Cohen Steers Etf Market Value
| CSPF Etf | 25.18 0.01 0.04% |
| Symbol | Cohen |
The market value of Cohen Steers ETF is measured differently than its book value, which is the value of Cohen that is recorded on the company's balance sheet. Investors also form their own opinion of Cohen Steers' value that differs from its market value or its book value, called intrinsic value, which is Cohen Steers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cohen Steers' market value can be influenced by many factors that don't directly affect Cohen Steers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cohen Steers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Cohen Steers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cohen Steers' 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.
Cohen Steers '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 Cohen Steers' etf 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 Cohen Steers.
| 04/08/2025 |
| 06/07/2025 |
If you would invest 0.00 in Cohen Steers on April 8, 2025 and sell it all today you would earn a total of 0.00 from holding Cohen Steers ETF or generate 0.0% return on investment in Cohen Steers over 60 days. Cohen Steers is related to or competes with Innovator, Nuveen Preferred, First Trust, IShares Preferred, Invesco Financial, Invesco Preferred, and SPDR ICE. Cohen Steers is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Cohen Steers 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 Cohen Steers' etf 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 Cohen Steers ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3624 | |||
| Information Ratio | 0.0586 | |||
| Maximum Drawdown | 1.51 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4532 |
Cohen Steers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cohen Steers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cohen Steers' standard deviation. In reality, there are many statistical measures that can use Cohen Steers historical prices to predict the future Cohen Steers' volatility.| Risk Adjusted Performance | 0.0813 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | 0.0138 | |||
| Sortino Ratio | 0.049 | |||
| Treynor Ratio | (1.52) |
Cohen Steers ETF Backtested Returns
At this point, Cohen Steers is very steady. Cohen Steers ETF secures Sharpe Ratio (or Efficiency) of 0.0801, which signifies that the etf had a 0.0801 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Cohen Steers ETF, which you can use to evaluate the volatility of the entity. Please confirm Cohen Steers' Mean Deviation of 0.2268, risk adjusted performance of 0.0813, and Downside Deviation of 0.3624 to double-check if the risk estimate we provide is consistent with the expected return of 0.0246%. The etf shows a Beta (market volatility) of -0.0085, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cohen Steers are expected to decrease at a much lower rate. During the bear market, Cohen Steers is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
Cohen Steers ETF has good predictability. Overlapping area represents the amount of predictability between Cohen Steers time series from 8th of April 2025 to 8th of May 2025 and 8th of May 2025 to 7th of June 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 Cohen Steers ETF price movement. The serial correlation of 0.72 indicates that around 72.0% of current Cohen Steers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cohen Steers ETF lagged returns against current returns
Autocorrelation, which is Cohen Steers etf'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 Cohen Steers' etf expected returns. We can calculate the autocorrelation of Cohen Steers returns to help us make a trade decision. For example, suppose you find that Cohen Steers has exhibited high autocorrelation historically, and you observe that the etf 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 |
Cohen Steers 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 Cohen Steers etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cohen Steers etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cohen Steers etf over time.
Current vs Lagged Prices |
| Timeline |
Cohen Steers Lagged Returns
When evaluating Cohen Steers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cohen Steers etf have on its future price. Cohen Steers 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, Cohen Steers autocorrelation shows the relationship between Cohen Steers etf current value and its past values and can show if there is a momentum factor associated with investing in Cohen Steers ETF.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Cohen Steers ETF is a strong investment it is important to analyze Cohen Steers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cohen Steers' future performance. For an informed investment choice regarding Cohen Etf, refer to the following important reports:Check out Cohen Steers Correlation, Cohen Steers Volatility and Cohen Steers Alpha and Beta module to complement your research on Cohen Steers. For more detail on how to invest in Cohen Etf please use our How to Invest in Cohen Steers guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Cohen Steers technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.