Crm Small Cap Fund Market Value
| CRMSX Fund | USD 16.32 0.13 0.79% |
| Symbol | Crm |
Crm Small '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 Small'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 Small.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Crm Small on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Crm Small Cap or generate 0.0% return on investment in Crm Small over 30 days. Crm Small is related to or competes with Wasatch Small, Small Cap, Cullen High, and Buffalo Mid. The fund, under normal circumstances, invests at least 80 percent of its assets in equity and equity related securities ... More
Crm Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.873 | |||
| Information Ratio | 0.0328 | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.94 |
Crm Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crm Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crm Small's standard deviation. In reality, there are many statistical measures that can use Crm Small historical prices to predict the future Crm Small's volatility.| Risk Adjusted Performance | 0.1061 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.1133 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crm Small'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 Small Cap Backtested Returns
At this stage we consider Crm Mutual Fund to be very steady. Crm Small Cap secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Crm Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Crm Small's Downside Deviation of 0.873, mean deviation of 0.8787, and Risk Adjusted Performance of 0.1061 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 1.44, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Crm Small will likely underperform.
Auto-correlation | 0.85 |
Very good predictability
Crm Small Cap has very good predictability. Overlapping area represents the amount of predictability between Crm Small 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 Small Cap price movement. The serial correlation of 0.85 indicates that around 85.0% of current Crm Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Crm Small Cap lagged returns against current returns
Autocorrelation, which is Crm Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Crm Small returns to help us make a trade decision. For example, suppose you find that Crm Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crm Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crm Small Lagged Returns
When evaluating Crm Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crm Small mutual fund have on its future price. Crm Small 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 Small autocorrelation shows the relationship between Crm Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crm Small 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 Small 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 Small security.
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