Columbia Large Cap Fund Market Value
| NFEPX Fund | USD 22.62 0.11 0.49% |
| Symbol | Columbia |
Columbia Large '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 Large'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 Large.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Columbia Large on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Large Cap or generate 0.0% return on investment in Columbia Large over 90 days. Columbia Large is related to or competes with Doubleline Emerging, Rbc Emerging, Rbb Fund, Dws Emerging, Shelton Emerging, Extended Market, and T Rowe. The fund invests at least 80 percent of its net assets in equity securities of large-capitalization companies, primarily... More
Columbia Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.69 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.48 |
Columbia Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Large's standard deviation. In reality, there are many statistical measures that can use Columbia Large historical prices to predict the future Columbia Large's volatility.| Risk Adjusted Performance | 0.0197 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0169 |
Columbia Large 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 | 0.0197 | |||
| Market Risk Adjusted Performance | 0.0269 | |||
| Mean Deviation | 0.7191 | |||
| Semi Deviation | 1.1 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 4275.06 | |||
| Standard Deviation | 0.9809 | |||
| Variance | 0.9621 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0169 | |||
| Maximum Drawdown | 4.69 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 1.33 | |||
| Semi Variance | 1.21 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.37) | |||
| Kurtosis | 0.4878 |
Columbia Large Cap Backtested Returns
Columbia Large Cap secures Sharpe Ratio (or Efficiency) of -0.0271, which signifies that the fund had a -0.0271 % return per unit of risk over the last 3 months. Columbia Large Cap exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Columbia Large's Downside Deviation of 1.15, mean deviation of 0.7191, and Risk Adjusted Performance of 0.0197 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Large is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Columbia Large Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Columbia Large 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 Large Cap price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Columbia Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 Large 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 Large security.
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