Consumer Goods Ultrasector Fund Market Value
| CNPIX Fund | USD 70.96 0.01 0.01% |
| Symbol | Consumer |
Consumer Goods '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 Consumer Goods' 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 Consumer Goods.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Consumer Goods on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Consumer Goods Ultrasector or generate 0.0% return on investment in Consumer Goods over 30 days. Consumer Goods is related to or competes with Sp Smallcap, Energy Services, RBB Fund, Mississippi Tax, SMART Earnings, and Wasatch International. The index is designed to measure the performance of consumer staples companies included in the SP 500 Index More
Consumer Goods 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 Consumer Goods' 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 Consumer Goods Ultrasector upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.79 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.99 |
Consumer Goods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consumer Goods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consumer Goods' standard deviation. In reality, there are many statistical measures that can use Consumer Goods historical prices to predict the future Consumer Goods' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.1) |
Consumer Goods Ultra Backtested Returns
At this stage we consider Consumer Mutual Fund to be very steady. Consumer Goods Ultra secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Consumer Goods Ultrasector, which you can use to evaluate the volatility of the entity. Please confirm Consumer Goods' Standard Deviation of 1.05, risk adjusted performance of (0.01), and Mean Deviation of 0.8065 to double-check if the risk estimate we provide is consistent with the expected return of 7.0E-4%. The fund shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Consumer Goods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Consumer Goods is expected to be smaller as well.
Auto-correlation | -0.46 |
Modest reverse predictability
Consumer Goods Ultrasector has modest reverse predictability. Overlapping area represents the amount of predictability between Consumer Goods time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Consumer Goods Ultra price movement. The serial correlation of -0.46 indicates that about 46.0% of current Consumer Goods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Consumer Goods Ultra lagged returns against current returns
Autocorrelation, which is Consumer Goods 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 Consumer Goods' mutual fund expected returns. We can calculate the autocorrelation of Consumer Goods returns to help us make a trade decision. For example, suppose you find that Consumer Goods 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 |
Consumer Goods 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 Consumer Goods mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consumer Goods mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consumer Goods mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Consumer Goods Lagged Returns
When evaluating Consumer Goods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consumer Goods mutual fund have on its future price. Consumer Goods 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, Consumer Goods autocorrelation shows the relationship between Consumer Goods mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Consumer Goods Ultrasector.
Regressed Prices |
| Timeline |
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Other Information on Investing in Consumer Mutual Fund
Consumer Goods financial ratios help investors to determine whether Consumer 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 Consumer with respect to the benefits of owning Consumer Goods security.
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