Crawford Dividend Opportunity Fund Market Value
| CDOFX Fund | USD 53.40 0.17 0.32% |
| Symbol | Crawford |
Crawford Dividend '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 Crawford Dividend'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 Crawford Dividend.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Crawford Dividend on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Crawford Dividend Opportunity or generate 0.0% return on investment in Crawford Dividend over 30 days. Crawford Dividend is related to or competes with Calvert Small, Siit Dynamic, Small Company, Loomis Sayles, and Calvert Small. The fund invests primarily in common stocks of small capitalization companies that demonstrate a consistent pattern of e... More
Crawford Dividend 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 Crawford Dividend'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 Crawford Dividend Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9571 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.5 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.82 |
Crawford Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crawford Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crawford Dividend's standard deviation. In reality, there are many statistical measures that can use Crawford Dividend historical prices to predict the future Crawford Dividend's volatility.| Risk Adjusted Performance | 0.0856 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0869 |
Crawford Dividend Backtested Returns
At this stage we consider Crawford Mutual Fund to be very steady. Crawford Dividend secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Crawford Dividend Opportunity, which you can use to evaluate the volatility of the entity. Please confirm Crawford Dividend's mean deviation of 0.8482, and Risk Adjusted Performance of 0.0856 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 1.4, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Crawford Dividend will likely underperform.
Auto-correlation | 0.85 |
Very good predictability
Crawford Dividend Opportunity has very good predictability. Overlapping area represents the amount of predictability between Crawford Dividend time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Crawford Dividend price movement. The serial correlation of 0.85 indicates that around 85.0% of current Crawford Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Crawford Dividend lagged returns against current returns
Autocorrelation, which is Crawford Dividend 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 Crawford Dividend's mutual fund expected returns. We can calculate the autocorrelation of Crawford Dividend returns to help us make a trade decision. For example, suppose you find that Crawford Dividend 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 |
Crawford Dividend 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 Crawford Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crawford Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crawford Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crawford Dividend Lagged Returns
When evaluating Crawford Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crawford Dividend mutual fund have on its future price. Crawford Dividend 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, Crawford Dividend autocorrelation shows the relationship between Crawford Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crawford Dividend Opportunity.
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 Crawford Mutual Fund
Crawford Dividend financial ratios help investors to determine whether Crawford 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 Crawford with respect to the benefits of owning Crawford Dividend security.
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