William Blair Small Fund Market Value
| WBVRX Fund | USD 27.37 0.61 2.28% |
| Symbol | William |
William Blair '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 William Blair'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 William Blair.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in William Blair on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding William Blair Small or generate 0.0% return on investment in William Blair over 90 days. William Blair is related to or competes with William Blair, William Blair, William Blair, William Blair, William Blair, William Blair, and William Blair. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of small cap... More
William Blair 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 William Blair'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 William Blair Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.45 |
William Blair Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for William Blair's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as William Blair's standard deviation. In reality, there are many statistical measures that can use William Blair historical prices to predict the future William Blair's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.32) |
William Blair Small Backtested Returns
William Blair Small shows Sharpe Ratio of -0.2, which attests that the fund had a -0.2 % return per unit of risk over the last 3 months. William Blair Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out William Blair's Market Risk Adjusted Performance of (0.31), standard deviation of 1.17, and Mean Deviation of 0.8828 to validate the risk estimate we provide. The entity maintains a market beta of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, William Blair's returns are expected to increase less than the market. However, during the bear market, the loss of holding William Blair is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
William Blair Small has poor reverse predictability. Overlapping area represents the amount of predictability between William Blair 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 William Blair Small price movement. The serial correlation of -0.4 indicates that just about 40.0% of current William Blair price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.21 |
William Blair Small lagged returns against current returns
Autocorrelation, which is William Blair 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 William Blair's mutual fund expected returns. We can calculate the autocorrelation of William Blair returns to help us make a trade decision. For example, suppose you find that William Blair 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 |
William Blair 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 William Blair mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if William Blair mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in William Blair mutual fund over time.
Current vs Lagged Prices |
| Timeline |
William Blair Lagged Returns
When evaluating William Blair's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of William Blair mutual fund have on its future price. William Blair 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, William Blair autocorrelation shows the relationship between William Blair mutual fund current value and its past values and can show if there is a momentum factor associated with investing in William Blair Small.
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 William Mutual Fund
William Blair financial ratios help investors to determine whether William 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 William with respect to the benefits of owning William Blair security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |