynor Ratio | (0.97) |
Bats Series P Backtested Returns
At this stage we consider Bats Mutual Fund to be very steady. Bats Series P secures Sharpe Ratio (or Efficiency) of 0.0656, which signifies that the fund had a 0.0656 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bats Series P, which you can use to evaluate the volatility of the entity. Please confirm Bats Series' Downside Deviation of 0.4891, risk adjusted performance of 0.0937, and Mean Deviation of 0.3653 to double-check if the risk estimate we provide is consistent with the expected return of 0.0329%. The fund shows a Beta (market volatility) of -0.0486, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bats Series are expected to decrease at a much lower rate. During the bear market, Bats Series is likely to outperform the market.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Bats Series P has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bats Series time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bats Series P price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Bats Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bats Series P lagged returns against current returns
Autocorrelation, which is Bats Series 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 Bats Series' mutual fund expected returns. We can calculate the autocorrelation of Bats Series returns to help us make a trade decision. For example, suppose you find that Bats Series 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 |
Bats Series 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 Bats Series mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bats Series mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bats Series mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bats Series Lagged Returns
When evaluating Bats Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bats Series mutual fund have on its future price. Bats Series 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, Bats Series autocorrelation shows the relationship between Bats Series mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bats Series P.
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 Bats Mutual Fund
Bats Series financial ratios help investors to determine whether Bats 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 Bats with respect to the benefits of owning Bats Series security.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios |