Congressional Effect Fund Market Value
| CEFIX Fund | USD 14.07 0.09 0.64% |
| Symbol | Congressional |
Congressional Effect '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 Congressional Effect'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 Congressional Effect.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Congressional Effect on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Congressional Effect Fund or generate 0.0% return on investment in Congressional Effect over 90 days. Congressional Effect is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal market conditions, the fund will invest at least 80 percent of its net assets in equity securities issued b... More
Congressional Effect 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 Congressional Effect'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 Congressional Effect Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7192 | |||
| Information Ratio | 0.1887 | |||
| Maximum Drawdown | 4.28 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.8 |
Congressional Effect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Congressional Effect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Congressional Effect's standard deviation. In reality, there are many statistical measures that can use Congressional Effect historical prices to predict the future Congressional Effect's volatility.| Risk Adjusted Performance | 0.3413 | |||
| Jensen Alpha | 0.2261 | |||
| Total Risk Alpha | 0.1691 | |||
| Sortino Ratio | 0.2066 | |||
| Treynor Ratio | 0.6848 |
Congressional Effect Backtested Returns
Congressional Effect appears to be very steady, given 3 months investment horizon. Congressional Effect secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the fund had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Congressional Effect Fund, which you can use to evaluate the volatility of the entity. Please makes use of Congressional Effect's Risk Adjusted Performance of 0.3413, mean deviation of 0.5555, and Coefficient Of Variation of 272.17 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Congressional Effect's returns are expected to increase less than the market. However, during the bear market, the loss of holding Congressional Effect is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Congressional Effect Fund has very good predictability. Overlapping area represents the amount of predictability between Congressional Effect time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Congressional Effect price movement. The serial correlation of 0.81 indicates that around 81.0% of current Congressional Effect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Congressional Effect lagged returns against current returns
Autocorrelation, which is Congressional Effect 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 Congressional Effect's mutual fund expected returns. We can calculate the autocorrelation of Congressional Effect returns to help us make a trade decision. For example, suppose you find that Congressional Effect 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 |
Congressional Effect 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 Congressional Effect mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Congressional Effect mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Congressional Effect mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Congressional Effect Lagged Returns
When evaluating Congressional Effect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Congressional Effect mutual fund have on its future price. Congressional Effect 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, Congressional Effect autocorrelation shows the relationship between Congressional Effect mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Congressional Effect Fund.
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 Congressional Mutual Fund
Congressional Effect financial ratios help investors to determine whether Congressional 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 Congressional with respect to the benefits of owning Congressional Effect security.
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