Cliffwater Mutual Fund Market Value

Cliffwater Enhanced's market value is the price at which a share of Cliffwater Enhanced stock trades on a public exchange. It measures the collective expectations of Cliffwater Enhanced Lending investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Cliffwater Enhanced Lending and determine expected loss or profit from investing in Cliffwater Enhanced over a given investment horizon. Check out Trending Equities.
Symbol

Please note, there is a significant difference between Cliffwater Enhanced's value and its price as these two are different measures arrived at by different means. Investors typically determine Cliffwater Enhanced value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cliffwater Enhanced'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.

Cliffwater Enhanced '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 Cliffwater Enhanced'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 Cliffwater Enhanced.
0.00
12/19/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/09/2022
0.00
If you would invest  0.00  in Cliffwater Enhanced on December 19, 2020 and sell it all today you would earn a total of 0.00 from holding Cliffwater Enhanced Lending or generate 0.0% return on investment in Cliffwater Enhanced over 720 days. More

Cliffwater Enhanced 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 Cliffwater Enhanced'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 Cliffwater Enhanced Lending upside and downside potential and time the market with a certain degree of confidence.

Cliffwater Enhanced Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cliffwater Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cliffwater Enhanced's standard deviation. In reality, there are many statistical measures that can use Cliffwater Enhanced historical prices to predict the future Cliffwater Enhanced's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Cliffwater Enhanced's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Cliffwater Enhanced in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
10.6610.7210.78
Details
Intrinsic
Valuation
LowReal ValueHigh
9.6511.6611.72
Details
Naive
Forecast
LowNext ValueHigh
10.6810.7410.79
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.5710.6510.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cliffwater Enhanced. Your research has to be compared to or analyzed against Cliffwater Enhanced's peers to derive any actionable benefits. When done correctly, Cliffwater Enhanced's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Cliffwater Enhanced.

Cliffwater Enhanced Backtested Returns

We consider Cliffwater Enhanced very steady. Cliffwater Enhanced secures Sharpe Ratio (or Efficiency) of 0.48, which signifies that the fund had 0.48% of return per unit of risk over the last 3 months. Our standpoint towards 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 Cliffwater Enhanced Lending, which you can use to evaluate the future volatility of the entity. Please confirm Cliffwater Enhanced risk adjusted performance of 0.4596, and Mean Deviation of 0.0448 to double-check if the risk estimate we provide is consistent with the expected return of 0.0273%.
The fund shows a Beta (market volatility) of 0.0019, which signifies not very significant fluctuations relative to the market. Let's try to break down what Cliffwater's beta means in this case. As returns on the market increase, Cliffwater Enhanced returns are expected to increase less than the market. However, during the bear market, the loss on holding Cliffwater Enhanced will be expected to be smaller as well. Although it is important to respect Cliffwater Enhanced historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Cliffwater Enhanced technical indicators, you can presently evaluate if the expected return of 0.0273% will be sustainable into the future.

Auto-correlation

    
  0.98  

Excellent predictability

Cliffwater Enhanced Lending has excellent predictability. Overlapping area represents the amount of predictability between Cliffwater Enhanced time series from 19th of December 2020 to 14th of December 2021 and 14th of December 2021 to 9th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cliffwater Enhanced price movement. The serial correlation of 0.98 indicates that 98.0% of current Cliffwater Enhanced price fluctuation can be explain by its past prices.
Correlation Coefficient0.98
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.03

Cliffwater Enhanced lagged returns against current returns

Autocorrelation, which is Cliffwater Enhanced 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 Cliffwater Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Cliffwater Enhanced returns to help us make a trade decision. For example, suppose you find that Cliffwater Enhanced mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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Cliffwater Enhanced 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 Cliffwater Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cliffwater Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cliffwater Enhanced mutual fund over time.
   Current vs Lagged Prices   
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       Timeline  

Cliffwater Enhanced Lagged Returns

When evaluating Cliffwater Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cliffwater Enhanced mutual fund have on its future price. Cliffwater Enhanced 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, Cliffwater Enhanced autocorrelation shows the relationship between Cliffwater Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cliffwater Enhanced Lending.
   Regressed Prices   
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       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cliffwater Enhanced in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cliffwater Enhanced's short interest history, or implied volatility extrapolated from Cliffwater Enhanced options trading.

Pair Trading with Cliffwater Enhanced

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cliffwater Enhanced position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cliffwater Enhanced will appreciate offsetting losses from the drop in the long position's value.

Moving together with Cliffwater Enhanced

+0.83JPMJPMorgan Chase Fiscal Year End 13th of January 2023 PairCorr
The ability to find closely correlated positions to Cliffwater Enhanced could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cliffwater Enhanced when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cliffwater Enhanced - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cliffwater Enhanced Lending to buy it.
The correlation of Cliffwater Enhanced is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cliffwater Enhanced moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cliffwater Enhanced moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cliffwater Enhanced can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Cliffwater Enhanced Correlation, Cliffwater Enhanced Volatility and Cliffwater Enhanced Alpha and Beta module to complement your research on Cliffwater Enhanced. Note that the Cliffwater Enhanced information on this page should be used as a complementary analysis to other Cliffwater Enhanced'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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Complementary Tools for Cliffwater Mutual Fund analysis

When running Cliffwater Enhanced price analysis, check to measure Cliffwater Enhanced'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 Cliffwater Enhanced is operating at the current time. Most of Cliffwater Enhanced's value examination focuses on studying past and present price action to predict the probability of Cliffwater Enhanced's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cliffwater Enhanced's price. Additionally, you may evaluate how the addition of Cliffwater Enhanced to your portfolios can decrease your overall portfolio volatility.
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Cliffwater Enhanced 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.
A focus of Cliffwater Enhanced technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cliffwater Enhanced trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...