Champlain Small Fund Market Value

CIPNX Fund  USD 21.06  0.52  2.53%   
Champlain Small's market value is the price at which a share of Champlain Small trades on a public exchange. It measures the collective expectations of Champlain Small investors about its performance. Champlain Small is trading at 21.06 as of the 16th of March 2025; that is 2.53 percent up since the beginning of the trading day. The fund's open price was 20.54.
With this module, you can estimate the performance of a buy and hold strategy of Champlain Small and determine expected loss or profit from investing in Champlain Small over a given investment horizon. Check out Champlain Small Correlation, Champlain Small Volatility and Champlain Small Alpha and Beta module to complement your research on Champlain Small.
Symbol

Please note, there is a significant difference between Champlain Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Champlain Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Champlain Small'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.

Champlain Small '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 Champlain Small'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 Champlain Small.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Champlain Small on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Champlain Small or generate 0.0% return on investment in Champlain Small over 90 days. Champlain Small is related to or competes with The Hartford, Mfs Emerging, Wells Fargo, Washington Mutual, and Baron Emerging. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More

Champlain Small 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 Champlain Small'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 Champlain Small upside and downside potential and time the market with a certain degree of confidence.

Champlain Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Champlain Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Champlain Small's standard deviation. In reality, there are many statistical measures that can use Champlain Small historical prices to predict the future Champlain Small's volatility.
Hype
Prediction
LowEstimatedHigh
19.3221.0622.80
Details
Intrinsic
Valuation
LowRealHigh
19.8321.5723.31
Details

Champlain Small Backtested Returns

Champlain Small secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the fund had a -0.18 % return per unit of standard deviation over the last 3 months. Champlain Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Champlain Small's risk adjusted performance of (0.14), and Mean Deviation of 0.9549 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Champlain Small returns are very sensitive to returns on the market. As the market goes up or down, Champlain Small is expected to follow.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Champlain Small has very weak reverse predictability. Overlapping area represents the amount of predictability between Champlain Small time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Champlain Small price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Champlain Small price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test-0.08
Residual Average0.0
Price Variance0.65

Champlain Small lagged returns against current returns

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

Champlain Small 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 Champlain Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Champlain Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Champlain Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Champlain Small Lagged Returns

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

Champlain Small financial ratios help investors to determine whether Champlain 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 Champlain with respect to the benefits of owning Champlain Small security.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Money Managers
Screen money managers from public funds and ETFs managed around the world
Analyst Advice
Analyst recommendations and target price estimates broken down by several categories
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios