Cullen Small Cap Fund Market Value
| CUSCX Fund | USD 13.87 0.08 0.57% |
| Symbol | Cullen |
Cullen Small '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 Cullen Small'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 Cullen Small.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Cullen Small on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Cullen Small Cap or generate 0.0% return on investment in Cullen Small over 30 days. Cullen Small is related to or competes with John Hancock, Icon Financial, Gabelli Global, Transamerica Financial, Pimco Capital, and Royce Global. The fund invests at least 80 percent of its net assets, plus borrowings for investment purposes, in small-capitalization... More
Cullen Small 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 Cullen Small'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 Cullen Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.26 |
Cullen Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cullen Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cullen Small's standard deviation. In reality, there are many statistical measures that can use Cullen Small historical prices to predict the future Cullen Small's volatility.| Risk Adjusted Performance | 0.0451 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0469 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cullen Small's 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.
Cullen Small Cap Backtested Returns
At this stage we consider Cullen Mutual Fund to be very steady. Cullen Small Cap secures Sharpe Ratio (or Efficiency) of 0.0651, which signifies that the fund had a 0.0651% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cullen Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Cullen Small's Downside Deviation of 1.29, risk adjusted performance of 0.0451, and Mean Deviation of 1.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.0997%. The fund shows a Beta (market volatility) of 1.48, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cullen Small will likely underperform.
Auto-correlation | 0.86 |
Very good predictability
Cullen Small Cap has very good predictability. Overlapping area represents the amount of predictability between Cullen Small time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Cullen Small Cap price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Cullen Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Cullen Small Cap lagged returns against current returns
Autocorrelation, which is Cullen Small 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 Cullen Small's mutual fund expected returns. We can calculate the autocorrelation of Cullen Small returns to help us make a trade decision. For example, suppose you find that Cullen Small 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 |
Cullen Small 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 Cullen Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cullen Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cullen Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cullen Small Lagged Returns
When evaluating Cullen Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cullen Small mutual fund have on its future price. Cullen Small 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, Cullen Small autocorrelation shows the relationship between Cullen Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cullen Small Cap.
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 Cullen Mutual Fund
Cullen Small financial ratios help investors to determine whether Cullen 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 Cullen with respect to the benefits of owning Cullen Small security.
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