Cullen Value Fund Market Value
| CVLFX Fund | USD 14.80 0.05 0.34% |
| Symbol | Cullen |
Cullen Value '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 Value'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 Value.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Cullen Value on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Cullen Value Fund or generate 0.0% return on investment in Cullen Value over 540 days. Cullen Value is related to or competes with Tax-managed, Kinetics Small, Vanguard Small-cap, Qs Us, T Rowe, and Fisher Small. The investment seeks long-term capital appreciation and current income More
Cullen Value 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 Value'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 Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5791 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.57 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.07 |
Cullen Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cullen Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cullen Value's standard deviation. In reality, there are many statistical measures that can use Cullen Value historical prices to predict the future Cullen Value's volatility.| Risk Adjusted Performance | 0.1021 | |||
| Jensen Alpha | 0.0866 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (2.59) |
Cullen Value Backtested Returns
At this stage we consider Cullen Mutual Fund to be very steady. Cullen Value secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cullen Value Fund, which you can use to evaluate the volatility of the entity. Please confirm Cullen Value's Risk Adjusted Performance of 0.1021, mean deviation of 0.5201, and Downside Deviation of 0.5791 to double-check if the risk estimate we provide is consistent with the expected return of 0.0925%. The fund shows a Beta (market volatility) of -0.0318, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cullen Value are expected to decrease at a much lower rate. During the bear market, Cullen Value is likely to outperform the market.
Auto-correlation | -0.33 |
Poor reverse predictability
Cullen Value Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Cullen Value time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 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 Value price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Cullen Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Cullen Value lagged returns against current returns
Autocorrelation, which is Cullen Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Cullen Value returns to help us make a trade decision. For example, suppose you find that Cullen Value 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 Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cullen Value 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 Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cullen Value Lagged Returns
When evaluating Cullen Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cullen Value mutual fund have on its future price. Cullen Value 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 Value autocorrelation shows the relationship between Cullen Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cullen Value Fund.
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 Value 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 Value security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |