Bear Profund Bear Fund Market Value
| BRPSX Fund | USD 10.18 0.22 2.12% |
| Symbol | Bear |
Bear Profund '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 Bear Profund'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 Bear Profund.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bear Profund on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bear Profund Bear or generate 0.0% return on investment in Bear Profund over 90 days. Bear Profund is related to or competes with Rational/pier, Gabelli Convertible, Victory Incore, Absolute Convertible, Columbia Convertible, Virtus Convertible, and Calamos Convertible. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Bear Profund 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 Bear Profund'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 Bear Profund Bear upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9137 | |||
| Information Ratio | 0.2279 | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.76 |
Bear Profund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bear Profund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bear Profund's standard deviation. In reality, there are many statistical measures that can use Bear Profund historical prices to predict the future Bear Profund's volatility.| Risk Adjusted Performance | 0.1142 | |||
| Jensen Alpha | 0.0314 | |||
| Total Risk Alpha | 0.247 | |||
| Sortino Ratio | 0.2514 | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bear Profund'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.
Bear Profund Bear Backtested Returns
At this stage we consider Bear Mutual Fund to be not too volatile. Bear Profund Bear secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Bear Profund Bear, which you can use to evaluate the volatility of the entity. Please confirm Bear Profund's mean deviation of 0.7894, and Risk Adjusted Performance of 0.1142 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of -0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bear Profund are expected to decrease at a much lower rate. During the bear market, Bear Profund is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
Bear Profund Bear has good reverse predictability. Overlapping area represents the amount of predictability between Bear Profund 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 Bear Profund Bear price movement. The serial correlation of -0.53 indicates that about 53.0% of current Bear Profund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Bear Profund Bear lagged returns against current returns
Autocorrelation, which is Bear Profund 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 Bear Profund's mutual fund expected returns. We can calculate the autocorrelation of Bear Profund returns to help us make a trade decision. For example, suppose you find that Bear Profund 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 |
Bear Profund 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 Bear Profund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bear Profund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bear Profund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bear Profund Lagged Returns
When evaluating Bear Profund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bear Profund mutual fund have on its future price. Bear Profund 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, Bear Profund autocorrelation shows the relationship between Bear Profund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bear Profund Bear.
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 Bear Mutual Fund
Bear Profund financial ratios help investors to determine whether Bear 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 Bear with respect to the benefits of owning Bear Profund security.
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