Columbia Adaptive Risk Fund Technical Analysis
CRKRX Fund | USD 8.50 0.03 0.35% |
As of the 28th of November, Columbia Adaptive shows the Downside Deviation of 0.6813, mean deviation of 0.4413, and Risk Adjusted Performance of 0.0271. Columbia Adaptive Risk technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to interpolate data for nineteen technical drivers for Columbia Adaptive Risk, which can be compared to its rivals. Please confirm Columbia Adaptive Risk downside deviation, treynor ratio, as well as the relationship between the Treynor Ratio and expected short fall to decide if Columbia Adaptive Risk is priced correctly, providing market reflects its regular price of 8.5 per share.
Columbia Adaptive Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Columbia, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ColumbiaColumbia |
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.
Columbia Adaptive Risk Technical Analysis
The output start index for this execution was sixty with a total number of output elements of one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Columbia Adaptive Risk volatility. High ATR values indicate high volatility, and low values indicate low volatility. .
Columbia Adaptive Risk Trend Analysis
Use this graph to draw trend lines for Columbia Adaptive Risk. You can use it to identify possible trend reversals for Columbia Adaptive as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Columbia Adaptive price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Columbia Adaptive Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Columbia Adaptive Risk applied against its price change over selected period. The best fit line has a slop of 0.0018 , which may suggest that Columbia Adaptive Risk market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.13, which is the sum of squared deviations for the predicted Columbia Adaptive price change compared to its average price change.About Columbia Adaptive Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Columbia Adaptive Risk on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Columbia Adaptive Risk based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Columbia Adaptive Risk price pattern first instead of the macroeconomic environment surrounding Columbia Adaptive Risk. By analyzing Columbia Adaptive's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Columbia Adaptive's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Columbia Adaptive specific price patterns or momentum indicators. Please read more on our technical analysis page.
Columbia Adaptive November 28, 2023 Technical Indicators
Most technical analysis of Columbia help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Columbia from various momentum indicators to cycle indicators. When you analyze Columbia charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0271 | |||
Market Risk Adjusted Performance | 0.0304 | |||
Mean Deviation | 0.4413 | |||
Semi Deviation | 0.5692 | |||
Downside Deviation | 0.6813 | |||
Coefficient Of Variation | 2607.15 | |||
Standard Deviation | 0.6093 | |||
Variance | 0.3713 | |||
Information Ratio | (0.005523) | |||
Jensen Alpha | 0.0024 | |||
Total Risk Alpha | 3.0E-4 | |||
Sortino Ratio | (0.00494) | |||
Treynor Ratio | 0.0204 | |||
Maximum Drawdown | 2.45 | |||
Value At Risk | (0.98) | |||
Potential Upside | 0.9744 | |||
Downside Variance | 0.4641 | |||
Semi Variance | 0.324 | |||
Expected Short fall | (0.46) | |||
Skewness | 0.2569 | |||
Kurtosis | 1.23 |
Columbia Adaptive Risk One Year Return
Based on the recorded statements, Columbia Adaptive Risk has an One Year Return of 1.2887%. This is 84.03% lower than that of the Columbia family and significantly higher than that of the Tactical Allocation category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Columbia Adaptive November 28, 2023 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Columbia stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
Accumulation Distribution | 0.00 | ||
Daily Balance Of Power | Huge | ||
Rate Of Daily Change | 1.00 | ||
Day Median Price | 8.50 | ||
Day Typical Price | 8.50 | ||
Price Action Indicator | 0.01 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Columbia Adaptive Risk. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as signals in producer price index. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Columbia Mutual Fund analysis
When running Columbia Adaptive's price analysis, check to measure Columbia Adaptive's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Columbia Adaptive is operating at the current time. Most of Columbia Adaptive's value examination focuses on studying past and present price action to predict the probability of Columbia Adaptive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Columbia Adaptive's price. Additionally, you may evaluate how the addition of Columbia Adaptive to your portfolios can decrease your overall portfolio volatility.
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