Capital Management Mid Cap Fund Market Value
| CMCIX Fund | USD 30.79 0.05 0.16% |
| Symbol | Capital |
Capital Management '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 Capital Management'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 Capital Management.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Capital Management on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Capital Management Mid Cap or generate 0.0% return on investment in Capital Management over 180 days. Capital Management is related to or competes with Western Asset, Calvert High, Metropolitan West, Nuveen High, Goldman Sachs, and Needham Aggressive. Under normal market conditions, the fund invests at least 80 percent of its net assets in common stocks of small- to mid... More
Capital Management 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 Capital Management'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 Capital Management Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7815 | |||
| Information Ratio | 0.0137 | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.56 |
Capital Management Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Management's standard deviation. In reality, there are many statistical measures that can use Capital Management historical prices to predict the future Capital Management's volatility.| Risk Adjusted Performance | 0.1237 | |||
| Jensen Alpha | (0.0009) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0166 | |||
| Treynor Ratio | 0.1268 |
Capital Management Mid Backtested Returns
At this stage we consider Capital Mutual Fund to be out of control. Capital Management Mid 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 Capital Management Mid Cap, which you can use to evaluate the volatility of the entity. Please confirm Capital Management's Mean Deviation of 0.6997, downside deviation of 0.7815, and Risk Adjusted Performance of 0.1237 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. Capital Management returns are very sensitive to returns on the market. As the market goes up or down, Capital Management is expected to follow.
Auto-correlation | 0.68 |
Good predictability
Capital Management Mid Cap has good predictability. Overlapping area represents the amount of predictability between Capital Management time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 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 Capital Management Mid price movement. The serial correlation of 0.68 indicates that around 68.0% of current Capital Management price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Capital Management Mid lagged returns against current returns
Autocorrelation, which is Capital Management 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 Capital Management's mutual fund expected returns. We can calculate the autocorrelation of Capital Management returns to help us make a trade decision. For example, suppose you find that Capital Management 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 |
Capital Management 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 Capital Management mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capital Management mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capital Management mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Capital Management Lagged Returns
When evaluating Capital Management's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capital Management mutual fund have on its future price. Capital Management 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, Capital Management autocorrelation shows the relationship between Capital Management mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Capital Management Mid Cap.
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 Capital Mutual Fund
Capital Management financial ratios help investors to determine whether Capital 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 Capital with respect to the benefits of owning Capital Management security.
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