Baron Real Estate Fund Market Value
| BREFX Fund | USD 38.90 0.10 0.26% |
| Symbol | Baron |
Baron Real '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 Real'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 Real.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Baron Real on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Baron Real Estate or generate 0.0% return on investment in Baron Real over 90 days. Baron Real is related to or competes with Baron Opportunity, Baron Global, Baron Partners, Baron Focused, and Baron Emerging. The fund normally invests 80 percent of its net assets for the long term in equity securities in the form of common stoc... More
Baron Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.0611 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.92 |
Baron Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baron Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baron Real's standard deviation. In reality, there are many statistical measures that can use Baron Real historical prices to predict the future Baron Real's volatility.| Risk Adjusted Performance | 0.1749 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | 0.0413 | |||
| Sortino Ratio | 0.0557 | |||
| Treynor Ratio | 0.1958 |
Baron Real Estate Backtested Returns
Baron Real appears to be very steady, given 3 months investment horizon. Baron Real Estate secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Baron Real Estate, which you can use to evaluate the volatility of the entity. Please makes use of Baron Real's Risk Adjusted Performance of 0.1749, downside deviation of 1.24, and Mean Deviation of 0.8496 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Baron Real returns are very sensitive to returns on the market. As the market goes up or down, Baron Real is expected to follow.
Auto-correlation | 0.45 |
Average predictability
Baron Real Estate has average predictability. Overlapping area represents the amount of predictability between Baron Real time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Baron Real Estate price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Baron Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Baron Real Estate lagged returns against current returns
Autocorrelation, which is Baron Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Baron Real returns to help us make a trade decision. For example, suppose you find that Baron Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baron Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Baron Real Lagged Returns
When evaluating Baron Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baron Real mutual fund have on its future price. Baron Real 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 Real autocorrelation shows the relationship between Baron Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Baron Real Estate.
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 Baron Mutual Fund
Baron Real 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 Real security.
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