Beacon Planned Return Fund Market Value
| BPRLX Fund | USD 10.60 0.02 0.19% |
| Symbol | Beacon |
Beacon Planned '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 Beacon Planned'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 Beacon Planned.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Beacon Planned on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Beacon Planned Return or generate 0.0% return on investment in Beacon Planned over 90 days. Beacon Planned is related to or competes with Lord Abbett, Intermediate-term, Ab Municipal, Prudential California, Pace Municipal, Gamco Global, and Dunham Porategovernment. The fund seeks to capture most of the returns generated by U.S More
Beacon Planned 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 Beacon Planned'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 Beacon Planned Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3752 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.6635 |
Beacon Planned Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beacon Planned's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beacon Planned's standard deviation. In reality, there are many statistical measures that can use Beacon Planned historical prices to predict the future Beacon Planned's volatility.| Risk Adjusted Performance | 0.2174 | |||
| Jensen Alpha | 0.1192 | |||
| Total Risk Alpha | 0.0498 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (1.29) |
Beacon Planned Return Backtested Returns
At this stage we consider Beacon Mutual Fund to be very steady. Beacon Planned Return secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Beacon Planned Return, which you can use to evaluate the volatility of the entity. Please confirm Beacon Planned's mean deviation of 0.273, and Risk Adjusted Performance of 0.2174 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of -0.0851, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Beacon Planned are expected to decrease at a much lower rate. During the bear market, Beacon Planned is likely to outperform the market.
Auto-correlation | 0.86 |
Very good predictability
Beacon Planned Return has very good predictability. Overlapping area represents the amount of predictability between Beacon Planned time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Beacon Planned Return price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Beacon Planned price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Beacon Planned Return lagged returns against current returns
Autocorrelation, which is Beacon Planned 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 Beacon Planned's mutual fund expected returns. We can calculate the autocorrelation of Beacon Planned returns to help us make a trade decision. For example, suppose you find that Beacon Planned 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 |
Beacon Planned 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 Beacon Planned mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beacon Planned mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beacon Planned mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Beacon Planned Lagged Returns
When evaluating Beacon Planned's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beacon Planned mutual fund have on its future price. Beacon Planned 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, Beacon Planned autocorrelation shows the relationship between Beacon Planned mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Beacon Planned Return.
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 Beacon Mutual Fund
Beacon Planned financial ratios help investors to determine whether Beacon 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 Beacon with respect to the benefits of owning Beacon Planned security.
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