Columbia Moderate Growth Fund Market Value
| CMATX Fund | USD 41.26 0.26 0.63% |
| Symbol | Columbia |
Please note, there is a significant difference between Columbia Moderate's value and its price as these two are different measures arrived at by different means. Investors typically determine if Columbia Moderate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Columbia Moderate'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.
Columbia Moderate '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 Columbia Moderate'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 Columbia Moderate.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Columbia Moderate on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Columbia Moderate Growth or generate 0.0% return on investment in Columbia Moderate over 360 days. Columbia Moderate is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Columbia Moderate is entity of United States More
Columbia Moderate 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 Columbia Moderate'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 Columbia Moderate Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.44 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.9596 |
Columbia Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Moderate's standard deviation. In reality, there are many statistical measures that can use Columbia Moderate historical prices to predict the future Columbia Moderate's volatility.| Risk Adjusted Performance | 0.0816 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.1043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Columbia Moderate's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Columbia Moderate Growth Backtested Returns
At this stage we consider Columbia Mutual Fund to be very steady. Columbia Moderate Growth secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Columbia Moderate Growth, which you can use to evaluate the volatility of the entity. Please confirm Columbia Moderate's Mean Deviation of 0.3247, risk adjusted performance of 0.0816, and Downside Deviation of 0.44 to double-check if the risk estimate we provide is consistent with the expected return of 0.0755%. The fund shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Moderate is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Columbia Moderate Growth has good predictability. Overlapping area represents the amount of predictability between Columbia Moderate time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 Columbia Moderate Growth price movement. The serial correlation of 0.79 indicates that around 79.0% of current Columbia Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Columbia Moderate Growth lagged returns against current returns
Autocorrelation, which is Columbia Moderate 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 Columbia Moderate's mutual fund expected returns. We can calculate the autocorrelation of Columbia Moderate returns to help us make a trade decision. For example, suppose you find that Columbia Moderate 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 |
Columbia Moderate 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 Columbia Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Moderate Lagged Returns
When evaluating Columbia Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Moderate mutual fund have on its future price. Columbia Moderate 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, Columbia Moderate autocorrelation shows the relationship between Columbia Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Moderate 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 Columbia Mutual Fund
Columbia Moderate financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Moderate security.
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