Columbia Balanced Fund Market Value
| CBLRX Fund | USD 52.58 0.16 0.30% |
| Symbol | Columbia |
Columbia Balanced '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 Columbia Balanced'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 Columbia Balanced.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Columbia Balanced on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Columbia Balanced Fund or generate 0.0% return on investment in Columbia Balanced over 30 days. Columbia Balanced is related to or competes with Columbia Mid, Columbia Small, Columbia Contrarian, Columbia Real, and Columbia Large. Under normal circumstances, the fund invests in a mix of equity and debt securities More
Columbia Balanced 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 Columbia Balanced'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 Columbia Balanced Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.7 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 0.7721 |
Columbia Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Balanced's standard deviation. In reality, there are many statistical measures that can use Columbia Balanced historical prices to predict the future Columbia Balanced's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.16) |
Columbia Balanced Backtested Returns
Columbia Balanced secures Sharpe Ratio (or Efficiency) of -0.0237, which signifies that the fund had a -0.0237 % return per unit of risk over the last 3 months. Columbia Balanced Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Columbia Balanced's Mean Deviation of 0.4966, risk adjusted performance of (0.03), and Standard Deviation of 0.8958 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Columbia Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Balanced is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Columbia Balanced Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Columbia Balanced time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Columbia Balanced price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Columbia Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Columbia Balanced lagged returns against current returns
Autocorrelation, which is Columbia Balanced 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 Columbia Balanced's mutual fund expected returns. We can calculate the autocorrelation of Columbia Balanced returns to help us make a trade decision. For example, suppose you find that Columbia Balanced 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 |
Columbia Balanced 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 Columbia Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Balanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Balanced Lagged Returns
When evaluating Columbia Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Balanced mutual fund have on its future price. Columbia Balanced 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, Columbia Balanced autocorrelation shows the relationship between Columbia Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Balanced Fund.
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 Columbia Mutual Fund
Columbia Balanced financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Balanced security.
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| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
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| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |