Crm All Cap Fund Market Value
| CRMEX Fund | USD 7.98 0.04 0.50% |
| 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.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Crm All on October 28, 2024 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 Crm Small/mid, Crm All, Crm Small, Crm Small/mid, and Crm Small. 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.
| Downside Deviation | 0.8676 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.48 |
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 | 0.0783 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0774 |
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
At this stage we consider Crm Mutual Fund to be not too volatile. Crm All Cap secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Crm All Cap, which you can use to evaluate the volatility of the entity. Please confirm Crm All's Mean Deviation of 0.716, downside deviation of 0.8676, and Risk Adjusted Performance of 0.0783 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 1.09, which signifies a somewhat significant risk relative to the market. 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 | 0.88 |
Very good predictability
Crm All Cap has very good predictability. Overlapping area represents the amount of predictability between Crm All time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 All Cap price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Crm All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.6 | |
| 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.
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