Baron Intl Growth Fund Market Value
| BIGUX Fund | USD 26.98 0.02 0.07% |
| Symbol | Baron |
Baron Intl '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 Baron Intl'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 Baron Intl.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Baron Intl on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Intl Growth or generate 0.0% return on investment in Baron Intl over 30 days. Baron Intl is related to or competes with Hennessy Technology, Blackrock Science, Global Technology, Fidelity Advisor, Firsthand Technology, and Icon Information. The fund is a diversified fund that invests for the long term primarily in equity securities in the form of common stock... More
Baron Intl 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 Baron Intl'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 Baron Intl Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.6849 |
Baron Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Intl's standard deviation. In reality, there are many statistical measures that can use Baron Intl historical prices to predict the future Baron Intl's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baron Intl's 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.
Baron Intl Growth Backtested Returns
Baron Intl Growth secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the fund had a -0.1% return per unit of risk over the last 3 months. Baron Intl Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baron Intl's Risk Adjusted Performance of (0.1), standard deviation of 0.6545, and Mean Deviation of 0.5197 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baron Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baron Intl is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Baron Intl Growth has weak reverse predictability. Overlapping area represents the amount of predictability between Baron Intl time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Baron Intl Growth price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Baron Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Baron Intl Growth lagged returns against current returns
Autocorrelation, which is Baron Intl 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 Baron Intl's mutual fund expected returns. We can calculate the autocorrelation of Baron Intl returns to help us make a trade decision. For example, suppose you find that Baron Intl 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 |
Baron Intl 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 Baron Intl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Intl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baron Intl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Intl Lagged Returns
When evaluating Baron Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Intl mutual fund have on its future price. Baron Intl 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, Baron Intl autocorrelation shows the relationship between Baron Intl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Intl Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in Baron Mutual Fund
Baron Intl financial ratios help investors to determine whether Baron 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 Baron with respect to the benefits of owning Baron Intl security.
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