Columbia Diversified Equity Fund Market Value
| INDZX Fund | USD 18.65 0.08 0.43% |
| Symbol | Columbia |
Columbia Diversified '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 Diversified'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 Diversified.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Columbia Diversified on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Diversified Equity or generate 0.0% return on investment in Columbia Diversified over 90 days. Columbia Diversified is related to or competes with Inflation Protected, Credit Suisse, Asg Managed, and Simt Multi-asset. The funds assets primarily are invested in equity securities More
Columbia Diversified 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 Diversified'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 Diversified Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.676 | |||
| Information Ratio | 0.1279 | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.26 |
Columbia Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Diversified's standard deviation. In reality, there are many statistical measures that can use Columbia Diversified historical prices to predict the future Columbia Diversified's volatility.| Risk Adjusted Performance | 0.1477 | |||
| Jensen Alpha | 0.1392 | |||
| Total Risk Alpha | 0.1075 | |||
| Sortino Ratio | 0.2148 | |||
| Treynor Ratio | 0.1964 |
Columbia Diversified January 26, 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 | 0.1477 | |||
| Market Risk Adjusted Performance | 0.2064 | |||
| Mean Deviation | 0.6659 | |||
| Semi Deviation | 0.3425 | |||
| Downside Deviation | 0.676 | |||
| Coefficient Of Variation | 507.88 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.1279 | |||
| Jensen Alpha | 0.1392 | |||
| Total Risk Alpha | 0.1075 | |||
| Sortino Ratio | 0.2148 | |||
| Treynor Ratio | 0.1964 | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 0.457 | |||
| Semi Variance | 0.1173 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 4.03 | |||
| Kurtosis | 25.91 |
Columbia Diversified Backtested Returns
Columbia Diversified appears to be out of control, given 3 months investment horizon. Columbia Diversified secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Columbia Diversified Equity, which you can use to evaluate the volatility of the entity. Please makes use of Columbia Diversified's Mean Deviation of 0.6659, downside deviation of 0.676, and Risk Adjusted Performance of 0.1477 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.09, which signifies a somewhat significant risk relative to the market. Columbia Diversified returns are very sensitive to returns on the market. As the market goes up or down, Columbia Diversified is expected to follow.
Auto-correlation | 0.51 |
Modest predictability
Columbia Diversified Equity has modest predictability. Overlapping area represents the amount of predictability between Columbia Diversified time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Diversified price movement. The serial correlation of 0.51 indicates that about 51.0% of current Columbia Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 Diversified 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 Diversified security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |