Copeland Risk Managed Fund Market Value
| CDIVX Fund | USD 11.15 0.15 1.33% |
| Symbol | Copeland |
Copeland Risk '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 Copeland Risk'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 Copeland Risk.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Copeland Risk on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Copeland Risk Managed or generate 0.0% return on investment in Copeland Risk over 90 days. Copeland Risk is related to or competes with Artisan International, Legg Mason, T Rowe, Scharf Global, Locorr Long/short, Rbb Fund, and Credit Suisse. Under normal market conditions, the fund invests at least 80 percent of its net assets in securities that have increased... More
Copeland Risk 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 Copeland Risk'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 Copeland Risk Managed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.18 |
Copeland Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Copeland Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Copeland Risk's standard deviation. In reality, there are many statistical measures that can use Copeland Risk historical prices to predict the future Copeland Risk's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Copeland Risk's 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.
Copeland Risk Managed Backtested Returns
Copeland Risk Managed secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the fund had a -0.21 % return per unit of risk over the last 3 months. Copeland Risk Managed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Copeland Risk's Risk Adjusted Performance of (0.18), mean deviation of 0.6986, and Standard Deviation of 0.913 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Copeland Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Copeland Risk is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
Copeland Risk Managed has poor reverse predictability. Overlapping area represents the amount of predictability between Copeland Risk time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 Copeland Risk Managed price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Copeland Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Copeland Risk Managed lagged returns against current returns
Autocorrelation, which is Copeland Risk 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 Copeland Risk's mutual fund expected returns. We can calculate the autocorrelation of Copeland Risk returns to help us make a trade decision. For example, suppose you find that Copeland Risk 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 |
Copeland Risk 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 Copeland Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Copeland Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Copeland Risk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Copeland Risk Lagged Returns
When evaluating Copeland Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Copeland Risk mutual fund have on its future price. Copeland Risk 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, Copeland Risk autocorrelation shows the relationship between Copeland Risk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Copeland Risk Managed.
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 Copeland Mutual Fund
Copeland Risk financial ratios help investors to determine whether Copeland 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 Copeland with respect to the benefits of owning Copeland Risk security.
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