Lkcm Aquinas Catholic Fund Market Value
| AQEIX Fund | USD 19.89 0.08 0.40% |
| Symbol | Lkcm |
Lkcm Aquinas '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 Lkcm Aquinas' 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 Lkcm Aquinas.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Lkcm Aquinas on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Lkcm Aquinas Catholic or generate 0.0% return on investment in Lkcm Aquinas over 720 days. Lkcm Aquinas is related to or competes with Lkcm Small, Prudential Jennison, and Fidelity New. The fund invests at least 80 percent of its net assets in equity securities More
Lkcm Aquinas 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 Lkcm Aquinas' 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 Lkcm Aquinas Catholic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8246 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.0 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 0.9189 |
Lkcm Aquinas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm Aquinas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm Aquinas' standard deviation. In reality, there are many statistical measures that can use Lkcm Aquinas historical prices to predict the future Lkcm Aquinas' volatility.| Risk Adjusted Performance | 0.1128 | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1227 |
Lkcm Aquinas Catholic Backtested Returns
At this stage we consider Lkcm Mutual Fund to be very steady. Lkcm Aquinas Catholic has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lkcm Aquinas, which you can use to evaluate the volatility of the fund. Please verify Lkcm Aquinas' Downside Deviation of 0.8246, risk adjusted performance of 0.1128, and Mean Deviation of 0.4995 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The fund secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lkcm Aquinas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lkcm Aquinas is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Lkcm Aquinas Catholic has below average predictability. Overlapping area represents the amount of predictability between Lkcm Aquinas time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lkcm Aquinas Catholic price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Lkcm Aquinas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Lkcm Aquinas Catholic lagged returns against current returns
Autocorrelation, which is Lkcm Aquinas 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 Lkcm Aquinas' mutual fund expected returns. We can calculate the autocorrelation of Lkcm Aquinas returns to help us make a trade decision. For example, suppose you find that Lkcm Aquinas has exhibited high autocorrelation historically, and you observe that the mutual 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 |
Lkcm Aquinas 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 Lkcm Aquinas mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm Aquinas mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lkcm Aquinas mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm Aquinas Lagged Returns
When evaluating Lkcm Aquinas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm Aquinas mutual fund have on its future price. Lkcm Aquinas 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, Lkcm Aquinas autocorrelation shows the relationship between Lkcm Aquinas mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm Aquinas Catholic.
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 Lkcm Mutual Fund
Lkcm Aquinas financial ratios help investors to determine whether Lkcm 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 Lkcm with respect to the benefits of owning Lkcm Aquinas security.
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