Beck Mack Oliver Fund Market Value
| BMPEX Fund | USD 27.00 0.16 0.60% |
| Symbol | Beck |
Beck Mack '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 Beck Mack'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 Beck Mack.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Beck Mack on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Beck Mack Oliver or generate 0.0% return on investment in Beck Mack over 30 days. Beck Mack is related to or competes with Ab Bond, Versatile Bond, Maryland Tax, Georgia Tax-free, Gmo High, Nuveen Strategic, and Ambrus Core. The fund invests primarily in a portfolio of common stocks and securities convertible into or exercisable for common sto... More
Beck Mack 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 Beck Mack'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 Beck Mack Oliver upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0468 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.25 |
Beck Mack Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beck Mack's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beck Mack's standard deviation. In reality, there are many statistical measures that can use Beck Mack historical prices to predict the future Beck Mack's volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | 0.0619 | |||
| Total Risk Alpha | 0.0442 | |||
| Sortino Ratio | 0.0428 | |||
| Treynor Ratio | 0.1898 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beck Mack'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.
Beck Mack Oliver Backtested Returns
At this stage we consider Beck Mutual Fund to be very steady. Beck Mack Oliver secures Sharpe Ratio (or Efficiency) of 0.07, which signifies that the fund had a 0.07 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Beck Mack Oliver, which you can use to evaluate the volatility of the entity. Please confirm Beck Mack's mean deviation of 0.7255, and Risk Adjusted Performance of 0.0647 to double-check if the risk estimate we provide is consistent with the expected return of 0.0759%. The fund shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beck Mack's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beck Mack is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Beck Mack Oliver has very weak predictability. Overlapping area represents the amount of predictability between Beck Mack time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th 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 Beck Mack Oliver price movement. The serial correlation of 0.18 indicates that over 18.0% of current Beck Mack price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Beck Mack Oliver lagged returns against current returns
Autocorrelation, which is Beck Mack 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 Beck Mack's mutual fund expected returns. We can calculate the autocorrelation of Beck Mack returns to help us make a trade decision. For example, suppose you find that Beck Mack 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 |
Beck Mack 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 Beck Mack mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beck Mack mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beck Mack mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Beck Mack Lagged Returns
When evaluating Beck Mack's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beck Mack mutual fund have on its future price. Beck Mack 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, Beck Mack autocorrelation shows the relationship between Beck Mack mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Beck Mack Oliver.
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 Beck Mutual Fund
Beck Mack financial ratios help investors to determine whether Beck 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 Beck with respect to the benefits of owning Beck Mack security.
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