Cohen Steers Natural Etf Market Value
| CSNR Etf | 31.00 0.11 0.35% |
| Symbol | Cohen |
The market value of Cohen Steers Natural is measured differently than its book value, which is the value of Cohen that is recorded on the company's balance sheet. Investors also form their own opinion of Cohen Steers' value that differs from its market value or its book value, called intrinsic value, which is Cohen Steers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cohen Steers' market value can be influenced by many factors that don't directly affect Cohen Steers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cohen Steers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Cohen Steers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cohen Steers' 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.
Cohen Steers '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 Cohen Steers' etf 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 Cohen Steers.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Cohen Steers on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Cohen Steers Natural or generate 0.0% return on investment in Cohen Steers over 180 days. Cohen Steers is related to or competes with Goldman Sachs, Trust For, Invesco FTSE, Xtrackers, SPDR MSCI, Dimensional ETF, and IShares Dynamic. Cohen Steers is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Cohen Steers 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 Cohen Steers' etf 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 Cohen Steers Natural upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0665 | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.59 |
Cohen Steers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen Steers' standard deviation. In reality, there are many statistical measures that can use Cohen Steers historical prices to predict the future Cohen Steers' volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.0818 | |||
| Total Risk Alpha | 0.0404 | |||
| Sortino Ratio | 0.0609 | |||
| Treynor Ratio | 0.1568 |
Cohen Steers Natural Backtested Returns
Currently, Cohen Steers Natural is very steady. Cohen Steers Natural secures Sharpe Ratio (or Efficiency) of 0.0964, which signifies that the etf had a 0.0964 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cohen Steers Natural, which you can use to evaluate the volatility of the entity. Please confirm Cohen Steers' Mean Deviation of 0.8521, risk adjusted performance of 0.0945, and Downside Deviation of 1.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cohen Steers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cohen Steers is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Cohen Steers Natural has very good predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Cohen Steers Natural price movement. The serial correlation of 0.8 indicates that around 80.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Cohen Steers Natural lagged returns against current returns
Autocorrelation, which is Cohen Steers etf'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 Cohen Steers' etf expected returns. We can calculate the autocorrelation of Cohen Steers returns to help us make a trade decision. For example, suppose you find that Cohen Steers has exhibited high autocorrelation historically, and you observe that the etf 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 |
Cohen Steers 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 Cohen Steers etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen Steers etf over time.
Current vs Lagged Prices |
| Timeline |
Cohen Steers Lagged Returns
When evaluating Cohen Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen Steers etf have on its future price. Cohen Steers 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, Cohen Steers autocorrelation shows the relationship between Cohen Steers etf current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers Natural.
Regressed Prices |
| Timeline |
Pair Trading with Cohen Steers
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cohen Steers position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cohen Steers will appreciate offsetting losses from the drop in the long position's value.Moving against Cohen Etf
The ability to find closely correlated positions to Cohen Steers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cohen Steers when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cohen Steers - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cohen Steers Natural to buy it.
The correlation of Cohen Steers is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cohen Steers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cohen Steers Natural moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cohen Steers can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Cohen Steers Correlation, Cohen Steers Volatility and Cohen Steers Alpha and Beta module to complement your research on Cohen Steers. To learn how to invest in Cohen Etf, please use our How to Invest in Cohen Steers guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Cohen Steers technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.