Eubel Brady Suttman Fund Market Value
| EBSFX Fund | USD 9.76 0.01 0.10% |
| Symbol | Eubel |
Please note, there is a significant difference between Eubel Brady's value and its price as these two are different measures arrived at by different means. Investors typically determine if Eubel Brady is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Eubel Brady's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Eubel Brady '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 Eubel Brady'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 Eubel Brady.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Eubel Brady on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Eubel Brady Suttman or generate 0.0% return on investment in Eubel Brady over 90 days. Eubel Brady is related to or competes with Barings Us, Legg Mason, Versatile Bond, Ab Bond, Pace Strategic, Rbc Ultra, and T Rowe. Eubel Brady is entity of United States. It is traded as Fund on NMFQS exchange. More
Eubel Brady 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 Eubel Brady'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 Eubel Brady Suttman upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.218 | |||
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.8256 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2058 |
Eubel Brady Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eubel Brady's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eubel Brady's standard deviation. In reality, there are many statistical measures that can use Eubel Brady historical prices to predict the future Eubel Brady's volatility.| Risk Adjusted Performance | 0.0982 | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.5123 |
Eubel Brady Suttman Backtested Returns
At this stage we consider Eubel Mutual Fund to be very steady. Eubel Brady Suttman secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Eubel Brady Suttman, which you can use to evaluate the volatility of the entity. Please confirm Eubel Brady's Downside Deviation of 0.218, coefficient of variation of 538.36, and Mean Deviation of 0.0959 to check if the risk estimate we provide is consistent with the expected return of 0.0255%. The fund shows a Beta (market volatility) of 0.0295, which means not very significant fluctuations relative to the market. As returns on the market increase, Eubel Brady's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eubel Brady is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
Eubel Brady Suttman has below average predictability. Overlapping area represents the amount of predictability between Eubel Brady time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Eubel Brady Suttman price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Eubel Brady price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Eubel Brady Suttman lagged returns against current returns
Autocorrelation, which is Eubel Brady 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 Eubel Brady's mutual fund expected returns. We can calculate the autocorrelation of Eubel Brady returns to help us make a trade decision. For example, suppose you find that Eubel Brady 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 |
Eubel Brady 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 Eubel Brady mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eubel Brady mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eubel Brady mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eubel Brady Lagged Returns
When evaluating Eubel Brady's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eubel Brady mutual fund have on its future price. Eubel Brady 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, Eubel Brady autocorrelation shows the relationship between Eubel Brady mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eubel Brady Suttman.
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 Eubel Mutual Fund
Eubel Brady financial ratios help investors to determine whether Eubel 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 Eubel with respect to the benefits of owning Eubel Brady security.
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