Brandes Small Cap Fund Market Value

BSCRX Fund  USD 16.82  0.17  1.00%   
Brandes Small's market value is the price at which a share of Brandes Small trades on a public exchange. It measures the collective expectations of Brandes Small Cap investors about its performance. Brandes Small is trading at 16.82 as of the 10th of December 2024; that is 1% down since the beginning of the trading day. The fund's open price was 16.99.
With this module, you can estimate the performance of a buy and hold strategy of Brandes Small Cap and determine expected loss or profit from investing in Brandes Small over a given investment horizon. Check out Brandes Small Correlation, Brandes Small Volatility and Brandes Small Alpha and Beta module to complement your research on Brandes Small.
Symbol

Please note, there is a significant difference between Brandes Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brandes Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brandes Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Brandes Small '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 Brandes Small'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 Brandes Small.
0.00
11/10/2024
No Change 0.00  0.0 
In 31 days
12/10/2024
0.00
If you would invest  0.00  in Brandes Small on November 10, 2024 and sell it all today you would earn a total of 0.00 from holding Brandes Small Cap or generate 0.0% return on investment in Brandes Small over 30 days. Brandes Small is related to or competes with Qs Us, T Rowe, T Rowe, Touchstone Large, Jhancock Disciplined, Old Westbury, and Vanguard Capital. The fund invests primarily in equity securities of U.S More

Brandes Small 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 Brandes Small'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 Brandes Small Cap upside and downside potential and time the market with a certain degree of confidence.

Brandes Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brandes Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brandes Small's standard deviation. In reality, there are many statistical measures that can use Brandes Small historical prices to predict the future Brandes Small's volatility.
Hype
Prediction
LowEstimatedHigh
15.1425.9427.05
Details
Intrinsic
Valuation
LowRealHigh
15.1418.3919.50
Details
Naive
Forecast
LowNextHigh
15.4316.5417.66
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.7416.9117.09
Details

Brandes Small Cap Backtested Returns

Brandes Small appears to be very steady, given 3 months investment horizon. Brandes Small Cap secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Brandes Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Brandes Small's mean deviation of 0.8253, and Risk Adjusted Performance of 0.1367 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brandes Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brandes Small is expected to be smaller as well.

Auto-correlation

    
  -0.22  

Weak reverse predictability

Brandes Small Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Brandes Small time series from 10th of November 2024 to 25th of November 2024 and 25th of November 2024 to 10th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brandes Small Cap price movement. The serial correlation of -0.22 indicates that over 22.0% of current Brandes Small price fluctuation can be explain by its past prices.
Correlation Coefficient-0.22
Spearman Rank Test-0.24
Residual Average0.0
Price Variance0.01

Brandes Small Cap lagged returns against current returns

Autocorrelation, which is Brandes Small 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 Brandes Small's mutual fund expected returns. We can calculate the autocorrelation of Brandes Small returns to help us make a trade decision. For example, suppose you find that Brandes Small 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  

Brandes Small 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 Brandes Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brandes Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brandes Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Brandes Small Lagged Returns

When evaluating Brandes Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brandes Small mutual fund have on its future price. Brandes Small 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, Brandes Small autocorrelation shows the relationship between Brandes Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Brandes Small Cap.
   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 Brandes Mutual Fund

Brandes Small financial ratios help investors to determine whether Brandes 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 Brandes with respect to the benefits of owning Brandes Small security.
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Bonds Directory
Find actively traded corporate debentures issued by US companies