Cb Large Cap Fund Market Value
| CBEAX Fund | USD 10.61 0.02 0.19% |
| Symbol | CBEAX |
Cb Large '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 Cb Large'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 Cb Large.
| 07/18/2025 |
| 01/14/2026 |
If you would invest 0.00 in Cb Large on July 18, 2025 and sell it all today you would earn a total of 0.00 from holding Cb Large Cap or generate 0.0% return on investment in Cb Large over 180 days. Cb Large is related to or competes with Conservative Balanced, Fulcrum Diversified, Harbor Diversified, Aqr Diversified, Tax-free Conservative, and Pimco Diversified. The fund invests at least 80 percent of its net assets in equity securities of large-capitalization companies More
Cb Large 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 Cb Large'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 Cb Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.844 | |||
| Information Ratio | 0.106 | |||
| Maximum Drawdown | 14.11 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.43 |
Cb Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cb Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cb Large's standard deviation. In reality, there are many statistical measures that can use Cb Large historical prices to predict the future Cb Large's volatility.| Risk Adjusted Performance | 0.1248 | |||
| Jensen Alpha | 0.2448 | |||
| Total Risk Alpha | 0.0747 | |||
| Sortino Ratio | 0.2187 | |||
| Treynor Ratio | 0.9865 |
Cb Large Cap Backtested Returns
Cb Large appears to be not too volatile, given 3 months investment horizon. Cb Large Cap retains Efficiency (Sharpe Ratio) of 0.18, which signifies that the fund had a 0.18 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Cb Large, which you can use to evaluate the volatility of the entity. Please makes use of Cb Large's Standard Deviation of 1.74, coefficient of variation of 628.19, and Market Risk Adjusted Performance of 0.9965 to double-check if our risk estimates are consistent with your expectations. The fund owns a Beta (Systematic Risk) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cb Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cb Large is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Cb Large Cap has modest predictability. Overlapping area represents the amount of predictability between Cb Large time series from 18th of July 2025 to 16th of October 2025 and 16th of October 2025 to 14th of January 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 Cb Large Cap price movement. The serial correlation of 0.54 indicates that about 54.0% of current Cb Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Cb Large Cap lagged returns against current returns
Autocorrelation, which is Cb Large 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 Cb Large's mutual fund expected returns. We can calculate the autocorrelation of Cb Large returns to help us make a trade decision. For example, suppose you find that Cb Large 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 |
Cb Large 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 Cb Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cb Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cb Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cb Large Lagged Returns
When evaluating Cb Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cb Large mutual fund have on its future price. Cb Large 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, Cb Large autocorrelation shows the relationship between Cb Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cb Large Cap.
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 CBEAX Mutual Fund
Cb Large financial ratios help investors to determine whether CBEAX 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 CBEAX with respect to the benefits of owning Cb Large security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |