Columbia Large Cap Fund Market Value
| CMRAX Fund | USD 9.93 0.01 0.10% |
| Symbol | Columbia |
Columbia Large '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 Columbia Large'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 Columbia Large.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Columbia Large on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Large Cap or generate 0.0% return on investment in Columbia Large over 30 days. Columbia Large is related to or competes with Great-west Moderately, Blackrock Retirement, Tiaa-cref Lifestyle, Voya Retirement, Hartford Moderate, and Vanguard Target. The manager utilizes an actively managed merger arbitrage strategy by establishing long and short positions in the secur... More
Columbia Large 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 Columbia Large'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 Columbia Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4631 | |||
| Information Ratio | 0.0175 | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.4053 |
Columbia Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Large's standard deviation. In reality, there are many statistical measures that can use Columbia Large historical prices to predict the future Columbia Large's volatility.| Risk Adjusted Performance | 0.0096 | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | 0.003 | |||
| Sortino Ratio | 0.0136 | |||
| Treynor Ratio | (0) |
Columbia Large Cap Backtested Returns
Columbia Large Cap secures Sharpe Ratio (or Efficiency) of -0.0444, which signifies that the fund had a -0.0444 % return per unit of risk over the last 3 months. Columbia Large Cap exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Columbia Large's Downside Deviation of 0.4631, risk adjusted performance of 0.0096, and Mean Deviation of 0.2579 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0595, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Columbia Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Large is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Columbia Large Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Columbia Large time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Columbia Large Cap price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Columbia Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Columbia Large Cap lagged returns against current returns
Autocorrelation, which is Columbia Large 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 Columbia Large's mutual fund expected returns. We can calculate the autocorrelation of Columbia Large returns to help us make a trade decision. For example, suppose you find that Columbia Large 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 |
Columbia Large 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 Columbia Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Large Lagged Returns
When evaluating Columbia Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Large mutual fund have on its future price. Columbia Large 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, Columbia Large autocorrelation shows the relationship between Columbia Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Large Cap.
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 Columbia Mutual Fund
Columbia Large financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Large security.
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