Coho Relative Value Fund Market Value
| COHOX Fund | USD 8.00 0.00 0.00% |
| Symbol | Coho |
Coho Relative '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 Coho Relative'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 Coho Relative.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Coho Relative on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Coho Relative Value or generate 0.0% return on investment in Coho Relative over 30 days. Coho Relative is related to or competes with Arrow Managed, Qs Large, and Rbb Fund. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities More
Coho Relative 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 Coho Relative'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 Coho Relative Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 41.19 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.8481 |
Coho Relative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coho Relative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coho Relative's standard deviation. In reality, there are many statistical measures that can use Coho Relative historical prices to predict the future Coho Relative's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (1.12) | |||
| Treynor Ratio | (14.81) |
Coho Relative Value Backtested Returns
Coho Relative Value secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of risk over the last 3 months. Coho Relative Value exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Coho Relative's Mean Deviation of 1.3, risk adjusted performance of (0.07), and Standard Deviation of 4.94 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0397, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Coho Relative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coho Relative is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Coho Relative Value has no correlation between past and present. Overlapping area represents the amount of predictability between Coho Relative time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Coho Relative Value price movement. The serial correlation of 0.0 indicates that just 0.0% of current Coho Relative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coho Relative Value lagged returns against current returns
Autocorrelation, which is Coho Relative 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 Coho Relative's mutual fund expected returns. We can calculate the autocorrelation of Coho Relative returns to help us make a trade decision. For example, suppose you find that Coho Relative 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 |
Coho Relative 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 Coho Relative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coho Relative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coho Relative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Coho Relative Lagged Returns
When evaluating Coho Relative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coho Relative mutual fund have on its future price. Coho Relative 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, Coho Relative autocorrelation shows the relationship between Coho Relative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Coho Relative Value.
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 Coho Mutual Fund
Coho Relative financial ratios help investors to determine whether Coho 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 Coho with respect to the benefits of owning Coho Relative security.
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