Bridge Builder Tax Fund Market Value
| BBTIX Fund | 12.14 0.20 1.68% |
| Symbol | Bridge |
Bridge Builder '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 Bridge Builder'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 Bridge Builder.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bridge Builder on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bridge Builder Tax or generate 0.0% return on investment in Bridge Builder over 90 days. Bridge Builder is related to or competes with Growth Allocation, Morningstar Growth, Auer Growth, Qs Defensive, Needham Aggressive, and Pnc International. The fund invests at least 80 percent of its net assets in equity securities and other instruments, such as certain inves... More
Bridge Builder 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 Bridge Builder'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 Bridge Builder Tax upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9275 | |||
| Information Ratio | 0.1968 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.35 |
Bridge Builder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bridge Builder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bridge Builder's standard deviation. In reality, there are many statistical measures that can use Bridge Builder historical prices to predict the future Bridge Builder's volatility.| Risk Adjusted Performance | 0.0717 | |||
| Jensen Alpha | 0.123 | |||
| Total Risk Alpha | 0.1698 | |||
| Sortino Ratio | 0.1837 | |||
| Treynor Ratio | 0.1086 |
Bridge Builder Tax Backtested Returns
At this stage we consider Bridge Mutual Fund to be very steady. Bridge Builder Tax secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bridge Builder Tax, which you can use to evaluate the volatility of the entity. Please confirm Bridge Builder's Risk Adjusted Performance of 0.0717, mean deviation of 0.6409, and Downside Deviation of 0.9275 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bridge Builder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bridge Builder is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Bridge Builder Tax has modest predictability. Overlapping area represents the amount of predictability between Bridge Builder time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Bridge Builder Tax price movement. The serial correlation of 0.53 indicates that about 53.0% of current Bridge Builder price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Bridge Builder Tax lagged returns against current returns
Autocorrelation, which is Bridge Builder 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 Bridge Builder's mutual fund expected returns. We can calculate the autocorrelation of Bridge Builder returns to help us make a trade decision. For example, suppose you find that Bridge Builder 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 |
Bridge Builder 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 Bridge Builder mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bridge Builder mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bridge Builder mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bridge Builder Lagged Returns
When evaluating Bridge Builder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bridge Builder mutual fund have on its future price. Bridge Builder 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, Bridge Builder autocorrelation shows the relationship between Bridge Builder mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bridge Builder Tax.
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 Bridge Mutual Fund
Bridge Builder financial ratios help investors to determine whether Bridge 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 Bridge with respect to the benefits of owning Bridge Builder security.
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