Chn Strs Insti Fund Market Value
| GRSIX Fund | USD 9.65 0.01 0.10% |
| Symbol | Chn |
Chn Strs '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 Chn Strs' 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 Chn Strs.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Chn Strs on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Chn Strs Insti or generate 0.0% return on investment in Chn Strs over 30 days. Chn Strs is related to or competes with Barings Active, Mirova Global, Transamerica Emerging, T Rowe, Sterling Capital, and Nebraska Municipal. The fund seeks to invest at least 80 percent of its net assets, plus borrowings for investment purposes, in publicly tra... More
Chn Strs 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 Chn Strs' 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 Chn Strs Insti upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 0.9585 |
Chn Strs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chn Strs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chn Strs' standard deviation. In reality, there are many statistical measures that can use Chn Strs historical prices to predict the future Chn Strs' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.08) |
Chn Strs Insti Backtested Returns
At this stage we consider Chn Mutual Fund to be very steady. Chn Strs Insti secures Sharpe Ratio (or Efficiency) of 0.015, which signifies that the fund had a 0.015% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Chn Strs Insti, which you can use to evaluate the volatility of the entity. Please confirm Chn Strs' Mean Deviation of 0.5543, insignificant risk adjusted performance, and Standard Deviation of 0.6977 to double-check if the risk estimate we provide is consistent with the expected return of 0.0106%. The fund shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chn Strs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Chn Strs is expected to be smaller as well.
Auto-correlation | -0.48 |
Modest reverse predictability
Chn Strs Insti has modest reverse predictability. Overlapping area represents the amount of predictability between Chn Strs time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Chn Strs Insti price movement. The serial correlation of -0.48 indicates that about 48.0% of current Chn Strs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Chn Strs Insti lagged returns against current returns
Autocorrelation, which is Chn Strs 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 Chn Strs' mutual fund expected returns. We can calculate the autocorrelation of Chn Strs returns to help us make a trade decision. For example, suppose you find that Chn Strs 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 |
Chn Strs 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 Chn Strs mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chn Strs mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chn Strs mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Chn Strs Lagged Returns
When evaluating Chn Strs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chn Strs mutual fund have on its future price. Chn Strs 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, Chn Strs autocorrelation shows the relationship between Chn Strs mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Chn Strs Insti.
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 Chn Mutual Fund
Chn Strs financial ratios help investors to determine whether Chn 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 Chn with respect to the benefits of owning Chn Strs security.
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