Catholic Rspnsbl Invst Fund Market Value
| CRHSX Fund | USD 10.06 0.01 0.1% |
| Symbol | Catholic |
Catholic Rspnsbl '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 Catholic Rspnsbl'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 Catholic Rspnsbl.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Catholic Rspnsbl on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Catholic Rspnsbl Invst or generate 0.0% return on investment in Catholic Rspnsbl over 30 days. Catholic Rspnsbl is related to or competes with Guidemark Smallmid, Needham Small, Sp Smallcap, Eagle Small, Lebenthal Lisanti, and Df Dent. Under normal circumstances, the fund invests at least 80 percent of its net assets in investment grade U.S More
Catholic Rspnsbl 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 Catholic Rspnsbl'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 Catholic Rspnsbl Invst upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.57) | |||
| Maximum Drawdown | 0.3982 | |||
| Potential Upside | 0.1 |
Catholic Rspnsbl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catholic Rspnsbl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catholic Rspnsbl's standard deviation. In reality, there are many statistical measures that can use Catholic Rspnsbl historical prices to predict the future Catholic Rspnsbl's volatility.| Risk Adjusted Performance | 0.058 | |||
| Jensen Alpha | 0.0037 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (2.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catholic Rspnsbl'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.
Catholic Rspnsbl Invst Backtested Returns
At this stage we consider Catholic Mutual Fund to be very steady. Catholic Rspnsbl Invst secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23% return per unit of risk over the last 3 months. We have found twenty technical indicators for Catholic Rspnsbl Invst, which you can use to evaluate the volatility of the entity. Please confirm Catholic Rspnsbl's Risk Adjusted Performance of 0.058, mean deviation of 0.0313, and Standard Deviation of 0.0549 to double-check if the risk estimate we provide is consistent with the expected return of 0.0125%. The fund shows a Beta (market volatility) of -0.0013, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catholic Rspnsbl are expected to decrease at a much lower rate. During the bear market, Catholic Rspnsbl is likely to outperform the market.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Catholic Rspnsbl Invst has insignificant reverse predictability. Overlapping area represents the amount of predictability between Catholic Rspnsbl time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Catholic Rspnsbl Invst price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Catholic Rspnsbl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catholic Rspnsbl Invst lagged returns against current returns
Autocorrelation, which is Catholic Rspnsbl 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 Catholic Rspnsbl's mutual fund expected returns. We can calculate the autocorrelation of Catholic Rspnsbl returns to help us make a trade decision. For example, suppose you find that Catholic Rspnsbl 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 |
Catholic Rspnsbl 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 Catholic Rspnsbl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catholic Rspnsbl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catholic Rspnsbl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catholic Rspnsbl Lagged Returns
When evaluating Catholic Rspnsbl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catholic Rspnsbl mutual fund have on its future price. Catholic Rspnsbl 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, Catholic Rspnsbl autocorrelation shows the relationship between Catholic Rspnsbl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catholic Rspnsbl Invst.
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 Catholic Mutual Fund
Catholic Rspnsbl financial ratios help investors to determine whether Catholic 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 Catholic with respect to the benefits of owning Catholic Rspnsbl security.
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