Cohen And Steers Fund Market Value
| CSRIX Fund | USD 51.23 0.15 0.29% |
| Symbol | Cohen |
Cohen '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'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 Cohen.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Cohen on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Cohen And Steers or generate 0.0% return on investment in Cohen over 30 days. Cohen is related to or competes with Vanguard Reit, Vanguard Reit, Vanguard Reit, Dfa Real, and Cohen Steers. The fund invests at least 80, and normally substantially all, of its total assets in common stocks and other equity secu... More
Cohen 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'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 Cohen And Steers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9008 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.27 |
Cohen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen's standard deviation. In reality, there are many statistical measures that can use Cohen historical prices to predict the future Cohen's volatility.| Risk Adjusted Performance | 0.0459 | |||
| Jensen Alpha | 0.03 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.3819 |
Cohen And Steers Backtested Returns
At this stage we consider Cohen Mutual Fund to be very steady. Cohen And Steers secures Sharpe Ratio (or Efficiency) of 0.0177, which signifies that the fund had a 0.0177% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cohen And Steers, which you can use to evaluate the volatility of the entity. Please confirm Cohen's Mean Deviation of 0.6812, risk adjusted performance of 0.0459, and Downside Deviation of 0.9008 to double-check if the risk estimate we provide is consistent with the expected return of 0.0151%. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cohen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cohen is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Cohen And Steers has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cohen time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Cohen And Steers price movement. The serial correlation of -0.18 indicates that over 18.0% of current Cohen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Cohen And Steers lagged returns against current returns
Autocorrelation, which is Cohen 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 Cohen's mutual fund expected returns. We can calculate the autocorrelation of Cohen returns to help us make a trade decision. For example, suppose you find that Cohen 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 |
Cohen 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cohen Lagged Returns
When evaluating Cohen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen mutual fund have on its future price. Cohen 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 autocorrelation shows the relationship between Cohen mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cohen And Steers.
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 Cohen Mutual Fund
Cohen financial ratios help investors to determine whether Cohen 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 Cohen with respect to the benefits of owning Cohen security.
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