The Bond Fund Market Value
| CFBNX Fund | USD 17.84 0.04 0.22% |
| Symbol | The |
The Bond '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 The Bond'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 The Bond.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in The Bond on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding The Bond Fund or generate 0.0% return on investment in The Bond over 90 days. The Bond is related to or competes with Intermediate Government, Us Government, Us Government, Short Term, Payden Us, and Franklin Adjustable. The fund invests at least 80 percent of its net assets plus any borrowings for investment purposes in debt securities More
The Bond 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 The Bond'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 The Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3014 | |||
| Maximum Drawdown | 1.38 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.5701 |
The Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Bond's standard deviation. In reality, there are many statistical measures that can use The Bond historical prices to predict the future The Bond's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0258 | |||
| Treynor Ratio | (0.34) |
Bond Fund Backtested Returns
At this stage we consider The Mutual Fund to be very steady. Bond Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.06, which indicates the fund had a 0.06 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for The Bond Fund, which you can use to evaluate the volatility of the fund. Please validate The Bond's Variance of 0.0999, coefficient of variation of (8,433), and Risk Adjusted Performance of (0.03) to confirm if the risk estimate we provide is consistent with the expected return of 0.019%. The entity has a beta of 0.0406, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Bond is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
The Bond Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between The Bond time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Bond Fund price movement. The serial correlation of -0.01 indicates that just 1.0% of current The Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Bond Fund lagged returns against current returns
Autocorrelation, which is The Bond 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 The Bond's mutual fund expected returns. We can calculate the autocorrelation of The Bond returns to help us make a trade decision. For example, suppose you find that The Bond 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 |
The Bond 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 The Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Bond Lagged Returns
When evaluating The Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Bond mutual fund have on its future price. The Bond 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, The Bond autocorrelation shows the relationship between The Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Bond Fund.
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 The Mutual Fund
The Bond financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Bond security.
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