Cohen Steers Etf Market Value
| CSSD Etf | 25.10 0.01 0.04% |
| 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' 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.
| 01/04/2025 |
| 12/30/2025 |
If you would invest 0.00 in Cohen Steers on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Cohen Steers ETF or generate 0.0% return on investment in Cohen Steers over 360 days.
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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.72) | |||
| Maximum Drawdown | 0.1202 | |||
| Potential Upside | 0.1202 |
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 | 0.4909 | |||
| Jensen Alpha | 0.0368 | |||
| Total Risk Alpha | 0.0309 | |||
| Treynor Ratio | (22.91) |
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 ETF Backtested Returns
At this point, Cohen Steers is very steady. Cohen Steers ETF secures Sharpe Ratio (or Efficiency) of 0.9, which signifies that the etf had a 0.9 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Cohen Steers ETF, which you can use to evaluate the volatility of the entity. Please confirm Cohen Steers' Mean Deviation of 0.0477, standard deviation of 0.0535, and Risk Adjusted Performance of 0.4909 to double-check if the risk estimate we provide is consistent with the expected return of 0.0461%. The etf shows a Beta (market volatility) of -0.0016, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cohen Steers are expected to decrease at a much lower rate. During the bear market, Cohen Steers is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Cohen Steers ETF has no correlation between past and present. Overlapping area represents the amount of predictability between Cohen Steers time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th 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 ETF price movement. The serial correlation of 0.0 indicates that just 0.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cohen Steers ETF 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 ETF.
Regressed Prices |
| Timeline |