Carillon Reams Unconstrained Fund Market Value
| SUBTX Fund | USD 12.49 0.08 0.64% |
| Symbol | Carillon |
Carillon Reams '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 Carillon Reams' 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 Carillon Reams.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Carillon Reams on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Carillon Reams Unconstrained or generate 0.0% return on investment in Carillon Reams over 720 days. Carillon Reams is related to or competes with Commonwealth Global, T Rowe, Ab Global, Dodge Cox, Ab Global, Us Global, and Vanguard Global. The fund pursues its objective by investing at least 80 percent of its net assets in fixed income instruments More
Carillon Reams 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 Carillon Reams' 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 Carillon Reams Unconstrained upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.67) | |||
| Maximum Drawdown | 0.9681 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.2406 |
Carillon Reams Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carillon Reams' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carillon Reams' standard deviation. In reality, there are many statistical measures that can use Carillon Reams historical prices to predict the future Carillon Reams' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (9.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carillon Reams' 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.
Carillon Reams Uncon Backtested Returns
At this stage we consider Carillon Mutual Fund to be very steady. Carillon Reams Uncon secures Sharpe Ratio (or Efficiency) of 0.0132, which signifies that the fund had a 0.0132% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Carillon Reams Unconstrained, which you can use to evaluate the volatility of the entity. Please confirm Carillon Reams' Mean Deviation of 0.1463, standard deviation of 0.1986, and Risk Adjusted Performance of (0.04) to double-check if the risk estimate we provide is consistent with the expected return of 0.0028%. The fund shows a Beta (market volatility) of 0.0013, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Carillon Reams' returns are expected to increase less than the market. However, during the bear market, the loss of holding Carillon Reams is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Carillon Reams Unconstrained has virtually no predictability. Overlapping area represents the amount of predictability between Carillon Reams time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Carillon Reams Uncon price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Carillon Reams price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Carillon Reams Uncon lagged returns against current returns
Autocorrelation, which is Carillon Reams 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 Carillon Reams' mutual fund expected returns. We can calculate the autocorrelation of Carillon Reams returns to help us make a trade decision. For example, suppose you find that Carillon Reams 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 |
Carillon Reams 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 Carillon Reams mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carillon Reams mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carillon Reams mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Carillon Reams Lagged Returns
When evaluating Carillon Reams' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carillon Reams mutual fund have on its future price. Carillon Reams 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, Carillon Reams autocorrelation shows the relationship between Carillon Reams mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Carillon Reams Unconstrained.
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 Carillon Mutual Fund
Carillon Reams financial ratios help investors to determine whether Carillon 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 Carillon with respect to the benefits of owning Carillon Reams security.
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