The Value Fund Market Value
| CFVLX Fund | USD 31.78 0.44 1.37% |
| Symbol | Value |
Value Fund '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 Value Fund'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 Value Fund.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Value Fund on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding The Value Fund or generate 0.0% return on investment in Value Fund over 90 days. Value Fund is related to or competes with Cullen High, The Growth, The Midcap, Lazard Global, and The Bond. Under normal market conditions, the fund invests at least 65 percent of its total assets in stocks, primarily common sto... More
Value Fund 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 Value Fund'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 Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0255 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.14 |
Value Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Fund's standard deviation. In reality, there are many statistical measures that can use Value Fund historical prices to predict the future Value Fund's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0131 | |||
| Treynor Ratio | 0.5243 |
Value Fund Backtested Returns
Value Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0614, which indicates the fund had a -0.0614 % return per unit of risk over the last 3 months. The Value Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Fund's Variance of 0.6561, risk adjusted performance of (0.09), and Coefficient Of Variation of (1,033) to confirm the risk estimate we provide. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Value Fund are expected to decrease at a much lower rate. During the bear market, Value Fund is likely to outperform the market.
Auto-correlation | -0.28 |
Weak reverse predictability
The Value Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Value Fund 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 Value Fund price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Value Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Value Fund lagged returns against current returns
Autocorrelation, which is Value Fund 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 Value Fund's mutual fund expected returns. We can calculate the autocorrelation of Value Fund returns to help us make a trade decision. For example, suppose you find that Value Fund 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 |
Value Fund 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 Value Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Value Fund Lagged Returns
When evaluating Value Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Fund mutual fund have on its future price. Value Fund 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, Value Fund autocorrelation shows the relationship between Value Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Value 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 Value Mutual Fund
Value Fund financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Fund security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Transaction History View history of all your transactions and understand their impact on performance |