Credit Suisse Multialternative Fund Market Value

CSQIX Fund  USD 9.21  0.01  0.11%   
Credit Suisse's market value is the price at which a share of Credit Suisse trades on a public exchange. It measures the collective expectations of Credit Suisse Multialternative investors about its performance. Credit Suisse is trading at 9.21 as of the 11th of December 2024; that is 0.11 percent down since the beginning of the trading day. The fund's open price was 9.22.
With this module, you can estimate the performance of a buy and hold strategy of Credit Suisse Multialternative and determine expected loss or profit from investing in Credit Suisse over a given investment horizon. Check out Credit Suisse Correlation, Credit Suisse Volatility and Credit Suisse Alpha and Beta module to complement your research on Credit Suisse.
Symbol

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

Credit Suisse '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 Credit Suisse'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 Credit Suisse.
0.00
11/11/2024
No Change 0.00  0.0 
In 30 days
12/11/2024
0.00
If you would invest  0.00  in Credit Suisse on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Credit Suisse Multialternative or generate 0.0% return on investment in Credit Suisse over 30 days. Credit Suisse is related to or competes with Investec Emerging, Dws Emerging, Ep Emerging, Transamerica Emerging, Siit Emerging, and Mid Cap. The fund seeks to achieve its investment objective by utilizing a macro-aware investment process to allocate capital acr... More

Credit Suisse 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 Credit Suisse'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 Credit Suisse Multialternative upside and downside potential and time the market with a certain degree of confidence.

Credit Suisse Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Credit Suisse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Credit Suisse's standard deviation. In reality, there are many statistical measures that can use Credit Suisse historical prices to predict the future Credit Suisse's volatility.
Hype
Prediction
LowEstimatedHigh
8.959.219.47
Details
Intrinsic
Valuation
LowRealHigh
8.939.199.45
Details
Naive
Forecast
LowNextHigh
8.979.239.49
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.009.149.28
Details

Credit Suisse Multia Backtested Returns

At this stage we consider Credit Mutual Fund to be very steady. Credit Suisse Multia secures Sharpe Ratio (or Efficiency) of 0.0343, which signifies that the fund had a 0.0343% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Credit Suisse Multialternative, which you can use to evaluate the volatility of the entity. Please confirm Credit Suisse's mean deviation of 0.1895, and Risk Adjusted Performance of (0) to double-check if the risk estimate we provide is consistent with the expected return of 0.009%. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Credit Suisse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Credit Suisse is expected to be smaller as well.

Auto-correlation

    
  -0.7  

Very good reverse predictability

Credit Suisse Multialternative has very good reverse predictability. Overlapping area represents the amount of predictability between Credit Suisse time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Credit Suisse Multia price movement. The serial correlation of -0.7 indicates that around 70.0% of current Credit Suisse price fluctuation can be explain by its past prices.
Correlation Coefficient-0.7
Spearman Rank Test-0.19
Residual Average0.0
Price Variance0.0

Credit Suisse Multia lagged returns against current returns

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

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

Credit Suisse Lagged Returns

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

Credit Suisse financial ratios help investors to determine whether Credit 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 Credit with respect to the benefits of owning Credit Suisse security.
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