Cbshx Fund Market Value
| CBSHX Fund | 15.27 0.04 0.26% |
| Symbol | Cbshx |
Please note, there is a significant difference between Cbshx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cbshx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cbshx'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.
Cbshx '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 Cbshx'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 Cbshx.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Cbshx on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Cbshx or generate 0.0% return on investment in Cbshx over 570 days. Cbshx is related to or competes with Delaware Emerging, Johcm Emerging, Eagle Mlp, Rbc Emerging, Pace International, Blackrock Emerging, and Saat Defensive. More
Cbshx 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 Cbshx'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 Cbshx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9756 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.39 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.28 |
Cbshx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cbshx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cbshx's standard deviation. In reality, there are many statistical measures that can use Cbshx historical prices to predict the future Cbshx's volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | 0.0478 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.5947 |
Cbshx Backtested Returns
At this stage we consider Cbshx Mutual Fund to be very steady. Cbshx secures Sharpe Ratio (or Efficiency) of 0.0826, which signifies that the fund had a 0.0826 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cbshx, which you can use to evaluate the volatility of the entity. Please confirm Cbshx's Mean Deviation of 0.5534, downside deviation of 0.9756, and Risk Adjusted Performance of 0.0587 to double-check if the risk estimate we provide is consistent with the expected return of 0.0632%. The fund shows a Beta (market volatility) of 0.0894, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cbshx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cbshx is expected to be smaller as well.
Auto-correlation | -0.67 |
Very good reverse predictability
Cbshx has very good reverse predictability. Overlapping area represents the amount of predictability between Cbshx time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Cbshx price movement. The serial correlation of -0.67 indicates that around 67.0% of current Cbshx price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Cbshx lagged returns against current returns
Autocorrelation, which is Cbshx 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 Cbshx's mutual fund expected returns. We can calculate the autocorrelation of Cbshx returns to help us make a trade decision. For example, suppose you find that Cbshx 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 |
Cbshx 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 Cbshx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cbshx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cbshx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cbshx Lagged Returns
When evaluating Cbshx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cbshx mutual fund have on its future price. Cbshx 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, Cbshx autocorrelation shows the relationship between Cbshx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cbshx.
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 Cbshx Mutual Fund
Cbshx financial ratios help investors to determine whether Cbshx 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 Cbshx with respect to the benefits of owning Cbshx security.
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