Copeland International Small Fund Market Value
| CISAX Fund | USD 9.01 0.05 0.55% |
| Symbol | Copeland |
Copeland International '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 Copeland International'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 Copeland International.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Copeland International on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Copeland International Small or generate 0.0% return on investment in Copeland International over 90 days. Copeland International is related to or competes with Wealthbuilder Moderate, Target Retirement, Tiaa-cref Lifestyle, Franklin Lifesmart, Dimensional Retirement, and Voya Target. The fund is primarily composed of common stocks, American Depositary Receipts , real estate investment trusts of interna... More
Copeland International 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 Copeland International'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 Copeland International Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7378 | |||
| Information Ratio | 0.0514 | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.12 |
Copeland International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Copeland International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Copeland International's standard deviation. In reality, there are many statistical measures that can use Copeland International historical prices to predict the future Copeland International's volatility.| Risk Adjusted Performance | 0.1448 | |||
| Jensen Alpha | 0.121 | |||
| Total Risk Alpha | 0.041 | |||
| Sortino Ratio | 0.0456 | |||
| Treynor Ratio | 3.9 |
Copeland International Backtested Returns
At this stage we consider Copeland Mutual Fund to be very steady. Copeland International secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Copeland International Small, which you can use to evaluate the volatility of the entity. Please confirm Copeland International's Mean Deviation of 0.532, risk adjusted performance of 0.1448, and Downside Deviation of 0.7378 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.0318, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Copeland International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Copeland International is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Copeland International Small has good predictability. Overlapping area represents the amount of predictability between Copeland International time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th of August 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 Copeland International price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Copeland International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Copeland International lagged returns against current returns
Autocorrelation, which is Copeland International 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 Copeland International's mutual fund expected returns. We can calculate the autocorrelation of Copeland International returns to help us make a trade decision. For example, suppose you find that Copeland International 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 |
Copeland International 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 Copeland International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Copeland International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Copeland International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Copeland International Lagged Returns
When evaluating Copeland International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Copeland International mutual fund have on its future price. Copeland International 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, Copeland International autocorrelation shows the relationship between Copeland International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Copeland International Small.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Copeland Mutual Fund
Copeland International financial ratios help investors to determine whether Copeland 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 Copeland with respect to the benefits of owning Copeland International security.
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