Crm All Cap Fund Market Value

CRIEX Fund  USD 7.10  0.07  1.00%   
Crm All's market value is the price at which a share of Crm All trades on a public exchange. It measures the collective expectations of Crm All Cap investors about its performance. Crm All is trading at 7.10 as of the 3rd of March 2025; that is 1.00 percent up since the beginning of the trading day. The fund's open price was 7.03.
With this module, you can estimate the performance of a buy and hold strategy of Crm All Cap and determine expected loss or profit from investing in Crm All over a given investment horizon. Check out Crm All Correlation, Crm All Volatility and Crm All Alpha and Beta module to complement your research on Crm All.
Symbol

Please note, there is a significant difference between Crm All's value and its price as these two are different measures arrived at by different means. Investors typically determine if Crm All is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Crm All'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.

Crm All '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 Crm All'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 Crm All.
0.00
02/01/2025
No Change 0.00  0.0 
In 31 days
03/03/2025
0.00
If you would invest  0.00  in Crm All on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding Crm All Cap or generate 0.0% return on investment in Crm All over 30 days. Crm All is related to or competes with Metropolitan West, Angel Oak, Shelton Emerging, Maryland Short-term, Franklin Federal, and Goldman Sachs. The fund, under normal circumstances, invests at least 80 percent of its assets in equity and equity related securities ... More

Crm All 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 Crm All'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 Crm All Cap upside and downside potential and time the market with a certain degree of confidence.

Crm All Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Crm All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crm All's standard deviation. In reality, there are many statistical measures that can use Crm All historical prices to predict the future Crm All's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crm All'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.
Hype
Prediction
LowEstimatedHigh
5.457.108.75
Details
Intrinsic
Valuation
LowRealHigh
5.597.248.89
Details
Naive
Forecast
LowNextHigh
5.326.978.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
7.047.337.62
Details

Crm All Cap Backtested Returns

Crm All Cap secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the fund had a -0.15 % return per unit of risk over the last 3 months. Crm All Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Crm All's Mean Deviation of 0.9147, risk adjusted performance of (0.08), and Standard Deviation of 1.59 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Crm All returns are very sensitive to returns on the market. As the market goes up or down, Crm All is expected to follow.

Auto-correlation

    
  -0.28  

Weak reverse predictability

Crm All Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Crm All time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd of March 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 Crm All Cap price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Crm All price fluctuation can be explain by its past prices.
Correlation Coefficient-0.28
Spearman Rank Test0.1
Residual Average0.0
Price Variance0.02
Crm ReturnsCrm Lagged ReturnsDiversified AwayCrm ReturnsCrm Lagged ReturnsDiversified Away100%

Crm All Cap lagged returns against current returns

Autocorrelation, which is Crm All 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 Crm All's mutual fund expected returns. We can calculate the autocorrelation of Crm All returns to help us make a trade decision. For example, suppose you find that Crm All 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   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar-5%-4%-3%-2%-1%0%1%2%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Crm All 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 Crm All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crm All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crm All mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar7.007.057.107.157.207.257.307.35
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Crm All Lagged Returns

When evaluating Crm All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crm All mutual fund have on its future price. Crm All 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, Crm All autocorrelation shows the relationship between Crm All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crm All Cap.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15FebFeb 07Feb 11Feb 15Feb 19Feb 23Feb 27Mar7.057.107.157.207.257.307.357.40
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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 Crm Mutual Fund

Crm All financial ratios help investors to determine whether Crm 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 Crm with respect to the benefits of owning Crm All security.
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios

Trending Assets

EMSLX
Shelton Emerging Markets
16.96  -0.4  -2.3 
AOUNX
Angel Oak Ultrashort
9.85  0.01  0.10 
GAGPX
Goldman Sachs Emerging
8.91  -0.07  -0.78 
PRMDX
Maryland Short Term
5.14  0.01  0.19 
News Freq…Investor S…