Crm Longshort Opport Fund Market Value
| CRIHX Fund | USD 14.03 0.14 0.99% |
| Symbol | Crm |
Crm Long/short '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 Long/short'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 Long/short.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Crm Long/short on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Crm Longshort Opport or generate 0.0% return on investment in Crm Long/short over 30 days. Crm Long/short is related to or competes with Crm All, Crm Small/mid, Crm Small, Crm Mid, Crm Mid, Crm All, and Crm Small/mid. The fund invests at least 80 percent of its assets in long and short positions in equity and equity related securities o... More
Crm Long/short 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 Long/short'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 Longshort Opport upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5086 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.8627 |
Crm Long/short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crm Long/short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crm Long/short's standard deviation. In reality, there are many statistical measures that can use Crm Long/short historical prices to predict the future Crm Long/short's volatility.| Risk Adjusted Performance | 0.1045 | |||
| Jensen Alpha | 0.0612 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 1.45 |
Crm Longshort Opport Backtested Returns
At this stage we consider Crm Mutual Fund to be very steady. Crm Longshort Opport 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. We have found twenty-eight technical indicators for Crm Longshort Opport, which you can use to evaluate the volatility of the entity. Please confirm Crm Long/short's Mean Deviation of 0.4034, downside deviation of 0.5086, and Risk Adjusted Performance of 0.1045 to double-check if the risk estimate we provide is consistent with the expected return of 0.0688%. The fund shows a Beta (market volatility) of 0.0461, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crm Long/short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crm Long/short is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Crm Longshort Opport has modest predictability. Overlapping area represents the amount of predictability between Crm Long/short time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 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 Crm Longshort Opport price movement. The serial correlation of 0.53 indicates that about 53.0% of current Crm Long/short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Crm Longshort Opport lagged returns against current returns
Autocorrelation, which is Crm Long/short 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 Long/short's mutual fund expected returns. We can calculate the autocorrelation of Crm Long/short returns to help us make a trade decision. For example, suppose you find that Crm Long/short 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 Long/short 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 Long/short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crm Long/short 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 Long/short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crm Long/short Lagged Returns
When evaluating Crm Long/short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crm Long/short mutual fund have on its future price. Crm Long/short 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 Long/short autocorrelation shows the relationship between Crm Long/short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crm Longshort Opport.
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 Long/short 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 Long/short security.
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