Chautauqua Global Growth Fund Market Value
| CCGIX Fund | USD 23.84 0.24 1.00% |
| Symbol | Chautauqua |
Chautauqua Global '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 Chautauqua Global'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 Chautauqua Global.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Chautauqua Global on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Chautauqua Global Growth or generate 0.0% return on investment in Chautauqua Global over 30 days. Chautauqua Global is related to or competes with Chautauqua International, Baird Short, Baird Ultra, Quantified Stf, and Baird Midcap. The fund invests primarily in equity securities of both U.S More
Chautauqua Global 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 Chautauqua Global'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 Chautauqua Global Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.19 |
Chautauqua Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chautauqua Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chautauqua Global's standard deviation. In reality, there are many statistical measures that can use Chautauqua Global historical prices to predict the future Chautauqua Global's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.61) |
Chautauqua Global Growth Backtested Returns
Chautauqua Global Growth secures Sharpe Ratio (or Efficiency) of -0.0703, which signifies that the fund had a -0.0703% return per unit of standard deviation over the last 3 months. Chautauqua Global Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chautauqua Global's risk adjusted performance of (0.05), and Mean Deviation of 0.6401 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chautauqua Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chautauqua Global is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Chautauqua Global Growth has virtually no predictability. Overlapping area represents the amount of predictability between Chautauqua Global time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chautauqua Global Growth price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Chautauqua Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Chautauqua Global Growth lagged returns against current returns
Autocorrelation, which is Chautauqua Global 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 Chautauqua Global's mutual fund expected returns. We can calculate the autocorrelation of Chautauqua Global returns to help us make a trade decision. For example, suppose you find that Chautauqua Global 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 |
Chautauqua Global 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 Chautauqua Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chautauqua Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chautauqua Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Chautauqua Global Lagged Returns
When evaluating Chautauqua Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chautauqua Global mutual fund have on its future price. Chautauqua Global 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, Chautauqua Global autocorrelation shows the relationship between Chautauqua Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Chautauqua Global Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in Chautauqua Mutual Fund
Chautauqua Global financial ratios help investors to determine whether Chautauqua 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 Chautauqua with respect to the benefits of owning Chautauqua Global security.
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