Curasset Capital Management Fund Market Value
| CMBEX Fund | USD 8.79 0.01 0.11% |
| Symbol | Curasset |
Curasset Capital '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 Curasset Capital'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 Curasset Capital.
| 07/12/2023 |
| 01/02/2025 |
If you would invest 0.00 in Curasset Capital on July 12, 2023 and sell it all today you would earn a total of 0.00 from holding Curasset Capital Management or generate 0.0% return on investment in Curasset Capital over 540 days. Curasset Capital is related to or competes with Calvert Large, American Beacon, Banking Fund, Wells Fargo, Calvert Us, and Bbh Limited. Under normal market conditions, the fund invests at least 80 percent of its net assets, plus borrowings for investment p... More
Curasset Capital 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 Curasset Capital'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 Curasset Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.69 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4449 |
Curasset Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Curasset Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Curasset Capital's standard deviation. In reality, there are many statistical measures that can use Curasset Capital historical prices to predict the future Curasset Capital's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (1.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Curasset Capital'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.
Curasset Capital Man Backtested Returns
Curasset Capital Man secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the fund had a -0.15% return per unit of risk over the last 3 months. Curasset Capital Management exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Curasset Capital's Mean Deviation of 0.2252, standard deviation of 0.2976, and Risk Adjusted Performance of (0.18) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.057, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Curasset Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Curasset Capital is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Curasset Capital Management has average predictability. Overlapping area represents the amount of predictability between Curasset Capital time series from 12th of July 2023 to 7th of April 2024 and 7th of April 2024 to 2nd of January 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 Curasset Capital Man price movement. The serial correlation of 0.48 indicates that about 48.0% of current Curasset Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Curasset Capital Man lagged returns against current returns
Autocorrelation, which is Curasset Capital 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 Curasset Capital's mutual fund expected returns. We can calculate the autocorrelation of Curasset Capital returns to help us make a trade decision. For example, suppose you find that Curasset Capital 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 |
Curasset Capital 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 Curasset Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Curasset Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Curasset Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Curasset Capital Lagged Returns
When evaluating Curasset Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Curasset Capital mutual fund have on its future price. Curasset Capital 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, Curasset Capital autocorrelation shows the relationship between Curasset Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Curasset Capital Management.
Regressed Prices |
| Timeline |
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Other Information on Investing in Curasset Mutual Fund
Curasset Capital financial ratios help investors to determine whether Curasset 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 Curasset with respect to the benefits of owning Curasset Capital security.
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