Cref Equity Index Fund Market Value
| QCEQIX Fund | USD 562.94 4.40 0.79% |
| Symbol | Cref |
Please note, there is a significant difference between Cref Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cref Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cref Equity'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.
Cref Equity '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 Cref Equity's 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 Cref Equity.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Cref Equity on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Cref Equity Index or generate 0.0% return on investment in Cref Equity over 90 days. Cref Equity is related to or competes with Artisan Global, Ab Global, Dws Global, Jhancock Global, and Ab Global. More
Cref Equity 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 Cref Equity's 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 Cref Equity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.665 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.04 |
Cref Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cref Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cref Equity's standard deviation. In reality, there are many statistical measures that can use Cref Equity historical prices to predict the future Cref Equity's volatility.| Risk Adjusted Performance | 0.1754 | |||
| Jensen Alpha | 0.1461 | |||
| Total Risk Alpha | 0.0442 | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | (1.93) |
Cref Equity Index Backtested Returns
At this stage we consider Cref Fund to be very steady. Cref Equity Index secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Cref Equity Index, which you can use to evaluate the volatility of the entity. Please confirm Cref Equity's mean deviation of 0.4901, and Risk Adjusted Performance of 0.1754 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of -0.0717, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cref Equity are expected to decrease at a much lower rate. During the bear market, Cref Equity is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Cref Equity Index has good predictability. Overlapping area represents the amount of predictability between Cref Equity time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Cref Equity Index price movement. The serial correlation of 0.79 indicates that around 79.0% of current Cref Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 35.98 |
Cref Equity Index lagged returns against current returns
Autocorrelation, which is Cref Equity 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 Cref Equity's fund expected returns. We can calculate the autocorrelation of Cref Equity returns to help us make a trade decision. For example, suppose you find that Cref Equity has exhibited high autocorrelation historically, and you observe that the 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 |
Cref Equity 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 Cref Equity fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cref Equity fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cref Equity fund over time.
Current vs Lagged Prices |
| Timeline |
Cref Equity Lagged Returns
When evaluating Cref Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cref Equity fund have on its future price. Cref Equity 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, Cref Equity autocorrelation shows the relationship between Cref Equity fund current value and its past values and can show if there is a momentum factor associated with investing in Cref Equity Index.
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 Cref Fund
Cref Equity financial ratios help investors to determine whether Cref 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 Cref with respect to the benefits of owning Cref Equity security.
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