Cm Modity Index Fund Technical Analysis
| CMCAX Fund | USD 67.97 0.34 0.50% |
As of the 27th of January, Cm Modity owns the Standard Deviation of 0.6446, coefficient of variation of 565.99, and Market Risk Adjusted Performance of 0.4998. Cm Modity Index technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity's future prices.
Cm Modity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as CMCAX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CMCAXCMCAX |
Cm Modity '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 Cm Modity'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 Cm Modity.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Cm Modity on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Cm Modity Index or generate 0.0% return on investment in Cm Modity over 90 days. Cm Modity is related to or competes with Pimco Stocksplus, Schwab Large, Columbia Global, Columbia Global, Great-west, Realestaterealreturn, and New Covenant. The fund invests in instruments that derive their value from the performance of the UBS Constant Maturity Commodity Tota... More
Cm Modity 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 Cm Modity'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 Cm Modity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5732 | |||
| Information Ratio | 0.0511 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.07 |
Cm Modity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cm Modity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cm Modity's standard deviation. In reality, there are many statistical measures that can use Cm Modity historical prices to predict the future Cm Modity's volatility.| Risk Adjusted Performance | 0.1283 | |||
| Jensen Alpha | 0.0888 | |||
| Total Risk Alpha | 0.0416 | |||
| Sortino Ratio | 0.0575 | |||
| Treynor Ratio | 0.4898 |
Cm Modity January 27, 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 | 0.1283 | |||
| Market Risk Adjusted Performance | 0.4998 | |||
| Mean Deviation | 0.5373 | |||
| Semi Deviation | 0.4472 | |||
| Downside Deviation | 0.5732 | |||
| Coefficient Of Variation | 565.99 | |||
| Standard Deviation | 0.6446 | |||
| Variance | 0.4155 | |||
| Information Ratio | 0.0511 | |||
| Jensen Alpha | 0.0888 | |||
| Total Risk Alpha | 0.0416 | |||
| Sortino Ratio | 0.0575 | |||
| Treynor Ratio | 0.4898 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.3286 | |||
| Semi Variance | 0.2 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.1862 | |||
| Kurtosis | (0.36) |
Cm Modity Index Backtested Returns
At this stage we consider CMCAX Mutual Fund to be very steady. Cm Modity Index retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the fund had a 0.16 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Cm Modity, which you can use to evaluate the volatility of the entity. Please confirm Cm Modity's Coefficient Of Variation of 565.99, standard deviation of 0.6446, and Market Risk Adjusted Performance of 0.4998 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund owns a Beta (Systematic Risk) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cm Modity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cm Modity is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
Cm Modity Index has virtually no predictability. Overlapping area represents the amount of predictability between Cm Modity time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Cm Modity Index price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Cm Modity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
Cm Modity technical mutual fund 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, fund market cycles, or different charting patterns.
Cm Modity Index Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Cm Modity Index volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Cm Modity Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Cm Modity Index on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Cm Modity Index based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Cm Modity Index price pattern first instead of the macroeconomic environment surrounding Cm Modity Index. By analyzing Cm Modity's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Cm Modity's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Cm Modity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Cm Modity January 27, 2026 Technical Indicators
Most technical analysis of CMCAX help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for CMCAX from various momentum indicators to cycle indicators. When you analyze CMCAX charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1283 | |||
| Market Risk Adjusted Performance | 0.4998 | |||
| Mean Deviation | 0.5373 | |||
| Semi Deviation | 0.4472 | |||
| Downside Deviation | 0.5732 | |||
| Coefficient Of Variation | 565.99 | |||
| Standard Deviation | 0.6446 | |||
| Variance | 0.4155 | |||
| Information Ratio | 0.0511 | |||
| Jensen Alpha | 0.0888 | |||
| Total Risk Alpha | 0.0416 | |||
| Sortino Ratio | 0.0575 | |||
| Treynor Ratio | 0.4898 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.3286 | |||
| Semi Variance | 0.2 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.1862 | |||
| Kurtosis | (0.36) |
Cm Modity January 27, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as CMCAX stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 67.97 | ||
| Day Typical Price | 67.97 | ||
| Price Action Indicator | 0.17 |
Other Information on Investing in CMCAX Mutual Fund
Cm Modity financial ratios help investors to determine whether CMCAX 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 CMCAX with respect to the benefits of owning Cm Modity security.
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