Vy Baron Growth Fund Market Value
| IBSAX Fund | USD 18.99 0.48 2.59% |
| Symbol | Vy(r) |
Vy(r) Baron '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 Vy(r) Baron'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 Vy(r) Baron.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vy(r) Baron on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vy Baron Growth or generate 0.0% return on investment in Vy(r) Baron over 90 days. Vy(r) Baron is related to or competes with Nuveen Strategic, California Municipal, and Us Government. The Portfolio invests for the long term primarily in equity securities in the form of common stock of U.S More
Vy(r) Baron 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 Vy(r) Baron'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 Vy Baron Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.18 |
Vy(r) Baron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Baron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Baron's standard deviation. In reality, there are many statistical measures that can use Vy(r) Baron historical prices to predict the future Vy(r) Baron's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.22) |
Vy Baron Growth Backtested Returns
Vy Baron Growth retains Efficiency (Sharpe Ratio) of -0.15, which indicates the fund had a -0.15 % return per unit of price deviation over the last 3 months. Vy(r) Baron exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Baron's Mean Deviation of 0.7485, risk adjusted performance of (0.14), and Standard Deviation of 0.9518 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vy(r) Baron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) Baron is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Vy Baron Growth has modest reverse predictability. Overlapping area represents the amount of predictability between Vy(r) Baron time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Vy Baron Growth price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Vy(r) Baron price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Vy Baron Growth lagged returns against current returns
Autocorrelation, which is Vy(r) Baron 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 Vy(r) Baron's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Baron returns to help us make a trade decision. For example, suppose you find that Vy(r) Baron 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 |
Vy(r) Baron 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 Vy(r) Baron mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Baron mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Baron mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Baron Lagged Returns
When evaluating Vy(r) Baron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Baron mutual fund have on its future price. Vy(r) Baron 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, Vy(r) Baron autocorrelation shows the relationship between Vy(r) Baron mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Baron Growth.
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 Vy(r) Mutual Fund
Vy(r) Baron financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Baron security.
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