Chautauqua International Growth Fund Market Value
| CCWIX Fund | USD 19.42 0.01 0.05% |
| Symbol | Chautauqua |
Chautauqua International '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 Chautauqua International'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 Chautauqua International.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Chautauqua International on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Chautauqua International Growth or generate 0.0% return on investment in Chautauqua International over 480 days. Chautauqua International is related to or competes with Baird Aggregate, Baird Aggregate, Baird Short-term, Baird Short-term, Baird Small/mid, Baird Small/mid, and Baird Strategic. The fund invests primarily in equity securities of non-U.S More
Chautauqua International 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 Chautauqua International'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 Chautauqua International Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9073 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.34 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.48 |
Chautauqua International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chautauqua International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chautauqua International's standard deviation. In reality, there are many statistical measures that can use Chautauqua International historical prices to predict the future Chautauqua International's volatility.| Risk Adjusted Performance | 0.0363 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.0544 |
Chautauqua International Backtested Returns
At this stage we consider Chautauqua Mutual Fund to be very steady. Chautauqua International secures Sharpe Ratio (or Efficiency) of 0.028, which signifies that the fund had a 0.028% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Chautauqua International Growth, which you can use to evaluate the volatility of the entity. Please confirm Chautauqua International's mean deviation of 0.7505, and Risk Adjusted Performance of 0.0363 to double-check if the risk estimate we provide is consistent with the expected return of 0.0269%. The fund shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Chautauqua International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chautauqua International is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Chautauqua International Growth has good predictability. Overlapping area represents the amount of predictability between Chautauqua International time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th of November 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 Chautauqua International price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Chautauqua International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Chautauqua International lagged returns against current returns
Autocorrelation, which is Chautauqua International 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 Chautauqua International's mutual fund expected returns. We can calculate the autocorrelation of Chautauqua International returns to help us make a trade decision. For example, suppose you find that Chautauqua International 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 |
Chautauqua International 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 Chautauqua International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chautauqua International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chautauqua International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Chautauqua International Lagged Returns
When evaluating Chautauqua International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chautauqua International mutual fund have on its future price. Chautauqua International 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, Chautauqua International autocorrelation shows the relationship between Chautauqua International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Chautauqua International Growth.
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 Chautauqua Mutual Fund
Chautauqua International financial ratios help investors to determine whether Chautauqua 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 Chautauqua with respect to the benefits of owning Chautauqua International security.
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