Columbia Disciplined Value Fund Market Value
| CVQZX Fund | USD 8.90 0.08 0.91% |
| 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.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Columbia Disciplined on January 8, 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 30 days. Columbia Disciplined is related to or competes with Hennessy Cornerstone, Boston Partners, Mutual Of, Ab Small, Palm Valley, and American Century. 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.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.06 |
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 | (0.1) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.35) |
Columbia Disciplined Backtested Returns
Columbia Disciplined secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of risk over the last 3 months. Columbia Disciplined Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Columbia Disciplined's Risk Adjusted Performance of (0.1), mean deviation of 0.6984, and Standard Deviation of 1.4 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.53, 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 | -0.58 |
Good reverse predictability
Columbia Disciplined Value has good reverse predictability. Overlapping area represents the amount of predictability between Columbia Disciplined time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 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 Columbia Disciplined price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Columbia Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Columbia Disciplined lagged returns against current returns
Autocorrelation, which is Columbia Disciplined 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 Columbia Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Columbia Disciplined returns to help us make a trade decision. For example, suppose you find that Columbia Disciplined 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 |
Columbia Disciplined 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 Columbia Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Disciplined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Disciplined Lagged Returns
When evaluating Columbia Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Disciplined mutual fund have on its future price. Columbia Disciplined 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, Columbia Disciplined autocorrelation shows the relationship between Columbia Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Disciplined Value.
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 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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