Columbia International Equity Etf Market Value
| INEQ Etf | 37.24 0.07 0.19% |
| Symbol | Columbia |
The market value of Columbia International is measured differently than its book value, which is the value of Columbia that is recorded on the company's balance sheet. Investors also form their own opinion of Columbia International's value that differs from its market value or its book value, called intrinsic value, which is Columbia International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Columbia International's market value can be influenced by many factors that don't directly affect Columbia International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Columbia International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Columbia International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Columbia International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Columbia International '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 International's etf 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 International.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Columbia International on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia International Equity or generate 0.0% return on investment in Columbia International over 30 days. Columbia International is related to or competes with Collaborative Investment, VanEck Morningstar, Matthews International, SPDR MSCI, Xtrackers Emerging, Hartford Multifactor, and American Century. Columbia International is entity of United States More
Columbia International 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 International's etf 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 International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6965 | |||
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.1 |
Columbia International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia International's standard deviation. In reality, there are many statistical measures that can use Columbia International historical prices to predict the future Columbia International's volatility.| Risk Adjusted Performance | 0.1162 | |||
| Jensen Alpha | 0.0508 | |||
| Total Risk Alpha | 0.0335 | |||
| Sortino Ratio | 0.0413 | |||
| Treynor Ratio | 0.1442 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Columbia International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Columbia International Backtested Returns
Currently, Columbia International Equity is very steady. Columbia International secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the etf had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Columbia International Equity, which you can use to evaluate the volatility of the entity. Please confirm Columbia International's Downside Deviation of 0.6965, risk adjusted performance of 0.1162, and Mean Deviation of 0.5161 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia International is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Columbia International Equity has modest predictability. Overlapping area represents the amount of predictability between Columbia International time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 International price movement. The serial correlation of 0.5 indicates that about 50.0% of current Columbia International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Columbia International lagged returns against current returns
Autocorrelation, which is Columbia International etf'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 International's etf expected returns. We can calculate the autocorrelation of Columbia International returns to help us make a trade decision. For example, suppose you find that Columbia International has exhibited high autocorrelation historically, and you observe that the etf 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 International 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 International etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia International etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia International etf over time.
Current vs Lagged Prices |
| Timeline |
Columbia International Lagged Returns
When evaluating Columbia International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia International etf have on its future price. Columbia International 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 International autocorrelation shows the relationship between Columbia International etf current value and its past values and can show if there is a momentum factor associated with investing in Columbia International Equity.
Regressed Prices |
| Timeline |
Pair Trading with Columbia International
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Columbia International position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Columbia International will appreciate offsetting losses from the drop in the long position's value.Moving together with Columbia Etf
| 0.99 | EFV | iShares MSCI EAFE | PairCorr |
| 0.98 | FNDF | Schwab Fundamental | PairCorr |
| 0.99 | VYMI | Vanguard International | PairCorr |
| 0.98 | IDV | iShares International | PairCorr |
| 0.98 | DFIV | Dimensional International | PairCorr |
Moving against Columbia Etf
The ability to find closely correlated positions to Columbia International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Columbia International when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Columbia International - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Columbia International Equity to buy it.
The correlation of Columbia International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Columbia International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Columbia International moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Columbia International can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Columbia International Correlation, Columbia International Volatility and Columbia International Alpha and Beta module to complement your research on Columbia International. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Columbia International technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.