Ci Target 2028 Fund Market Value
| CTMA Fund | 19.97 0.01 0.05% |
| Symbol | CTMA |
CI Target '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 CI Target'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 CI Target.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in CI Target on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding CI Target 2028 or generate 0.0% return on investment in CI Target over 30 days.
CI Target 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 CI Target'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 CI Target 2028 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1616 | |||
| Information Ratio | (0.66) | |||
| Maximum Drawdown | 0.6009 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1005 |
CI Target Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CI Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CI Target's standard deviation. In reality, there are many statistical measures that can use CI Target historical prices to predict the future CI Target's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (0.17) |
CI Target 2028 Backtested Returns
As of now, CTMA Fund is very steady. CI Target 2028 retains Efficiency (Sharpe Ratio) of 0.0741, which signifies that the fund had a 0.0741 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for CI Target, which you can use to evaluate the volatility of the entity. Please confirm CI Target's Standard Deviation of 0.0894, market risk adjusted performance of (0.16), and Coefficient Of Variation of 1349.72 to double-check if the risk estimate we provide is consistent with the expected return of 0.0066%. The fund owns a Beta (Systematic Risk) of 0.0203, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CI Target's returns are expected to increase less than the market. However, during the bear market, the loss of holding CI Target is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
CI Target 2028 has poor predictability. Overlapping area represents the amount of predictability between CI Target time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CI Target 2028 price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current CI Target price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CI Target 2028 lagged returns against current returns
Autocorrelation, which is CI Target 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 CI Target's fund expected returns. We can calculate the autocorrelation of CI Target returns to help us make a trade decision. For example, suppose you find that CI Target 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 |
CI Target 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 CI Target fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CI Target fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CI Target fund over time.
Current vs Lagged Prices |
| Timeline |
CI Target Lagged Returns
When evaluating CI Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CI Target fund have on its future price. CI Target 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, CI Target autocorrelation shows the relationship between CI Target fund current value and its past values and can show if there is a momentum factor associated with investing in CI Target 2028.
Regressed Prices |
| Timeline |
Pair Trading with CI Target
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 CI Target 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 CI Target will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to CI Target could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CI Target 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 CI Target - 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 CI Target 2028 to buy it.
The correlation of CI Target 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 CI Target moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CI Target 2028 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 CI Target 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.| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |