Cohen Steers Qualityome Fund Market Value

RQI Fund  USD 12.62  0.04  0.32%   
Cohen Steers' market value is the price at which a share of Cohen Steers trades on a public exchange. It measures the collective expectations of Cohen Steers Qualityome investors about its performance. Cohen Steers is trading at 12.62 as of the 20th of March 2025. This is a 0.32 percent increase since the beginning of the trading day. The fund's open price was 12.58.
With this module, you can estimate the performance of a buy and hold strategy of Cohen Steers Qualityome and determine expected loss or profit from investing in Cohen Steers over a given investment horizon. Check out Cohen Steers Correlation, Cohen Steers Volatility and Cohen Steers Alpha and Beta module to complement your research on Cohen Steers.
For more detail on how to invest in Cohen Fund please use our How to Invest in Cohen Steers guide.
Symbol

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

Cohen Steers '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 Cohen Steers' 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 Cohen Steers.
0.00
12/20/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/20/2025
0.00
If you would invest  0.00  in Cohen Steers on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Cohen Steers Qualityome or generate 0.0% return on investment in Cohen Steers over 90 days. Cohen Steers is related to or competes with Cohen, Reaves Utility, Cohen Steers, Pimco Dynamic, Cohen Steers, Pimco Corporate, and Tekla Healthcare. Cohen Steers Quality Income Realty Fund, Inc More

Cohen Steers 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 Cohen Steers' 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 Cohen Steers Qualityome upside and downside potential and time the market with a certain degree of confidence.

Cohen Steers Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen Steers' standard deviation. In reality, there are many statistical measures that can use Cohen Steers historical prices to predict the future Cohen Steers' volatility.
Hype
Prediction
LowEstimatedHigh
11.6112.6213.63
Details
Intrinsic
Valuation
LowRealHigh
11.5712.5813.59
Details
Naive
Forecast
LowNextHigh
11.4212.4413.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.2812.7913.30
Details

Cohen Steers Qualityome Backtested Returns

Cohen Steers is very steady at the moment. Cohen Steers Qualityome secures Sharpe Ratio (or Efficiency) of 0.0947, which signifies that the fund had a 0.0947 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cohen Steers Qualityome, which you can use to evaluate the volatility of the entity. Please confirm Cohen Steers' Risk Adjusted Performance of 0.0853, downside deviation of 1.17, and Mean Deviation of 0.7826 to double-check if the risk estimate we provide is consistent with the expected return of 0.096%. The fund shows a Beta (market volatility) of -0.0818, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cohen Steers are expected to decrease at a much lower rate. During the bear market, Cohen Steers is likely to outperform the market.

Auto-correlation

    
  0.11  

Insignificant predictability

Cohen Steers Qualityome has insignificant predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 Cohen Steers Qualityome price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Cohen Steers price fluctuation can be explain by its past prices.
Correlation Coefficient0.11
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.05
Cohen ReturnsCohen Lagged ReturnsDiversified AwayCohen ReturnsCohen Lagged ReturnsDiversified Away100%

Cohen Steers Qualityome lagged returns against current returns

Autocorrelation, which is Cohen Steers 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 Cohen Steers' fund expected returns. We can calculate the autocorrelation of Cohen Steers returns to help us make a trade decision. For example, suppose you find that Cohen Steers has exhibited high autocorrelation historically, and you observe that the 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   
JavaScript chart by amCharts 3.21.15FebFeb 10Feb 17Feb 24MarMar 10Mar 17-4%-2%0%2%4%6%8% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Cohen Steers 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 Cohen Steers fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen Steers fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15FebFeb 10Feb 17Feb 24MarMar 10Mar 1711.812.012.212.412.612.8
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Cohen Steers Lagged Returns

When evaluating Cohen Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen Steers fund have on its future price. Cohen Steers 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, Cohen Steers autocorrelation shows the relationship between Cohen Steers fund current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers Qualityome.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar11.812.012.212.412.612.813.013.2
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Cohen Fund

Cohen Steers financial ratios help investors to determine whether Cohen 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 Cohen with respect to the benefits of owning Cohen Steers security.
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