The Value Fund Market Value
| CFVLX Fund | USD 33.29 0.31 0.94% |
| 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.
| 11/02/2024 |
| 01/31/2025 |
If you would invest 0.00 in The Value on November 2, 2024 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 Cullen High, Growth Fund, The Midcap, Lazard Global, and The Bond. 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.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.88 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.14 |
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 | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.08) |
Value Fund Backtested Returns
Value Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0355, which indicates the fund had a -0.0355 % return per unit of risk over the last 3 months. The Value Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate The Value's Risk Adjusted Performance of (0.03), variance of 1.11, and Coefficient Of Variation of (2,816) to confirm the risk estimate we provide. The entity has a beta of 0.59, 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 | -0.73 |
Almost perfect reverse predictability
The Value Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between The Value time series from 2nd of November 2024 to 17th of December 2024 and 17th of December 2024 to 31st 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 Value Fund price movement. The serial correlation of -0.73 indicates that around 73.0% of current The Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Value Fund lagged returns against current returns
Autocorrelation, which is The Value 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 The Value's mutual fund expected returns. We can calculate the autocorrelation of The Value returns to help us make a trade decision. For example, suppose you find that The Value 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 |
The Value 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 The Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Value Lagged Returns
When evaluating The Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Value mutual fund have on its future price. The Value 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, The Value autocorrelation shows the relationship between The Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Value 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 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.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |