Columbia Disciplined Risk Analysis And Volatility Evaluation

CVQBX -- USA Fund  

USD 10.26  0.03  0.29%

Our philosophy towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Columbia Disciplined Value B which you can use to evaluate future volatility of the entity. Please confirm Columbia Disciplined Coefficient Of Variation of 604.43, Risk Adjusted Performance of 0.0642 and Mean Deviation of 0.1753 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Columbia Disciplined Market Sensitivity

As returns on market increase, returns on owning Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, Columbia Disciplined is likely to outperform the market.
One Month Beta |Analyze Columbia Disciplined Demand Trend
Check current 30 days Columbia Disciplined correlation with market (DOW)
β = -0.012
Columbia Disciplined Almost negative betaColumbia Disciplined Beta Legend

Columbia Disciplined Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Columbia Disciplined Projected Return Density Against Market

Assuming 30 trading days horizon, Columbia Disciplined Value B has beta of -0.012 . This suggests as returns on benchmark increase, returns on holding Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, however, Columbia Disciplined Value B is likely to outperform the market. Moreover, Columbia Disciplined Value B has an alpha of 0.0278 implying that it can potentially generate 0.0278% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0278
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.65

Columbia Disciplined Return Volatility

Columbia Disciplined Value B shows 0.0% volatility of returns over 30 trading days. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Columbia Disciplined Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Columbia Disciplined Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than Columbia Disciplined Value B. 0% of all equities and portfolios are less risky than Columbia Disciplined. Compared to the overall equity markets, volatility of historical daily returns of Columbia Disciplined Value B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Columbia Disciplined Value B to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Columbia Disciplined to be traded at $10.77 in 30 days. As returns on market increase, returns on owning Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, Columbia Disciplined is likely to outperform the market.

Columbia Disciplined correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Columbia Disciplined Value B and equity matching DJI index in the same portfolio.

Columbia Disciplined Volatility Indicators

Columbia Disciplined Value B Current Risk Indicators

Check also Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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