The Value Fund Market Value
| CFVLX Fund | USD 33.56 0.20 0.60% |
| Symbol | The |
The Value '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 The Value'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 The Value.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in The Value on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding The Value Fund or generate 0.0% return on investment in The Value over 90 days. The Value is related to or competes with Guggenheim Styleplus, Guggenheim Styleplus, Nuveen Nwq, Boston Trust, Nuveen Small, Harding Loevner, and Nuveen Nwq. Under normal market conditions, the fund invests at least 65 percent of its total assets in stocks, primarily common sto... More
The Value 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 The Value'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 The Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6288 | |||
| Information Ratio | 0.1311 | |||
| Maximum Drawdown | 11.76 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.12 |
The Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Value's standard deviation. In reality, there are many statistical measures that can use The Value historical prices to predict the future The Value's volatility.| Risk Adjusted Performance | 0.1429 | |||
| Jensen Alpha | 0.2093 | |||
| Total Risk Alpha | 0.121 | |||
| Sortino Ratio | 0.2913 | |||
| Treynor Ratio | 0.4057 |
The Value January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1429 | |||
| Market Risk Adjusted Performance | 0.4157 | |||
| Mean Deviation | 0.6562 | |||
| Semi Deviation | 0.0948 | |||
| Downside Deviation | 0.6288 | |||
| Coefficient Of Variation | 532.58 | |||
| Standard Deviation | 1.4 | |||
| Variance | 1.95 | |||
| Information Ratio | 0.1311 | |||
| Jensen Alpha | 0.2093 | |||
| Total Risk Alpha | 0.121 | |||
| Sortino Ratio | 0.2913 | |||
| Treynor Ratio | 0.4057 | |||
| Maximum Drawdown | 11.76 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.3954 | |||
| Semi Variance | 0.009 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 5.84 | |||
| Kurtosis | 42.4 |
Value Fund Backtested Returns
The Value appears to be very steady, given 3 months investment horizon. Value Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Value Fund, which you can use to evaluate the volatility of the fund. Please review The Value's Semi Deviation of 0.0948, risk adjusted performance of 0.1429, and Coefficient Of Variation of 532.58 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Value is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
The Value Fund has good predictability. Overlapping area represents the amount of predictability between The Value time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Value Fund price movement. The serial correlation of 0.66 indicates that around 66.0% of current The Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in The Mutual Fund
The Value financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Value security.
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