College Retirement Equities Fund Market Value
| QCGRPX Fund | USD 535.42 1.76 0.33% |
| Symbol | College |
Please note, there is a significant difference between College Retirement's value and its price as these two are different measures arrived at by different means. Investors typically determine if College Retirement is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, College Retirement'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.
College Retirement '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 College Retirement's 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 College Retirement.
| 12/12/2023 |
| 12/06/2024 |
If you would invest 0.00 in College Retirement on December 12, 2023 and sell it all today you would earn a total of 0.00 from holding College Retirement Equities or generate 0.0% return on investment in College Retirement over 360 days. College Retirement is related to or competes with Vy(r) Blackrock, Ab Bond, Great-west Inflation-protec, and Aqr Managed. College Retirement is entity of United States More
College Retirement 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 College Retirement's 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 College Retirement Equities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0776 | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.71 |
College Retirement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for College Retirement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as College Retirement's standard deviation. In reality, there are many statistical measures that can use College Retirement historical prices to predict the future College Retirement's volatility.| Risk Adjusted Performance | 0.1605 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0323 | |||
| Sortino Ratio | 0.0673 | |||
| Treynor Ratio | 0.2566 |
College Retirement Backtested Returns
College Retirement appears to be very steady, given 3 months investment horizon. College Retirement secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for College Retirement Equities, which you can use to evaluate the volatility of the entity. Please makes use of College Retirement's Downside Deviation of 1.17, mean deviation of 0.7142, and Risk Adjusted Performance of 0.1605 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, College Retirement's returns are expected to increase less than the market. However, during the bear market, the loss of holding College Retirement is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
College Retirement Equities has below average predictability. Overlapping area represents the amount of predictability between College Retirement time series from 12th of December 2023 to 9th of June 2024 and 9th of June 2024 to 6th 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 College Retirement price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current College Retirement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 396.25 |
College Retirement lagged returns against current returns
Autocorrelation, which is College Retirement 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 College Retirement's fund expected returns. We can calculate the autocorrelation of College Retirement returns to help us make a trade decision. For example, suppose you find that College Retirement 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 |
| Timeline |
College Retirement 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 College Retirement fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if College Retirement fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in College Retirement fund over time.
Current vs Lagged Prices |
| Timeline |
College Retirement Lagged Returns
When evaluating College Retirement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of College Retirement fund have on its future price. College Retirement 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, College Retirement autocorrelation shows the relationship between College Retirement fund current value and its past values and can show if there is a momentum factor associated with investing in College Retirement Equities.
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 College Fund
College Retirement financial ratios help investors to determine whether College 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 College with respect to the benefits of owning College Retirement security.
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