Columbia Government Mortgage Fund Market Value
| AUGAX Fund | USD 18.01 0.08 0.44% |
| Symbol | Columbia |
Columbia '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'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.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Columbia on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Columbia Government Mortgage or generate 0.0% return on investment in Columbia over 90 days. Columbia is related to or competes with Aew Real, Tiaa Cref, Global Real, Real Estate, and Sa Real. The investment seeks to provide shareholders with current income as its primary objective and, as its secondary objectiv... More
Columbia 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'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 Government Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4255 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.6626 |
Columbia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia's standard deviation. In reality, there are many statistical measures that can use Columbia historical prices to predict the future Columbia's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.56) | |||
| Treynor Ratio | 0.1495 |
Columbia Government Backtested Returns
At this stage we consider Columbia Mutual Fund to be very steady. Columbia Government secures Sharpe Ratio (or Efficiency) of 0.0152, which signifies that the fund had a 0.0152 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Columbia Government Mortgage, which you can use to evaluate the volatility of the entity. Please confirm Columbia's Risk Adjusted Performance of 0.0027, mean deviation of 0.3471, and Downside Deviation of 0.4255 to double-check if the risk estimate we provide is consistent with the expected return of 0.0063%. The fund shows a Beta (market volatility) of -0.0246, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Columbia are expected to decrease at a much lower rate. During the bear market, Columbia is likely to outperform the market.
Auto-correlation | -0.64 |
Very good reverse predictability
Columbia Government Mortgage has very good reverse predictability. Overlapping area represents the amount of predictability between Columbia time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. 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 Government price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Columbia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Columbia Government lagged returns against current returns
Autocorrelation, which is Columbia 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's mutual fund expected returns. We can calculate the autocorrelation of Columbia returns to help us make a trade decision. For example, suppose you find that Columbia has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Columbia 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Lagged Returns
When evaluating Columbia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia mutual fund have on its future price. Columbia 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 autocorrelation shows the relationship between Columbia mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Government Mortgage.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Columbia Mutual Fund
Columbia financial ratios help investors to determine whether Columbia Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Columbia with respect to the benefits of owning Columbia security.
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