Corn Futures Commodity Performance

ZCUSX Commodity   428.75  1.50  0.35%   
The commodity shows a Beta (market volatility) of 0.0767, 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.

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Corn Futures has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Corn Futures is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
  

Corn Futures Relative Risk vs. Return Landscape

If you would invest  44,150  in Corn Futures on November 13, 2025 and sell it today you would lose (1,275) from holding Corn Futures or give up 2.89% of portfolio value over 90 days. Corn Futures is currently producing negative expected returns and takes up 1.1391% volatility of returns over 90 trading days. Put another way, 10% of traded commoditys are less volatile than Corn, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Corn Futures is expected to under-perform the market. In addition to that, the company is 1.46 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 per unit of volatility.

Corn Futures Target Price Odds to finish over Current Price

The tendency of Corn Commodity price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 428.75 90 days 428.75 
about 75.69
Based on a normal probability distribution, the odds of Corn Futures to move above the current price in 90 days from now is about 75.69 (This Corn Futures probability density function shows the probability of Corn Commodity to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Corn Futures has a beta of 0.0767. This usually means as returns on the market go up, Corn Futures average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Corn Futures will be expected to be much smaller as well. Additionally Corn Futures has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Corn Futures Price Density   
       Price  

Predictive Modules for Corn Futures

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Corn Futures. Regardless of method or technology, however, to accurately forecast the commodity market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the commodity market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
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 Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Corn Futures is not an exception. The market had few large corrections towards the Corn Futures' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Corn Futures, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Corn Futures within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.01
β
Beta against Dow Jones0.08
σ
Overall volatility
9.12
Ir
Information ratio -0.08

Corn Futures Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Corn Futures for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Corn Futures can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Corn Futures generated a negative expected return over the last 90 days
Corn Futures generated a negative expected return over the last 90 days