Barrow Hanley Concentrated Fund Market Value
| BEOIX Fund | USD 10.03 0.07 0.70% |
| Symbol | Barrow |
Barrow Hanley '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 Barrow Hanley'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 Barrow Hanley.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Barrow Hanley on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Barrow Hanley Concentrated or generate 0.0% return on investment in Barrow Hanley over 90 days. Barrow Hanley is related to or competes with Oakhurst Short, American Funds, Ab Select, Ultra-short Term, Franklin Federal, Prudential Short, and Dreyfus Short. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Barrow Hanley 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 Barrow Hanley'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 Barrow Hanley Concentrated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7853 | |||
| Information Ratio | 0.2438 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.38 |
Barrow Hanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barrow Hanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barrow Hanley's standard deviation. In reality, there are many statistical measures that can use Barrow Hanley historical prices to predict the future Barrow Hanley's volatility.| Risk Adjusted Performance | 0.3968 | |||
| Jensen Alpha | 0.275 | |||
| Total Risk Alpha | 0.2104 | |||
| Sortino Ratio | 0.2383 | |||
| Treynor Ratio | 0.9692 |
Barrow Hanley Concen Backtested Returns
Barrow Hanley appears to be very steady, given 3 months investment horizon. Barrow Hanley Concen secures Sharpe Ratio (or Efficiency) of 0.45, which signifies that the fund had a 0.45 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Barrow Hanley Concentrated, which you can use to evaluate the volatility of the entity. Please makes use of Barrow Hanley's Mean Deviation of 0.552, downside deviation of 0.7853, and Risk Adjusted Performance of 0.3968 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Barrow Hanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barrow Hanley is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Barrow Hanley Concentrated has very good predictability. Overlapping area represents the amount of predictability between Barrow Hanley time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Barrow Hanley Concen price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Barrow Hanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Barrow Hanley Concen lagged returns against current returns
Autocorrelation, which is Barrow Hanley 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 Barrow Hanley's mutual fund expected returns. We can calculate the autocorrelation of Barrow Hanley returns to help us make a trade decision. For example, suppose you find that Barrow Hanley 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 |
Barrow Hanley 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 Barrow Hanley mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barrow Hanley mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barrow Hanley mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Barrow Hanley Lagged Returns
When evaluating Barrow Hanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barrow Hanley mutual fund have on its future price. Barrow Hanley 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, Barrow Hanley autocorrelation shows the relationship between Barrow Hanley mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Barrow Hanley Concentrated.
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 Barrow Mutual Fund
Barrow Hanley financial ratios help investors to determine whether Barrow 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 Barrow with respect to the benefits of owning Barrow Hanley security.
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