Oppenheimer Value A Fund Market Value
| CGRWX Fund | USD 33.61 0.28 0.83% |
| Symbol | Oppenheimer |
Oppenheimer Value '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 Oppenheimer Value'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 Oppenheimer Value.
| 04/16/2025 |
| 07/15/2025 |
If you would invest 0.00 in Oppenheimer Value on April 16, 2025 and sell it all today you would earn a total of 0.00 from holding Oppenheimer Value A or generate 0.0% return on investment in Oppenheimer Value over 90 days. Oppenheimer Value is related to or competes with T Rowe, T Rowe, Wells Fargo, State Street, T Rowe, and T Rowe. The fund invests, under normal circumstances, at least 80 percent of its net assets in common stocks, and in derivatives... More
Oppenheimer Value 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 Oppenheimer Value'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 Oppenheimer Value A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0202 | |||
| Maximum Drawdown | 10.97 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.77 |
Oppenheimer Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oppenheimer Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oppenheimer Value's standard deviation. In reality, there are many statistical measures that can use Oppenheimer Value historical prices to predict the future Oppenheimer Value's volatility.| Risk Adjusted Performance | 0.2971 | |||
| Jensen Alpha | 0.368 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0245 | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oppenheimer Value'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.
Oppenheimer Value Backtested Returns
Oppenheimer Value appears to be very steady, given 3 months investment horizon. Oppenheimer Value maintains Sharpe Ratio (i.e., Efficiency) of 0.31, which implies the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Oppenheimer Value, which you can use to evaluate the volatility of the fund. Please evaluate Oppenheimer Value's Semi Deviation of 0.7857, risk adjusted performance of 0.2971, and Coefficient Of Variation of 462.69 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Oppenheimer Value are expected to decrease at a much lower rate. During the bear market, Oppenheimer Value is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
Oppenheimer Value A has very good predictability. Overlapping area represents the amount of predictability between Oppenheimer Value time series from 16th of April 2025 to 31st of May 2025 and 31st of May 2025 to 15th 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 Oppenheimer Value price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Oppenheimer Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Oppenheimer Value lagged returns against current returns
Autocorrelation, which is Oppenheimer Value 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 Oppenheimer Value's mutual fund expected returns. We can calculate the autocorrelation of Oppenheimer Value returns to help us make a trade decision. For example, suppose you find that Oppenheimer Value 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 |
Oppenheimer Value 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 Oppenheimer Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oppenheimer Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oppenheimer Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Oppenheimer Value Lagged Returns
When evaluating Oppenheimer Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oppenheimer Value mutual fund have on its future price. Oppenheimer Value 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, Oppenheimer Value autocorrelation shows the relationship between Oppenheimer Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oppenheimer Value A.
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 Oppenheimer Mutual Fund
Oppenheimer Value financial ratios help investors to determine whether Oppenheimer 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 Oppenheimer with respect to the benefits of owning Oppenheimer Value security.
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