Lsv Managed Volatility Fund Market Outlook
| LSVMX Fund | USD 10.06 0.10 1.00% |
Slightly above 56% of all Lsv Us' investors are looking to take a long position. The analysis of overall sentiment of trading Lsv Managed Volatility mutual fund suggests that some investors are interested at this time. Lsv Us' investing sentiment can be driven by a variety of factors including economic data, Lsv Us' earnings reports, geopolitical events, and overall market trends.
Comfort Level 56
Interested
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Lsv Us' input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Lsv Managed Volatility.
News SentimentNeutral | Hype SentimentBullish | Insider SentimentWaiting |
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Lsv Managed Volatility is 'Strong Hold'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell Lsv Managed Volatility given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for Lsv Managed Volatility, the advice is generated through an automated system that utilizes algorithms and statistical models.
Execute Lsv Us Advice
The Lsv recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Lsv Managed Volatility. Macroaxis does not own or have any residual interests in Lsv Managed Volatility or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Lsv Us' advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Hold
Market Performance | Good | Details | |
Volatility | Somewhat reliable | Details | |
Hype Condition | Under hyped | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Slowly supersedes the market | Details | |
Analyst Consensus | Not Available | Details |
For the selected time horizon Lsv Managed Volatility has a Risk Adjusted Performance of 0.135, Jensen Alpha of 0.4443, Total Risk Alpha of 0.2417, Sortino Ratio of 0.5901 and Treynor Ratio of 1.39Our investment recommendation tool can cross-verify current analyst consensus on Lsv Managed Volatility and to analyze the entity potential to grow in the current economic cycle. Please exercise Lsv Managed Volatility total asset and net asset to make buy, hold, or sell decision on Lsv Managed Volatility.
Lsv Us Trading Alerts and Improvement Suggestions
| Lsv Us appears to be risky and price may revert if volatility continues | |
| The fund maintains 99.25% of its assets in stocks |
Lsv Us Returns Distribution Density
The distribution of Lsv Us' historical returns is an attempt to chart the uncertainty of Lsv Us' future price movements. The chart of the probability distribution of Lsv Us daily returns describes the distribution of returns around its average expected value. We use Lsv Managed Volatility price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Lsv Us returns is essential to provide solid investment analysis for Lsv Us.
| Mean Return | 0.47 | Value At Risk | -0.92 | Potential Upside | 1.33 | Standard Deviation | 3.00 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Lsv Us historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Lsv Us Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Lsv Us or LSV Fund sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Lsv Us' price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Lsv fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.44 | |
β | Beta against Dow Jones | 0.34 | |
σ | Overall volatility | 3.11 | |
Ir | Information ratio | 0.13 |
Lsv Us Volatility Alert
Lsv Managed Volatility exhibits relatively low volatility with skewness of 7.52 and kurtosis of 59.42. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Lsv Us' mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Lsv Us' mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Lsv Us Fundamentals Vs Peers
Comparing Lsv Us' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Lsv Us' direct or indirect competition across all of the common fundamentals between Lsv Us and the related equities. This way, we can detect undervalued stocks with similar characteristics as Lsv Us or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Lsv Us' fundamental indicators could also be used in its relative valuation, which is a method of valuing Lsv Us by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Lsv Us to competition |
| Fundamentals | Lsv Us | Peer Average |
| Annual Yield | 0.02 % | 0.29 % |
| Year To Date Return | 5.01 % | 0.39 % |
| One Year Return | 15.54 % | 4.15 % |
| Three Year Return | 12.85 % | 3.60 % |
| Five Year Return | 11.05 % | 3.24 % |
| Net Asset | 25.3 M | 4.11 B |
| Minimum Initial Investment | 100 K | 976.16 K |
| Cash Position Weight | 0.75 % | 10.61 % |
| Equity Positions Weight | 99.25 % | 63.90 % |
Lsv Us Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Lsv . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 10.06 | |||
| Day Typical Price | 10.06 | |||
| Price Action Indicator | 0.05 | |||
| Period Momentum Indicator | 0.1 |
About Lsv Us Buy or Sell Advice
When is the right time to buy or sell Lsv Managed Volatility? Buying financial instruments such as Lsv Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having Lsv Us 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.Did You Try This Idea?
Run High Dividend Yield ETFs Thematic Idea Now
High Dividend Yield ETFs
ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The High Dividend Yield ETFs theme has 111 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 High Dividend Yield ETFs Theme or any other thematic opportunities.
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Other Information on Investing in Lsv Mutual Fund
Lsv Us financial ratios help investors to determine whether Lsv 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 Lsv with respect to the benefits of owning Lsv Us security.
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