Crm Mid Cap Fund Market Value
| CRIMX Fund | USD 26.66 0.05 0.19% |
| Symbol | CRM |
Crm Mid '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 Crm Mid'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 Crm Mid.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Crm Mid on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Crm Mid Cap or generate 0.0% return on investment in Crm Mid over 360 days. Crm Mid is related to or competes with Fidelity Advisor, Sprott Gold, First Eagle, Gold And, James Balanced, Short Precious, and International Investors. The fund, under normal circumstances, invests at least 80 percent of its assets in equity and equity related securities ... More
Crm Mid 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 Crm Mid'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 Crm Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6763 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.3 |
Crm Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crm Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crm Mid's standard deviation. In reality, there are many statistical measures that can use Crm Mid historical prices to predict the future Crm Mid's volatility.| Risk Adjusted Performance | 0.112 | |||
| Jensen Alpha | 0.102 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (23.60) |
Crm Mid Cap Backtested Returns
At this stage we consider CRM Mutual Fund to be very steady. Crm Mid Cap secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Crm Mid Cap, which you can use to evaluate the volatility of the entity. Please confirm Crm Mid's Mean Deviation of 0.5827, downside deviation of 0.6763, and Risk Adjusted Performance of 0.112 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of -0.0043, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Crm Mid are expected to decrease at a much lower rate. During the bear market, Crm Mid is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
Crm Mid Cap has good predictability. Overlapping area represents the amount of predictability between Crm Mid time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Crm Mid Cap price movement. The serial correlation of 0.67 indicates that around 67.0% of current Crm Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Crm Mid Cap lagged returns against current returns
Autocorrelation, which is Crm Mid 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 Crm Mid's mutual fund expected returns. We can calculate the autocorrelation of Crm Mid returns to help us make a trade decision. For example, suppose you find that Crm Mid 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 |
Crm Mid 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 Crm Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crm Mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crm Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crm Mid Lagged Returns
When evaluating Crm Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crm Mid mutual fund have on its future price. Crm Mid 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, Crm Mid autocorrelation shows the relationship between Crm Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crm Mid 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 CRM Mutual Fund
Crm Mid financial ratios help investors to determine whether CRM 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 CRM with respect to the benefits of owning Crm Mid security.
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