Crm All Cap Fund Market Value
| CRIEX Fund | USD 7.10 0.07 1.00% |
| Symbol | Crm |
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.
| 02/01/2025 |
| 03/03/2025 |
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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.41 |
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.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.22) |
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.
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 Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 |
| 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 |
| 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 |
| 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 |