COLUMBIA Mutual Fund Volatility

GAEGX Fund  USD 45.17  0.71  1.55%   
COLUMBIA LARGE appears to be somewhat reliable, given 3 months investment horizon. COLUMBIA LARGE CAP secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had 0.14% of return per unit of return volatility over the last 3 months. Our approach to foreseeing the 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-one technical indicators for COLUMBIA LARGE CAP, which you can use to evaluate the future volatility of the entity. Please makes use of COLUMBIA LARGE's Semi Deviation of 1.34, risk adjusted performance of 0.0757, and Mean Deviation of 1.28 to double-check if our risk estimates are consistent with your expectations.
  
COLUMBIA LARGE Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of COLUMBIA daily returns, and it is calculated using variance and standard deviation. We also use COLUMBIA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of COLUMBIA LARGE volatility.

150 Days Market Risk

Somewhat reliable

Chance of Distress

Very Low

150 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as COLUMBIA LARGE can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of COLUMBIA LARGE at lower prices. For example, an investor can purchase COLUMBIA stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of COLUMBIA LARGE's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with COLUMBIA LARGE

+0.94GAFFXGROWTH FUNDPairCorr
+0.84CGFFXGROWTH FUNDPairCorr
+0.84CGFCXGROWTH FUNDPairCorr
+0.84CGFEXGROWTH FUNDPairCorr
+0.95RGAAXGROWTH FUNDPairCorr
+0.94RGAGXGROWTH FUNDPairCorr
+0.84RGABXGROWTH FUNDPairCorr

COLUMBIA LARGE Market Sensitivity And Downside Risk

COLUMBIA LARGE's beta coefficient measures the volatility of COLUMBIA mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents COLUMBIA mutual fund's returns against your selected market. In other words, COLUMBIA LARGE's beta of -0.19 provides an investor with an approximation of how much risk COLUMBIA LARGE mutual fund can potentially add to one of your existing portfolios.
COLUMBIA LARGE CAP has relatively low volatility with skewness of 1.05 and kurtosis of 3.41. However, we advise all investors to independently investigate COLUMBIA LARGE CAP to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure COLUMBIA LARGE's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact COLUMBIA LARGE's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze COLUMBIA LARGE CAP Demand Trend
Check current 90 days COLUMBIA LARGE correlation with market (NYSE Composite)

COLUMBIA Beta

    
  -0.19  
COLUMBIA standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  1.63  
It is essential to understand the difference between upside risk (as represented by COLUMBIA LARGE's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of COLUMBIA LARGE's daily returns or price. Since the actual investment returns on holding a position in columbia mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in COLUMBIA LARGE.

COLUMBIA LARGE CAP Mutual Fund Volatility Analysis

Volatility refers to the frequency at which COLUMBIA LARGE fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with COLUMBIA LARGE's price changes. Investors will then calculate the volatility of COLUMBIA LARGE's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of COLUMBIA LARGE's volatility:

Historical Volatility

This type of fund volatility measures COLUMBIA LARGE's fluctuations based on previous trends. It's commonly used to predict COLUMBIA LARGE's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for COLUMBIA LARGE's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on COLUMBIA LARGE's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. COLUMBIA LARGE CAP Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
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COLUMBIA LARGE Projected Return Density Against Market

Assuming the 90 days horizon COLUMBIA LARGE CAP has a beta of -0.1882 . This usually indicates as returns on benchmark increase, returns on holding COLUMBIA LARGE are expected to decrease at a much lower rate. During the bear market, however, COLUMBIA LARGE CAP is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to COLUMBIA LARGE or Columbia Threadneedle sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that COLUMBIA LARGE's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a COLUMBIA fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.1187, implying that it can generate a 0.12 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
COLUMBIA LARGE's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how columbia mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a COLUMBIA LARGE Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

COLUMBIA LARGE Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to COLUMBIA LARGE or Columbia Threadneedle sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that COLUMBIA LARGE's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a COLUMBIA fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of COLUMBIA LARGE is 736.33. The daily returns are distributed with a variance of 2.65 and standard deviation of 1.63. The mean deviation of COLUMBIA LARGE CAP is currently at 1.22. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.11
α
Alpha over NYSE Composite
0.12
β
Beta against NYSE Composite-0.19
σ
Overall volatility
1.63
Ir
Information ratio -0.0038

COLUMBIA LARGE Mutual Fund Return Volatility

COLUMBIA LARGE historical daily return volatility represents how much of COLUMBIA LARGE fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.6277% volatility of returns over 90 . By contrast, NYSE Composite accepts 1.0679% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About COLUMBIA LARGE Volatility

Volatility is a rate at which the price of COLUMBIA LARGE or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of COLUMBIA LARGE may increase or decrease. In other words, similar to COLUMBIA's beta indicator, it measures the risk of COLUMBIA LARGE and helps estimate the fluctuations that may happen in a short period of time. So if prices of COLUMBIA LARGE fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of large-capitalization companies, primarily common stocks and securities that can be converted into common stocks. Columbia Fds is traded on NASDAQ Exchange in the United States.
COLUMBIA LARGE's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on COLUMBIA Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much COLUMBIA LARGE's price varies over time.

3 ways to utilize COLUMBIA LARGE's volatility to invest better

Higher COLUMBIA LARGE's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of COLUMBIA LARGE CAP fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. COLUMBIA LARGE CAP fund volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of COLUMBIA LARGE CAP investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in COLUMBIA LARGE's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of COLUMBIA LARGE's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

COLUMBIA LARGE Investment Opportunity

COLUMBIA LARGE CAP has a volatility of 1.63 and is 1.52 times more volatile than NYSE Composite. 14  of all equities and portfolios are less risky than COLUMBIA LARGE. Compared to the overall equity markets, volatility of historical daily returns of COLUMBIA LARGE CAP is lower than 14 () of all global equities and portfolios over the last 90 days. Use COLUMBIA LARGE CAP to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of COLUMBIA LARGE to be traded at $43.81 in 90 days.

Good diversification

The correlation between COLUMBIA LARGE CAP and NYA is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding COLUMBIA LARGE CAP and NYA in the same portfolio, assuming nothing else is changed.

COLUMBIA LARGE Additional Risk Indicators

The analysis of COLUMBIA LARGE's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in COLUMBIA LARGE's investment and either accepting that risk or mitigating it. Along with some common measures of COLUMBIA LARGE mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

COLUMBIA LARGE Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against COLUMBIA LARGE as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. COLUMBIA LARGE's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, COLUMBIA LARGE's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to COLUMBIA LARGE CAP.
Please check Risk vs Return Analysis. Note that the COLUMBIA LARGE CAP information on this page should be used as a complementary analysis to other COLUMBIA LARGE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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When running COLUMBIA LARGE CAP price analysis, check to measure COLUMBIA LARGE'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 LARGE is operating at the current time. Most of COLUMBIA LARGE's value examination focuses on studying past and present price action to predict the probability of COLUMBIA LARGE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move COLUMBIA LARGE's price. Additionally, you may evaluate how the addition of COLUMBIA LARGE to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between COLUMBIA LARGE's value and its price as these two are different measures arrived at by different means. Investors typically determine COLUMBIA LARGE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, COLUMBIA LARGE'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.