Columbia Disciplined Value Fund Market Value
| CVQZX Fund | USD 9.04 0.03 0.33% |
| Symbol | Columbia |
Columbia Disciplined '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 Columbia Disciplined'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 Columbia Disciplined.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Columbia Disciplined on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Disciplined Value or generate 0.0% return on investment in Columbia Disciplined over 90 days. Columbia Disciplined is related to or competes with Morningstar Global, Gamco Global, Rbc Bluebay, Dodge Cox, Harding Loevner, Asg Global, and Morgan Stanley. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of companies... More
Columbia Disciplined 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 Columbia Disciplined'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 Columbia Disciplined Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7401 | |||
| Information Ratio | 0.1226 | |||
| Maximum Drawdown | 12.79 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.28 |
Columbia Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Disciplined's standard deviation. In reality, there are many statistical measures that can use Columbia Disciplined historical prices to predict the future Columbia Disciplined's volatility.| Risk Adjusted Performance | 0.1324 | |||
| Jensen Alpha | 0.2139 | |||
| Total Risk Alpha | 0.1131 | |||
| Sortino Ratio | 0.2538 | |||
| Treynor Ratio | 0.4135 |
Columbia Disciplined January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1324 | |||
| Market Risk Adjusted Performance | 0.4235 | |||
| Mean Deviation | 0.7258 | |||
| Semi Deviation | 0.3316 | |||
| Downside Deviation | 0.7401 | |||
| Coefficient Of Variation | 575.74 | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.35 | |||
| Information Ratio | 0.1226 | |||
| Jensen Alpha | 0.2139 | |||
| Total Risk Alpha | 0.1131 | |||
| Sortino Ratio | 0.2538 | |||
| Treynor Ratio | 0.4135 | |||
| Maximum Drawdown | 12.79 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.5477 | |||
| Semi Variance | 0.1099 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 5.73 | |||
| Kurtosis | 41.34 |
Columbia Disciplined Backtested Returns
Columbia Disciplined appears to be not too volatile, given 3 months investment horizon. Columbia Disciplined secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Columbia Disciplined Value, which you can use to evaluate the volatility of the entity. Please makes use of Columbia Disciplined's Mean Deviation of 0.7258, risk adjusted performance of 0.1324, and Downside Deviation of 0.7401 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Disciplined is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Columbia Disciplined Value has below average predictability. Overlapping area represents the amount of predictability between Columbia Disciplined time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Columbia Disciplined price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Columbia Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Columbia Mutual Fund
Columbia Disciplined financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Disciplined security.
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