Corn Futures Commodity Market Value
| ZCUSX Commodity | 430.50 6.50 1.53% |
| Symbol | Corn |
Corn Futures '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 Corn Futures' commodity 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 Corn Futures.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Corn Futures on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Corn Futures or generate 0.0% return on investment in Corn Futures over 90 days.
Corn Futures 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 Corn Futures' commodity 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 Corn Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.53 |
Corn Futures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Corn Futures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Corn Futures' standard deviation. In reality, there are many statistical measures that can use Corn Futures historical prices to predict the future Corn Futures' volatility.| Risk Adjusted Performance | 0.0322 | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1497 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Corn Futures' 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.
Corn Futures 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 | 0.0322 | |||
| Market Risk Adjusted Performance | 0.1597 | |||
| Mean Deviation | 0.8307 | |||
| Semi Deviation | 1.26 | |||
| Downside Deviation | 1.3 | |||
| Coefficient Of Variation | 2563.32 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.33 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1497 | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.53 | |||
| Downside Variance | 1.68 | |||
| Semi Variance | 1.59 | |||
| Expected Short fall | (0.90) | |||
| Skewness | (1.74) | |||
| Kurtosis | 6.89 |
Corn Futures Backtested Returns
At this stage we consider Corn Commodity to be very steady. Corn Futures secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the commodity had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Corn Futures, which you can use to evaluate the volatility of the entity. Please confirm Corn Futures' Mean Deviation of 0.8307, downside deviation of 1.3, and Risk Adjusted Performance of 0.0322 to double-check if the risk estimate we provide is consistent with the expected return of 0.001%. The commodity shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Corn Futures' returns are expected to increase less than the market. However, during the bear market, the loss of holding Corn Futures is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
Corn Futures has modest reverse predictability. Overlapping area represents the amount of predictability between Corn Futures 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 Corn Futures price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Corn Futures price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 104.41 |