The Value Fund Net Income
| CFVLX Fund | USD 34.43 0.11 0.32% |
As of the 5th of February, The Value has the Downside Deviation of 0.6224, standard deviation of 1.39, and Risk Adjusted Performance of 0.172. The Value technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
The Value's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing The Value's valuation are provided below:The Value Fund does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. The |
The Value '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 The Value'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 The Value.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in The Value on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding The Value Fund or generate 0.0% return on investment in The Value over 90 days. The Value is related to or competes with Guggenheim Styleplus, Guggenheim Styleplus, Nuveen Nwq, Boston Trust, Nuveen Small, Harding Loevner, and Nuveen Nwq. Under normal market conditions, the fund invests at least 65 percent of its total assets in stocks, primarily common sto... More
The Value 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 The Value'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 The Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6224 | |||
| Information Ratio | 0.181 | |||
| Maximum Drawdown | 11.76 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.12 |
The Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Value's standard deviation. In reality, there are many statistical measures that can use The Value historical prices to predict the future The Value's volatility.| Risk Adjusted Performance | 0.172 | |||
| Jensen Alpha | 0.2726 | |||
| Total Risk Alpha | 0.2032 | |||
| Sortino Ratio | 0.4045 | |||
| Treynor Ratio | 0.4968 |
The Value February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.172 | |||
| Market Risk Adjusted Performance | 0.5068 | |||
| Mean Deviation | 0.6476 | |||
| Downside Deviation | 0.6224 | |||
| Coefficient Of Variation | 439.69 | |||
| Standard Deviation | 1.39 | |||
| Variance | 1.93 | |||
| Information Ratio | 0.181 | |||
| Jensen Alpha | 0.2726 | |||
| Total Risk Alpha | 0.2032 | |||
| Sortino Ratio | 0.4045 | |||
| Treynor Ratio | 0.4968 | |||
| Maximum Drawdown | 11.76 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.3873 | |||
| Semi Variance | (0.07) | |||
| Expected Short fall | (0.83) | |||
| Skewness | 5.82 | |||
| Kurtosis | 42.35 |
Value Fund Backtested Returns
The Value appears to be very steady, given 3 months investment horizon. Value Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for The Value Fund, which you can use to evaluate the volatility of the fund. Please review The Value's Risk Adjusted Performance of 0.172, downside deviation of 0.6224, and Standard Deviation of 1.39 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Value is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
The Value Fund has good predictability. Overlapping area represents the amount of predictability between The Value time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Value Fund price movement. The serial correlation of 0.79 indicates that around 79.0% of current The Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, The Value Fund reported net income of 0.0. This indicator is about the same for the Commerce average (which is currently at 0.0) family and about the same as Large Value (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
The Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining The Value's current stock value. Our valuation model uses many indicators to compare The Value value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across The Value competition to find correlations between indicators driving The Value's intrinsic value. More Info.The Value Fund is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for The Value Fund is roughly 7.54 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the The Value's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for The Value
The fund consists of 98.29% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides The Value's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
The Fundamentals
| Price To Earning | 18.16 X | ||||
| Price To Book | 2.41 X | ||||
| Price To Sales | 1.54 X | ||||
| Total Asset | 231.3 M | ||||
| Annual Yield | 0.02 % | ||||
| Year To Date Return | 4.91 % | ||||
| One Year Return | 12.42 % | ||||
| Three Year Return | 9.33 % | ||||
| Five Year Return | 10.10 % | ||||
| Ten Year Return | 11.04 % | ||||
| Net Asset | 231.3 M | ||||
| Minimum Initial Investment | 1 K | ||||
| Last Dividend Paid | 0.2 | ||||
| Cash Position Weight | 1.71 % | ||||
| Equity Positions Weight | 98.29 % |
About The Value Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze The Value Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of The Value using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of The Value Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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 The Mutual Fund
The Value financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Value security.
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