CS Real (Switzerland) Market Value
| CSLP Fund | CHF 157.50 0.50 0.32% |
| Symbol | CSLP |
Please note, there is a significant difference between CS Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if CS Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CS Real'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.
CS Real '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 CS Real's 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 CS Real.
| 10/25/2023 |
| 12/18/2024 |
If you would invest 0.00 in CS Real on October 25, 2023 and sell it all today you would earn a total of 0.00 from holding CS Real Estate or generate 0.0% return on investment in CS Real over 420 days. CS Real is related to or competes with SPDR Dow, Baloise Holding, SPDR FTSE, Banque Cantonale, UBS ETF, BB Biotech, and Amundi Index. More
CS Real 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 CS Real's 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 CS Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0535 | |||
| Maximum Drawdown | 6.5 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.66 |
CS Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CS Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CS Real's standard deviation. In reality, there are many statistical measures that can use CS Real historical prices to predict the future CS Real's volatility.| Risk Adjusted Performance | 0.0657 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.0532 | |||
| Sortino Ratio | 0.0391 | |||
| Treynor Ratio | (0.26) |
CS Real Estate Backtested Returns
At this stage we consider CSLP Fund to be very steady. CS Real Estate retains Efficiency (Sharpe Ratio) of 0.0796, which signifies that the fund had a 0.0796% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for CS Real, which you can use to evaluate the volatility of the entity. Please confirm CS Real's Standard Deviation of 1.16, market risk adjusted performance of (0.25), and Coefficient Of Variation of 1270.64 to double-check if the risk estimate we provide is consistent with the expected return of 0.092%. The fund owns a Beta (Systematic Risk) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CS Real are expected to decrease at a much lower rate. During the bear market, CS Real is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
CS Real Estate has good predictability. Overlapping area represents the amount of predictability between CS Real time series from 25th of October 2023 to 22nd of May 2024 and 22nd of May 2024 to 18th of December 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 CS Real Estate price movement. The serial correlation of 0.67 indicates that around 67.0% of current CS Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 16.99 |
CS Real Estate lagged returns against current returns
Autocorrelation, which is CS Real 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 CS Real's fund expected returns. We can calculate the autocorrelation of CS Real returns to help us make a trade decision. For example, suppose you find that CS Real has exhibited high autocorrelation historically, and you observe that the 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 |
CS Real 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 CS Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CS Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CS Real fund over time.
Current vs Lagged Prices |
| Timeline |
CS Real Lagged Returns
When evaluating CS Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CS Real fund have on its future price. CS Real 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, CS Real autocorrelation shows the relationship between CS Real fund current value and its past values and can show if there is a momentum factor associated with investing in CS Real Estate.
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 CSLP Fund
CS Real financial ratios help investors to determine whether CSLP 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 CSLP with respect to the benefits of owning CS Real security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |