Baron Small Cap Fund Market Value

BSFIX Fund  USD 39.55  0.35  0.88%   
Baron Small's market value is the price at which a share of Baron Small trades on a public exchange. It measures the collective expectations of Baron Small Cap investors about its performance. Baron Small is trading at 39.55 as of the 9th of December 2024; that is 0.88 percent down since the beginning of the trading day. The fund's open price was 39.9.
With this module, you can estimate the performance of a buy and hold strategy of Baron Small Cap and determine expected loss or profit from investing in Baron Small over a given investment horizon. Check out Baron Small Correlation, Baron Small Volatility and Baron Small Alpha and Beta module to complement your research on Baron Small.
Symbol

Please note, there is a significant difference between Baron Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Baron Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Baron 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.

Baron 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 Baron 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 Baron Small.
0.00
11/09/2024
No Change 0.00  0.0 
In 31 days
12/09/2024
0.00
If you would invest  0.00  in Baron Small on November 9, 2024 and sell it all today you would earn a total of 0.00 from holding Baron Small Cap or generate 0.0% return on investment in Baron Small over 30 days. Baron Small is related to or competes with Fidelity Advisor, Royce Global, Gabelli Global, Financials Ultrasector, Mesirow Financial, John Hancock, and Vanguard Financials. The fund invests 80 percent of its net assets in equity securities in the form of common stock of U.S More

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

Baron Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Small's standard deviation. In reality, there are many statistical measures that can use Baron Small historical prices to predict the future Baron Small's volatility.
Hype
Prediction
LowEstimatedHigh
38.7239.7840.84
Details
Intrinsic
Valuation
LowRealHigh
35.9143.4944.55
Details
Naive
Forecast
LowNextHigh
38.4439.5040.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
39.5540.0540.55
Details

Baron Small Cap Backtested Returns

Baron Small appears to be very steady, given 3 months investment horizon. Baron Small Cap secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Baron Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Baron Small's Mean Deviation of 0.7809, downside deviation of 0.8845, and Risk Adjusted Performance of 0.1417 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.24, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Baron Small will likely underperform.

Auto-correlation

    
  -0.33  

Poor reverse predictability

Baron Small Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Baron Small time series from 9th of November 2024 to 24th of November 2024 and 24th of November 2024 to 9th 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 Baron Small Cap price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Baron Small price fluctuation can be explain by its past prices.
Correlation Coefficient-0.33
Spearman Rank Test0.05
Residual Average0.0
Price Variance0.06

Baron Small Cap lagged returns against current returns

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

Baron 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 Baron Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron 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 Baron Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Baron Small Lagged Returns

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

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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 Baron Mutual Fund

Baron Small 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 Small security.
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