Sterling Capital Equity Fund Market Value
| BAEIX Fund | USD 22.07 0.09 0.41% |
| Symbol | STERLING |
Sterling Capital '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 Sterling Capital'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 Sterling Capital.
| 06/04/2025 |
| 07/04/2025 |
If you would invest 0.00 in Sterling Capital on June 4, 2025 and sell it all today you would earn a total of 0.00 from holding Sterling Capital Equity or generate 0.0% return on investment in Sterling Capital over 30 days. Sterling Capital is related to or competes with Gmo Quality, Volumetric Fund, T Rowe, Barings Global, Bbh Partner, and Mh Elite. The fund normally invests at least 80 percent of its net assets plus borrowings for investment purposes in equity securi... More
Sterling Capital 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 Sterling Capital'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 Sterling Capital Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.74 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.7 |
Sterling Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sterling Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sterling Capital's standard deviation. In reality, there are many statistical measures that can use Sterling Capital historical prices to predict the future Sterling Capital's volatility.| Risk Adjusted Performance | 0.0433 | |||
| Jensen Alpha | 0.0365 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.40) |
Sterling Capital Equity Backtested Returns
At this stage we consider STERLING Mutual Fund to be very steady. Sterling Capital Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sterling Capital Equity, which you can use to evaluate the volatility of the fund. Please validate Sterling Capital's Coefficient Of Variation of 3651.52, semi deviation of 1.35, and Risk Adjusted Performance of 0.0433 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of -0.0725, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sterling Capital are expected to decrease at a much lower rate. During the bear market, Sterling Capital is likely to outperform the market.
Auto-correlation | -0.31 |
Poor reverse predictability
Sterling Capital Equity has poor reverse predictability. Overlapping area represents the amount of predictability between Sterling Capital time series from 4th of June 2025 to 19th of June 2025 and 19th of June 2025 to 4th of July 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 Sterling Capital Equity price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Sterling Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Sterling Capital Equity lagged returns against current returns
Autocorrelation, which is Sterling Capital 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 Sterling Capital's mutual fund expected returns. We can calculate the autocorrelation of Sterling Capital returns to help us make a trade decision. For example, suppose you find that Sterling Capital 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 |
Sterling Capital 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 Sterling Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sterling Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sterling Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sterling Capital Lagged Returns
When evaluating Sterling Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sterling Capital mutual fund have on its future price. Sterling Capital 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, Sterling Capital autocorrelation shows the relationship between Sterling Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sterling Capital Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
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| ENPH | Enphase Energy | |
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Other Information on Investing in STERLING Mutual Fund
Sterling Capital financial ratios help investors to determine whether STERLING 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 STERLING with respect to the benefits of owning Sterling Capital security.
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