Causeway Global Value Fund Market Value

CGVIX Fund  USD 13.43  0.10  0.74%   
Causeway Global's market value is the price at which a share of Causeway Global trades on a public exchange. It measures the collective expectations of Causeway Global Value investors about its performance. Causeway Global is trading at 13.43 as of the 4th of March 2025; that is 0.74 percent down since the beginning of the trading day. The fund's open price was 13.53.
With this module, you can estimate the performance of a buy and hold strategy of Causeway Global Value and determine expected loss or profit from investing in Causeway Global over a given investment horizon. Check out Causeway Global Correlation, Causeway Global Volatility and Causeway Global Alpha and Beta module to complement your research on Causeway Global.
Symbol

Please note, there is a significant difference between Causeway Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Causeway Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Causeway Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Causeway 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 Causeway 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 Causeway Global.
0.00
02/02/2025
No Change 0.00  0.0 
In 31 days
03/04/2025
0.00
If you would invest  0.00  in Causeway Global on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Causeway Global Value or generate 0.0% return on investment in Causeway Global over 30 days. Causeway Global is related to or competes with T Rowe, Ultrasmall-cap Profund, Blackrock Smid-cap, T Rowe, and Channing Intrinsic. The fund invests primarily in common stocks of companies in developed countries outside the U.S More

Causeway 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 Causeway 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 Causeway Global Value upside and downside potential and time the market with a certain degree of confidence.

Causeway Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Causeway Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Causeway Global's standard deviation. In reality, there are many statistical measures that can use Causeway Global historical prices to predict the future Causeway Global's volatility.
Hype
Prediction
LowEstimatedHigh
10.9313.4315.93
Details
Intrinsic
Valuation
LowRealHigh
11.0813.5816.08
Details
Naive
Forecast
LowNextHigh
11.5614.0716.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.7613.2713.79
Details

Causeway Global Value Backtested Returns

Causeway Global Value secures Sharpe Ratio (or Efficiency) of -0.0869, which signifies that the fund had a -0.0869 % return per unit of risk over the last 3 months. Causeway Global Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Causeway Global's Mean Deviation of 0.9006, standard deviation of 2.4, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Causeway Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Causeway Global is expected to be smaller as well.

Auto-correlation

    
  -0.82  

Excellent reverse predictability

Causeway Global Value has excellent reverse predictability. Overlapping area represents the amount of predictability between Causeway Global time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Causeway Global Value price movement. The serial correlation of -0.82 indicates that around 82.0% of current Causeway Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.82
Spearman Rank Test-0.83
Residual Average0.0
Price Variance0.01

Causeway Global Value lagged returns against current returns

Autocorrelation, which is Causeway 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 Causeway Global's mutual fund expected returns. We can calculate the autocorrelation of Causeway Global returns to help us make a trade decision. For example, suppose you find that Causeway 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  

Causeway 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 Causeway Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Causeway 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 Causeway Global mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Causeway Global Lagged Returns

When evaluating Causeway Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Causeway Global mutual fund have on its future price. Causeway 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, Causeway Global autocorrelation shows the relationship between Causeway Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Causeway Global Value.
   Regressed Prices   
       Timeline  

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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 Causeway Mutual Fund

Causeway Global financial ratios help investors to determine whether Causeway 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 Causeway with respect to the benefits of owning Causeway Global security.
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