Caldwell Orkin Market Fund Market Value
| COAGX Fund | USD 48.82 1.30 2.74% |
| Symbol | Caldwell |
Caldwell Orkin '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 Caldwell Orkin'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 Caldwell Orkin.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Caldwell Orkin on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Caldwell Orkin Market or generate 0.0% return on investment in Caldwell Orkin over 90 days. Caldwell Orkin is related to or competes with Brandywineglobal, Siit High, T Rowe, Jpmorgan High, Neuberger Berman, and Payden High. The funds principal investment strategy involves active asset allocation among long, short and cash positions in an effo... More
Caldwell Orkin 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 Caldwell Orkin'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 Caldwell Orkin Market upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.52 |
Caldwell Orkin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caldwell Orkin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caldwell Orkin's standard deviation. In reality, there are many statistical measures that can use Caldwell Orkin historical prices to predict the future Caldwell Orkin's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0345 | |||
| Treynor Ratio | (0.13) |
Caldwell Orkin Market Backtested Returns
Caldwell Orkin Market secures Sharpe Ratio (or Efficiency) of -0.0816, which signifies that the fund had a -0.0816 % return per unit of risk over the last 3 months. Caldwell Orkin Market exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caldwell Orkin's Mean Deviation of 0.9891, risk adjusted performance of (0.08), and Standard Deviation of 1.3 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. Caldwell Orkin returns are very sensitive to returns on the market. As the market goes up or down, Caldwell Orkin is expected to follow.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Caldwell Orkin Market has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Caldwell Orkin 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 Caldwell Orkin Market price movement. The serial correlation of -0.75 indicates that around 75.0% of current Caldwell Orkin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 4.74 |
Caldwell Orkin Market lagged returns against current returns
Autocorrelation, which is Caldwell Orkin 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 Caldwell Orkin's mutual fund expected returns. We can calculate the autocorrelation of Caldwell Orkin returns to help us make a trade decision. For example, suppose you find that Caldwell Orkin 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 |
Caldwell Orkin 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 Caldwell Orkin mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caldwell Orkin mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caldwell Orkin mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Caldwell Orkin Lagged Returns
When evaluating Caldwell Orkin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caldwell Orkin mutual fund have on its future price. Caldwell Orkin 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, Caldwell Orkin autocorrelation shows the relationship between Caldwell Orkin mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Caldwell Orkin Market.
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 Caldwell Mutual Fund
Caldwell Orkin financial ratios help investors to determine whether Caldwell 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 Caldwell with respect to the benefits of owning Caldwell Orkin security.
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