Columbia Adaptive Risk Fund Market Value

CRKRX Fund  USD 8.50  0.03  0.35%   
Columbia Adaptive's market value is the price at which a share of Columbia Adaptive stock trades on a public exchange. It measures the collective expectations of Columbia Adaptive Risk investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Columbia Adaptive Risk and determine expected loss or profit from investing in Columbia Adaptive over a given investment horizon. Check out Columbia Adaptive Correlation, Columbia Adaptive Volatility and Columbia Adaptive Alpha and Beta module to complement your research on Columbia Adaptive.

Please note, there is a significant difference between Columbia Adaptive's value and its price as these two are different measures arrived at by different means. Investors typically determine if Columbia Adaptive is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Columbia Adaptive'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 Adaptive '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 Adaptive'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 Adaptive.
No Change 0.00  0.0 
In 2 months and 31 days
If you would invest  0.00  in Columbia Adaptive on August 30, 2023 and sell it all today you would earn a total of 0.00 from holding Columbia Adaptive Risk or generate 0.0% return on investment in Columbia Adaptive over 90 days. Columbia Adaptive is related to or competes with All Asset, Pimco All, All Asset, Pimco All, All Asset, All Asset, and Pimco All. The fund pursues its investment objective by allocating portfolio risk across multiple asset classes in U.S More

Columbia Adaptive 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 Adaptive'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 Adaptive Risk upside and downside potential and time the market with a certain degree of confidence.

Columbia Adaptive Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Adaptive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Adaptive's standard deviation. In reality, there are many statistical measures that can use Columbia Adaptive historical prices to predict the future Columbia Adaptive's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Columbia Adaptive'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. Please use the tools below to analyze the current value of Columbia Adaptive in the context of predictive analytics.
Band Projection (param)
LowerMiddle BandUpper
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Columbia Adaptive. Your research has to be compared to or analyzed against Columbia Adaptive's peers to derive any actionable benefits. When done correctly, Columbia Adaptive's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Columbia Adaptive Risk.

Columbia Adaptive Risk Backtested Returns

Columbia Adaptive Risk secures Sharpe Ratio (or Efficiency) of -0.0062, which signifies that the fund had -0.0062% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Columbia Adaptive Risk exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm Columbia Adaptive Risk Mean Deviation of 0.4413, downside deviation of 0.6813, and Risk Adjusted Performance of 0.0271 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.657, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Adaptive returns are expected to increase less than the market. However, during the bear market, the loss on holding Columbia Adaptive will be expected to be smaller as well. Our philosophy towards foreseeing any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Columbia Adaptive Risk exposes twenty-one different technical indicators, which can help you to evaluate its performance.



Excellent reverse predictability

Columbia Adaptive Risk has excellent reverse predictability. Overlapping area represents the amount of predictability between Columbia Adaptive time series from 30th of August 2023 to 14th of October 2023 and 14th of October 2023 to 28th of November 2023. 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 Adaptive Risk price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Columbia Adaptive price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.86
Residual Average0.0
Price Variance0.04

Columbia Adaptive Risk lagged returns against current returns

Autocorrelation, which is Columbia Adaptive 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 Adaptive's mutual fund expected returns. We can calculate the autocorrelation of Columbia Adaptive returns to help us make a trade decision. For example, suppose you find that Columbia Adaptive mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   

Columbia Adaptive 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 Adaptive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Adaptive 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 Adaptive mutual fund over time.
   Current vs Lagged Prices   

Columbia Adaptive Lagged Returns

When evaluating Columbia Adaptive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Adaptive mutual fund have on its future price. Columbia Adaptive 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 Adaptive autocorrelation shows the relationship between Columbia Adaptive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Adaptive Risk.
   Regressed Prices   

Be your own money manager

Our tools can tell you how much better you can do entering a position in Columbia Adaptive without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Columbia Adaptive

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Columbia Adaptive position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Columbia Adaptive will appreciate offsetting losses from the drop in the long position's value.

Moving together with Columbia Mutual Fund

+0.97SRINXColumbia Corporate IncomePairCorr
+0.96CUTYXColumbia Us TreasuryPairCorr
+0.97CUVRXColumbia Us GovernmentPairCorr
+0.83CVVRXColumbia Small CapPairCorr
The ability to find closely correlated positions to Columbia Adaptive could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Columbia Adaptive when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Columbia Adaptive - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Columbia Adaptive Risk to buy it.
The correlation of Columbia Adaptive is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Columbia Adaptive moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Columbia Adaptive Risk moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Columbia Adaptive can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out Columbia Adaptive Correlation, Columbia Adaptive Volatility and Columbia Adaptive Alpha and Beta module to complement your research on Columbia Adaptive.
You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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Columbia Adaptive technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Columbia Adaptive technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Columbia Adaptive trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...