Columbia Select Hype Analysis, Columbia Select Correlation, Portfolio Optimization, Columbia Select Volatility as well as analyze Columbia Select Alpha and Beta and Columbia Select Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Columbia Select Mid Cap Value F and determine expected loss or profit from investing in Columbia Select over given investment horizon. Check also
|Horizon||30 Days Login to change|
Columbia Select 'What if' Analysis
July 18, 20190.00
October 16, 20190.00
If you would invest 0.00 in Columbia Select on July 18, 2019 and sell it all today you would earn a total of 0.00 from holding Columbia Select Mid Cap Value F or generate 0.0% return on investment in Columbia Select over 90 days. Columbia Select is related to or competes with JPMorgan Mid, JPMorgan Mid, John Hancock, T Rowe, Victory Sycamore, WF Special, and WF Special. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities of companies tha...
Columbia Select Upside/Downside Indicators
|Value At Risk||(2.26)|
Columbia Select Market Premium Indicators
|Risk Adjusted Performance||(0.01127)|
|Total Risk Alpha||0.0028|
Columbia Select Mid Backtested Returns
Macroaxis considers Columbia Select to be somewhat reliable. Columbia Select Mid secures Sharpe Ratio (or Efficiency) of -0.0066 which signifies that the fund had -0.0066% of return per unit of risk over the last 3 months. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Columbia Select Mid Cap Value F exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Columbia Select Mid Risk Adjusted Performance of
(0.01127) and Mean Deviation of 0.7541 to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.0772 which signifies that as returns on market increase, returns on owning Columbia Select are expected to decrease at a much smaller rate. During bear market, Columbia Select is likely to outperform the market. Even though it is essential to pay attention to Columbia Select Mid historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Columbia Select Mid Cap Value F exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.26|
|Spearman Rank Test||0.35|
Columbia Select Mid lagged returns against current returns
Current and Lagged Values
Columbia Select regressed lagged prices vs. current prices
Current vs Lagged Prices
Columbia Select Lagged Returns
Check also Columbia Select Hype Analysis, Columbia Select Correlation, Portfolio Optimization, Columbia Select Volatility as well as analyze Columbia Select Alpha and Beta and Columbia Select Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.