Bbh Select Series Fund Market Value
| BBMIX Fund | USD 12.92 0.04 0.31% |
| Symbol | Bbh |
Bbh Select '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 Bbh Select'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 Bbh Select.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Bbh Select on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Bbh Select Series or generate 0.0% return on investment in Bbh Select over 720 days. Bbh Select is related to or competes with Bbh Limited, Bbh Limited, Bbh Partner, Bbh Intermediate, Bbh Intermediate, Bbh Partner, and Bbh Select. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Bbh Select 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 Bbh Select'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 Bbh Select Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9754 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.49 |
Bbh Select Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Select's standard deviation. In reality, there are many statistical measures that can use Bbh Select historical prices to predict the future Bbh Select's volatility.| Risk Adjusted Performance | 0.1181 | |||
| Jensen Alpha | 0.1173 | |||
| Total Risk Alpha | 0.0057 | |||
| Sortino Ratio | 0.0263 | |||
| Treynor Ratio | 1.14 |
Bbh Select Series Backtested Returns
At this stage we consider Bbh Mutual Fund to be very steady. Bbh Select Series secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bbh Select Series, which you can use to evaluate the volatility of the entity. Please confirm Bbh Select's Mean Deviation of 0.6806, risk adjusted performance of 0.1181, and Downside Deviation of 0.9754 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bbh Select's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bbh Select is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Bbh Select Series has below average predictability. Overlapping area represents the amount of predictability between Bbh Select time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th 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 Bbh Select Series price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Bbh Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Bbh Select Series lagged returns against current returns
Autocorrelation, which is Bbh Select 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 Bbh Select's mutual fund expected returns. We can calculate the autocorrelation of Bbh Select returns to help us make a trade decision. For example, suppose you find that Bbh Select 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 |
Bbh Select 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 Bbh Select mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Select mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bbh Select mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bbh Select Lagged Returns
When evaluating Bbh Select's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Select mutual fund have on its future price. Bbh Select 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, Bbh Select autocorrelation shows the relationship between Bbh Select mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Select Series.
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 Bbh Mutual Fund
Bbh Select financial ratios help investors to determine whether Bbh 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 Bbh with respect to the benefits of owning Bbh Select security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |