Cohen Steers Realty Fund Market Value
| CSRSX Fund | USD 71.02 0.36 0.51% |
| Symbol | Cohen |
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' 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 Steers.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Cohen Steers on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Cohen Steers Realty or generate 0.0% return on investment in Cohen Steers over 30 days. Cohen Steers is related to or competes with Commodityrealreturn, Oakmark International, Third Avenue, and Large Cap. Under normal market conditions, the fund invests at least 80 percent of its total assets in common stocks and other equi... 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' 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 Steers Realty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8983 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.24 |
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 | 0.0545 | |||
| Jensen Alpha | 0.0451 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 1.37 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cohen Steers' 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.
Cohen Steers Realty Backtested Returns
At this stage we consider Cohen Mutual Fund to be very steady. Cohen Steers Realty secures Sharpe Ratio (or Efficiency) of 0.0437, which signifies that the fund had a 0.0437% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cohen Steers Realty, which you can use to evaluate the volatility of the entity. Please confirm Cohen Steers' Downside Deviation of 0.8983, mean deviation of 0.6781, and Risk Adjusted Performance of 0.0545 to double-check if the risk estimate we provide is consistent with the expected return of 0.0367%. The fund shows a Beta (market volatility) of 0.0361, which signifies not very significant fluctuations relative to the market. 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 | -0.03 |
Very weak reverse predictability
Cohen Steers Realty has very weak reverse predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Steers Realty price movement. The serial correlation of -0.03 indicates that only 3.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Cohen Steers Realty lagged returns against current returns
Autocorrelation, which is Cohen Steers 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 Steers' mutual fund 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 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers 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 Steers mutual fund 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 mutual fund 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 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers Realty.
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 Steers 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 Steers security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |