Bramshill Income Performance Fund Market Value
| BRMSX Fund | USD 9.75 0.00 0.00% |
| Symbol | Bramshill |
Bramshill Income '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 Bramshill Income'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 Bramshill Income.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Bramshill Income on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Bramshill Income Performance or generate 0.0% return on investment in Bramshill Income over 90 days. Bramshill Income is related to or competes with Transamerica Capital, Ftfa-franklin Templeton, Auer Growth, Eip Growth, Qs Growth, and Morningstar Growth. The funds investments are comprised of a tactical portfolio of income-producing securities, including up to 80 percent i... More
Bramshill Income 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 Bramshill Income'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 Bramshill Income Performance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3179 | |||
| Information Ratio | 0.1263 | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.7231 |
Bramshill Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bramshill Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bramshill Income's standard deviation. In reality, there are many statistical measures that can use Bramshill Income historical prices to predict the future Bramshill Income's volatility.| Risk Adjusted Performance | 0.0487 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | 0.025 | |||
| Sortino Ratio | 0.1285 | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bramshill Income'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.
Bramshill Income Per Backtested Returns
At this stage we consider Bramshill Mutual Fund to be very steady. Bramshill Income Per secures Sharpe Ratio (or Efficiency) of 0.0774, which signifies that the fund had a 0.0774 % return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Bramshill Income Performance, which you can use to evaluate the volatility of the entity. Please confirm Bramshill Income's mean deviation of 0.2574, and Risk Adjusted Performance of 0.0487 to double-check if the risk estimate we provide is consistent with the expected return of 0.025%. The fund shows a Beta (market volatility) of -0.0379, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bramshill Income are expected to decrease at a much lower rate. During the bear market, Bramshill Income is likely to outperform the market.
Auto-correlation | 0.13 |
Insignificant predictability
Bramshill Income Performance has insignificant predictability. Overlapping area represents the amount of predictability between Bramshill Income time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Bramshill Income Per price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Bramshill Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bramshill Income Per lagged returns against current returns
Autocorrelation, which is Bramshill Income 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 Bramshill Income's mutual fund expected returns. We can calculate the autocorrelation of Bramshill Income returns to help us make a trade decision. For example, suppose you find that Bramshill Income 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 |
Bramshill Income 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 Bramshill Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bramshill Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bramshill Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bramshill Income Lagged Returns
When evaluating Bramshill Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bramshill Income mutual fund have on its future price. Bramshill Income 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, Bramshill Income autocorrelation shows the relationship between Bramshill Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bramshill Income Performance.
Regressed Prices |
| Timeline |
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Other Information on Investing in Bramshill Mutual Fund
Bramshill Income financial ratios help investors to determine whether Bramshill 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 Bramshill with respect to the benefits of owning Bramshill Income security.
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