Large-cap Value Competition

Mutual Funds USA . 
Fund . Large Cap Value Profund
LVPIX Fund  USD 115.51  0.90  0.79%   
Large Cap Value competes with Short Real, Short Real, Ultrashort Mid-cap, Ultrashort Mid, and Technology Ultrasector; as well as few others. The fund is listed under Large Value category and is part of ProFunds family. Analyzing Large-cap Value competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Large-cap Value to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Large-cap Value Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Large-cap Value competition on your existing holdings.
  
Specify up to 10 symbols:
Hype
Prediction
LowEstimatedHigh
114.88115.51116.14
Details
Intrinsic
Valuation
LowRealHigh
113.95114.58127.06
Details
Naive
Forecast
LowNextHigh
114.64115.27115.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
112.48114.12115.77
Details

Large-cap Value Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Large-cap Value and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Large-cap and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Large Cap Value does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
SRPSX
+ 1.0
SRPIX
UIPSX
+ 1.0
UIPIX
TEPSX
+ 1.0
TEPIX
LGPSX
+ 1.0
LGPIX
BRPSX
+ 1.0
BRPIX
LGPSX
+ 0.97
TEPIX
  
High negative correlations   
BRPSX
- 0.99
LGPSX
BRPIX
- 0.99
LGPSX
BRPSX
- 0.99
LGPIX
BRPIX
- 0.99
LGPIX
BRPSX
- 0.96
TEPSX
BRPIX
- 0.96
TEPSX

Risk-Adjusted Indicators

There is a big difference between Large-cap Mutual Fund performing well and Large-cap Value Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Large-cap Value's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SRPIX  0.71 (0.04) 0.00  0.85  0.00 
 0.00 
 1.26 
(1.27)
 4.28 
SRPSX  0.71 (0.05) 0.00  1.29  0.00 
 0.00 
 1.33 
(1.33)
 4.27 
UIPIX  1.44  0.01  0.00  0.12  0.00 
 0.00 
 2.46 
(3.43)
 13.58 
UIPSX  1.44  0.01  0.00  0.12  0.00 
 0.00 
 2.46 
(3.42)
 13.58 
TEPIX  1.50 (0.08) 0.00  0.07  2.23 
(1.47)
 2.84 
(3.72)
 9.83 
TEPSX  1.50 (0.09) 0.00  0.07  2.23 
(1.46)
 2.81 
(3.74)
 9.85 
LGPIX  0.73 (0.01)(0.02) 0.11  1.01 
(0.67)
 1.55 
(2.04)
 5.24 
LGPSX  0.73 (0.01)(0.02) 0.10  1.02 
(0.69)
 1.55 
(2.04)
 5.23 
BRPIX  0.55  0.01  0.00  0.10  0.00 
 0.00 
 1.31 
(1.12)
 4.80 
BRPSX  0.55  0.01  0.00  0.11  0.00 
 0.00 
 1.27 
(1.20)
 4.62 
All Fundamental Data

Large-cap Value Competitive Analysis

The better you understand Large-cap Value competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Large-cap Value's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Large-cap Value's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
LVPIX SRPIX SRPSX UIPIX UIPSX TEPIX TEPSX LGPIX LGPSX BRPIX
 0.79 
 115.51 
Large-cap
 0.76 
 7.87 
Short
 1.19 
 6.63 
Short
 2.81 
 25.96 
Ultrashort
 2.78 
 22.40 
Ultrashort
 0.1 
 40.61 
Technology
 0.1 
 31.52 
Technology
 0.02 
 44.73 
Large-cap
 0.03 
 34.60 
Profunds-large
 0.61 
 11.48 
Bear
Market Volatility
(90 Days Market Risk)
Very steady
Not too volatile
Not too volatile
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
OK
Very Weak
Very Weak
Very Weak
Very Weak
Insignificant
Insignificant
OK
OK
Very Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Low
Low
Low
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Over Valued
Over Valued
Over Valued
Over Valued
Fairly Valued
Fairly Valued
Fairly Valued
Fairly Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Hold
Strong Sell
Sell
Strong Sell
Strong Sell
Hold
Hold
Hold
Hold
Strong Sell
Net Asset
7.96 M
1.83 M
2.55 M
1.52 M
1.42 M
79.29 M
73.33 M
14.54 M
37.85 M
8.57 M
Minimum Initial Investment
15 K
15 K
N/A
15 K
N/A
N/A
15 K
15 K
N/A
15 K
Price To Book
1.79
N/A
N/A
N/A
N/A
3.83
3.83
4.44
4.44
N/A
Five Year Return
10.55
-8.19
-8.5
-30.47
-32.37
25.92
24.66
15.17
14.03
-14.51
One Year Return
24.34
-15.98
-15.01
-35.81
-40.73
33.42
32.03
35.49
34.15
-18.82
Last Dividend Paid
N/A
0.92
0.68
0.08
0.09
N/A
N/A
N/A
N/A
0.01
Price To Earning
16.28
N/A
N/A
N/A
N/A
2.02
1.56
22.07
22.07
N/A
Price To Sales
1.24
N/A
N/A
N/A
N/A
2.89
2.89
2.62
2.62
N/A
Cash Position Weight
0.44
100.0
105.13
84.66
126.55
19.11
23.65
N/A
0.02
85.84
Equity Positions Weight
99.56
N/A
N/A
N/A
-20.35
76.66
76.35
100.0
99.98
N/A
Three Year Return
10.4
0.97
1.17
-12.8
-16.11
5.41
4.35
4.72
3.68
-6.07
Annual Yield
N/A
0.0241
0.0081
8.23
4.79
N/A
N/A
N/A
N/A
0.67
Year To Date Return
17.02
0.36
4.55
0.64
1.84
23.2
22.07
29.86
28.72
0.44
Ten Year Return
8.32
-12.89
-13.71
-27.8
-28.51
23.02
21.78
13.35
12.22
-14.66
Day Typical Price
115.51
7.87
6.63
25.96
22.4
40.61
31.52
44.73
34.6
11.48
Daily Balance Of Power
9.2 T
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
9.2 T
9.2 T
(9,223,372,036,855)
Period Momentum Indicator
0.9
(0.06)
(0.08)
(0.75)
(0.64)
(0.04)
(0.03)
0.01
0.01
(0.07)
Rate Of Daily Change
1.01
0.99
0.99
0.97
0.97
1.0
1.0
1.0
1.0
0.99
Day Median Price
115.51
7.87
6.63
25.96
22.4
40.61
31.52
44.73
34.6
11.48
Price Action Indicator
0.45
(0.03)
(0.04)
(0.37)
(0.32)
(0.02)
(0.01)
0.005
0.005
(0.04)
Relative Strength Index
61.99
55.47
55.57
29.04
29.02
64.1
63.99
67.44
67.2
33.05
Coefficient Of Variation
636.86
(2,303)
(2,020)
(747.36)
(742.49)
1570.17
1621.71
953.06
991.37
(999.84)
Mean Deviation
0.5021
0.7144
0.7068
1.44
1.44
1.5
1.5
0.7279
0.7295
0.5538
Jensen Alpha
(0)
(0.04)
(0.05)
0.0087
0.007
(0.08)
(0.09)
(0.01)
(0.01)
0.0143
Total Risk Alpha
(0.01)
(0.19)
(0.20)
(0.60)
(0.60)
(0.21)
(0.21)
(0.07)
(0.07)
(0.21)
Sortino Ratio
(0.06)
N/A
N/A
N/A
N/A
0.0012
(0.0006)
(0.02)
(0.02)
N/A
Downside Variance
0.2547
N/A
N/A
N/A
N/A
5.67
5.68
1.66
1.67
N/A
Standard Deviation
0.6302
0.9108
0.9056
2.01
2.01
2.1
2.1
1.06
1.06
0.7791
Kurtosis
1.48
0.2897
0.4618
3.31
3.32
1.71
1.69
1.67
1.65
2.04
Potential Upside
1.09
1.26
1.33
2.46
2.46
2.84
2.81
1.55
1.55
1.31
Treynor Ratio
0.1178
0.8457
1.29
0.1172
0.1179
0.0726
0.0704
0.1094
0.105
0.1039
Maximum Drawdown
3.17
4.28
4.27
13.58
13.58
9.83
9.85
5.24
5.23
4.8
Variance
0.3971
0.8296
0.8202
4.05
4.05
4.41
4.4
1.11
1.12
0.607
Market Risk Adjusted Performance
0.1278
0.8557
1.3
0.1272
0.1279
0.0826
0.0804
0.1194
0.115
0.1139
Risk Adjusted Performance
0.1183
(0.03)
(0.04)
(0.1)
(0.1)
0.0552
0.0536
0.0832
0.0801
(0.08)
Skewness
0.7408
0.3235
0.3462
(0.83)
(0.83)
(0.63)
(0.63)
(0.59)
(0.60)
0.2316
Semi Deviation
0.3522
N/A
N/A
N/A
N/A
2.23
2.23
1.01
1.02
N/A
Information Ratio
(0.05)
(0.19)
(0.19)
(0.20)
(0.20)
0.0014
(0.0007)
(0.02)
(0.02)
(0.27)
Value At Risk
(0.83)
(1.27)
(1.33)
(3.43)
(3.42)
(3.72)
(3.74)
(2.04)
(2.04)
(1.12)
Expected Short fall
(0.61)
N/A
N/A
N/A
N/A
(1.47)
(1.46)
(0.67)
(0.69)
N/A
Downside Deviation
0.5047
N/A
N/A
N/A
N/A
2.38
2.38
1.29
1.29
N/A
Semi Variance
0.124
N/A
N/A
N/A
N/A
4.97
4.98
1.03
1.04
N/A

Large-cap Value Competition Performance Charts

Five steps to successful analysis of Large-cap Value Competition

Large-cap Value's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Large Cap Value in relation to its competition. Large-cap Value's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Large-cap Value in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Large-cap Value's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Large Cap Value, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Large-cap Value position

In addition to having Large-cap Value in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Government Funds Theme
Funds or Etfs that invest in fixed income securities issued by national government to finance government spending or to facilitate Federal Reserve monetary policies. The Government Funds theme has 47 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Government Funds Theme or any other thematic opportunities.
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Other Information on Investing in Large-cap Mutual Fund

Large-cap Value financial ratios help investors to determine whether Large-cap 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 Large-cap with respect to the benefits of owning Large-cap Value security.
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