CSIF I (Switzerland) Market Value
| 0P0000G2P5 | 2,010 4.62 0.23% |
| Symbol | CSIF |
CSIF I '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 CSIF I's 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 CSIF I.
| 10/21/2024 |
| 12/20/2024 |
If you would invest 0.00 in CSIF I on October 21, 2024 and sell it all today you would earn a total of 0.00 from holding CSIF I Real or generate 0.0% return on investment in CSIF I over 60 days.
CSIF I 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 CSIF I's 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 CSIF I Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4545 | |||
| Information Ratio | 0.2439 | |||
| Maximum Drawdown | 2.41 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 1.06 |
CSIF I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSIF I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSIF I's standard deviation. In reality, there are many statistical measures that can use CSIF I historical prices to predict the future CSIF I's volatility.| Risk Adjusted Performance | 0.2367 | |||
| Jensen Alpha | 0.16 | |||
| Total Risk Alpha | 0.1441 | |||
| Sortino Ratio | 0.302 | |||
| Treynor Ratio | 5.8 |
CSIF I Real Backtested Returns
At this point, CSIF I is very steady. CSIF I Real secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the fund had a 0.3% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for CSIF I Real, which you can use to evaluate the volatility of the entity. Please confirm CSIF I's Mean Deviation of 0.4836, risk adjusted performance of 0.2367, and Semi Deviation of 0.0792 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.0277, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CSIF I's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSIF I is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
CSIF I Real has weak predictability. Overlapping area represents the amount of predictability between CSIF I time series from 21st of October 2024 to 20th of November 2024 and 20th of November 2024 to 20th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CSIF I Real price movement. The serial correlation of 0.24 indicates that over 24.0% of current CSIF I price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1388.47 |
CSIF I Real lagged returns against current returns
Autocorrelation, which is CSIF I 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 CSIF I's fund expected returns. We can calculate the autocorrelation of CSIF I returns to help us make a trade decision. For example, suppose you find that CSIF I has exhibited high autocorrelation historically, and you observe that the 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 |
CSIF I 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 CSIF I fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSIF I fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSIF I fund over time.
Current vs Lagged Prices |
| Timeline |
CSIF I Lagged Returns
When evaluating CSIF I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSIF I fund have on its future price. CSIF I 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, CSIF I autocorrelation shows the relationship between CSIF I fund current value and its past values and can show if there is a momentum factor associated with investing in CSIF I Real.
Regressed Prices |
| Timeline |
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