Credit Suisse Modity Fund Market Value
| CRSCX Fund | USD 19.35 0.14 0.72% |
| Symbol | Credit |
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.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Credit Suisse on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Credit Suisse Modity or generate 0.0% return on investment in Credit Suisse over 720 days. Credit Suisse is related to or competes with Credit Suisse, Credit Suisse, Credit Suisse, Credit Suisse, Credit Suisse, and Credit Suisse. The fund is designed to achieve positive total return relative to the performance of the Bloomberg Commodity Index Total... 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 Modity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9272 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.25 |
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.| Risk Adjusted Performance | 0.0842 | |||
| Jensen Alpha | 0.0952 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Credit Suisse'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.
Credit Suisse Modity Backtested Returns
At this stage we consider Credit Mutual Fund to be very steady. Credit Suisse Modity secures Sharpe Ratio (or Efficiency) of 0.0629, which signifies that the fund had a 0.0629% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Credit Suisse Modity, which you can use to evaluate the volatility of the entity. Please confirm Credit Suisse's mean deviation of 0.5757, and Risk Adjusted Performance of 0.0842 to double-check if the risk estimate we provide is consistent with the expected return of 0.047%. 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, returns on owning Credit Suisse are expected to decrease at a much lower rate. During the bear market, Credit Suisse is likely to outperform the market.
Auto-correlation | -0.61 |
Very good reverse predictability
Credit Suisse Modity has very good reverse predictability. Overlapping area represents the amount of predictability between Credit Suisse time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Modity price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Credit Suisse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Credit Suisse Modity 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 Modity.
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 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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