Columbia Mod Conserv Fund Market Value
| CMADX Fund | USD 26.91 0.06 0.22% |
| Symbol | Columbia |
Please note, there is a significant difference between Columbia Mod's value and its price as these two are different measures arrived at by different means. Investors typically determine if Columbia Mod is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Columbia Mod'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.
Columbia Mod '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 Columbia Mod'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 Columbia Mod.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Columbia Mod on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Mod Conserv or generate 0.0% return on investment in Columbia Mod over 90 days. Columbia Mod is related to or competes with Rbc Emerging, Siit Emerging, Seafarer Overseas, Black Oak, Transamerica Emerging, Nasdaq 100, and Oberweis Emerging. Columbia Mod is entity of United States. It is traded as Fund on NMFQS exchange. More
Columbia Mod 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 Columbia Mod'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 Columbia Mod Conserv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3924 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 1.66 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.7567 |
Columbia Mod Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Mod's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Mod's standard deviation. In reality, there are many statistical measures that can use Columbia Mod historical prices to predict the future Columbia Mod's volatility.| Risk Adjusted Performance | 0.2427 | |||
| Jensen Alpha | 0.0428 | |||
| Total Risk Alpha | 0.0358 | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.2752 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Columbia Mod'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.
Columbia Mod Conserv Backtested Returns
At this stage we consider Columbia Mutual Fund to be very steady. Columbia Mod Conserv secures Sharpe Ratio (or Efficiency) of 0.35, which signifies that the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Columbia Mod Conserv, which you can use to evaluate the volatility of the entity. Please confirm Columbia Mod's Mean Deviation of 0.2348, coefficient of variation of 357.55, and Risk Adjusted Performance of 0.2427 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 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Columbia Mod's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Mod is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Columbia Mod Conserv has very good predictability. Overlapping area represents the amount of predictability between Columbia Mod time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Columbia Mod Conserv price movement. The serial correlation of 0.81 indicates that around 81.0% of current Columbia Mod price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Columbia Mod Conserv lagged returns against current returns
Autocorrelation, which is Columbia Mod 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 Columbia Mod's mutual fund expected returns. We can calculate the autocorrelation of Columbia Mod returns to help us make a trade decision. For example, suppose you find that Columbia Mod 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 |
Columbia Mod 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 Columbia Mod mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Mod mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Mod mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Mod Lagged Returns
When evaluating Columbia Mod's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Mod mutual fund have on its future price. Columbia Mod 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, Columbia Mod autocorrelation shows the relationship between Columbia Mod mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Mod Conserv.
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 Columbia Mutual Fund
Columbia Mod financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Mod security.
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