Bts Enhanced Equity Fund Market Value
| EEQAX Fund | 9.79 0.03 0.31% |
| Symbol | Bts |
Bts Enhanced '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 Bts Enhanced'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 Bts Enhanced.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Bts Enhanced on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Bts Enhanced Equity or generate 0.0% return on investment in Bts Enhanced over 90 days. Bts Enhanced is related to or competes with Blackrock, Federated Government, Columbia, Voya Government, Dunham Corporate/govern, and Franklin Government. The adviser seeks to achieve the funds investment objective by investing at least 80 percent of the funds net assets in ... More
Bts Enhanced 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 Bts Enhanced'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 Bts Enhanced Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7213 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.26 |
Bts Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bts Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bts Enhanced's standard deviation. In reality, there are many statistical measures that can use Bts Enhanced historical prices to predict the future Bts Enhanced's volatility.| Risk Adjusted Performance | 0.0635 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0648 |
Bts Enhanced Equity Backtested Returns
At this stage we consider Bts Mutual Fund to be very steady. Bts Enhanced Equity secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bts Enhanced Equity, which you can use to evaluate the volatility of the entity. Please confirm Bts Enhanced's Risk Adjusted Performance of 0.0635, downside deviation of 0.7213, and Mean Deviation of 0.5161 to double-check if the risk estimate we provide is consistent with the expected return of 0.0639%. The fund shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bts Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bts Enhanced is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Bts Enhanced Equity has modest predictability. Overlapping area represents the amount of predictability between Bts Enhanced 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 Bts Enhanced Equity price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bts Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bts Enhanced Equity lagged returns against current returns
Autocorrelation, which is Bts Enhanced 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 Bts Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Bts Enhanced returns to help us make a trade decision. For example, suppose you find that Bts Enhanced 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 |
Bts Enhanced 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 Bts Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bts Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bts Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bts Enhanced Lagged Returns
When evaluating Bts Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bts Enhanced mutual fund have on its future price. Bts Enhanced 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, Bts Enhanced autocorrelation shows the relationship between Bts Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bts Enhanced Equity.
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 Bts Mutual Fund
Bts Enhanced financial ratios help investors to determine whether Bts 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 Bts with respect to the benefits of owning Bts Enhanced security.
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