Channing Intrinsic Value Fund Market Value
| OWLLX Fund | USD 11.01 0.07 0.64% |
| Symbol | Channing |
Channing Intrinsic '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 Channing Intrinsic'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 Channing Intrinsic.
| 06/05/2025 |
| 07/05/2025 |
If you would invest 0.00 in Channing Intrinsic on June 5, 2025 and sell it all today you would earn a total of 0.00 from holding Channing Intrinsic Value or generate 0.0% return on investment in Channing Intrinsic over 30 days. Channing Intrinsic is related to or competes with Calvert Emerging, Columbia Seligman, Ivy Advantus, Vanguard Primecap, Fidelity Managed, and Rational Real. To pursue its goal, the fund normally invests at least 80 percent of its net assets, plus any borrowings for investment ... More
Channing Intrinsic 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 Channing Intrinsic'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 Channing Intrinsic Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 16.62 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 2.76 |
Channing Intrinsic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Channing Intrinsic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Channing Intrinsic's standard deviation. In reality, there are many statistical measures that can use Channing Intrinsic historical prices to predict the future Channing Intrinsic's volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 0.0914 | |||
| Total Risk Alpha | 0.0761 | |||
| Sortino Ratio | 0.0483 | |||
| Treynor Ratio | 0.1706 |
Channing Intrinsic Value Backtested Returns
Channing Intrinsic appears to be not too volatile, given 3 months investment horizon. Channing Intrinsic Value secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Channing Intrinsic Value, which you can use to evaluate the volatility of the entity. Please makes use of Channing Intrinsic's mean deviation of 1.46, and Risk Adjusted Performance of 0.1632 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Channing Intrinsic will likely underperform.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Channing Intrinsic Value has insignificant reverse predictability. Overlapping area represents the amount of predictability between Channing Intrinsic time series from 5th of June 2025 to 20th of June 2025 and 20th of June 2025 to 5th 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 Channing Intrinsic Value price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Channing Intrinsic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Channing Intrinsic Value lagged returns against current returns
Autocorrelation, which is Channing Intrinsic 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 Channing Intrinsic's mutual fund expected returns. We can calculate the autocorrelation of Channing Intrinsic returns to help us make a trade decision. For example, suppose you find that Channing Intrinsic 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 |
Channing Intrinsic 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 Channing Intrinsic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Channing Intrinsic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Channing Intrinsic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Channing Intrinsic Lagged Returns
When evaluating Channing Intrinsic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Channing Intrinsic mutual fund have on its future price. Channing Intrinsic 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, Channing Intrinsic autocorrelation shows the relationship between Channing Intrinsic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Channing Intrinsic Value.
Regressed Prices |
| Timeline |
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Other Information on Investing in Channing Mutual Fund
Channing Intrinsic financial ratios help investors to determine whether Channing 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 Channing with respect to the benefits of owning Channing Intrinsic security.
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