Large Pany Value Fund Market Value
| ALVIX Fund | USD 11.13 0.04 0.36% |
| Symbol | Large |
Large Company '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 Large Company'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 Large Company.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Large Company on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Large Pany Value or generate 0.0% return on investment in Large Company over 90 days. Large Company is related to or competes with Value Fund, Goldman Sachs, One Choice, Transamerica Capital, George Putnam, American Beacon, and Putnam Small. Under normal market conditions, the portfolio managers will invest at least 80 percent of the funds assets in securities... More
Large Company 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 Large Company'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 Large Pany Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6207 | |||
| Information Ratio | 0.1788 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.32 |
Large Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Large Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Large Company's standard deviation. In reality, there are many statistical measures that can use Large Company historical prices to predict the future Large Company's volatility.| Risk Adjusted Performance | 0.199 | |||
| Jensen Alpha | 0.3072 | |||
| Total Risk Alpha | 0.1918 | |||
| Sortino Ratio | 0.4159 | |||
| Treynor Ratio | 0.8387 |
Large Company February 11, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.199 | |||
| Market Risk Adjusted Performance | 0.8487 | |||
| Mean Deviation | 0.6581 | |||
| Downside Deviation | 0.6207 | |||
| Coefficient Of Variation | 411.51 | |||
| Standard Deviation | 1.44 | |||
| Variance | 2.08 | |||
| Information Ratio | 0.1788 | |||
| Jensen Alpha | 0.3072 | |||
| Total Risk Alpha | 0.1918 | |||
| Sortino Ratio | 0.4159 | |||
| Treynor Ratio | 0.8387 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.3852 | |||
| Semi Variance | (0.13) | |||
| Expected Short fall | (0.95) | |||
| Skewness | 5.9 | |||
| Kurtosis | 42.75 |
Large Pany Value Backtested Returns
Large Company appears to be not too volatile, given 3 months investment horizon. Large Pany Value has Sharpe Ratio of 0.24, which conveys that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Large Company, which you can use to evaluate the volatility of the fund. Please exercise Large Company's Risk Adjusted Performance of 0.199, coefficient of variation of 411.51, and Mean Deviation of 0.6581 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Large Company's returns are expected to increase less than the market. However, during the bear market, the loss of holding Large Company is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Large Pany Value has excellent predictability. Overlapping area represents the amount of predictability between Large Company time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Large Pany Value price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Large Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Large Mutual Fund
Large Company financial ratios help investors to determine whether Large 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 with respect to the benefits of owning Large Company security.
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