Jag Large Cap Fund Market Value
| JLGAX Fund | USD 17.15 0.06 0.35% |
| Symbol | Jag |
Jag Large '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 Jag Large'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 Jag Large.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Jag Large on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Jag Large Cap or generate 0.0% return on investment in Jag Large over 30 days. Jag Large is related to or competes with Nuveen Large, Paradigm Value, Live Oak, Adirondack Small, Wesmark Tactical, T Rowe, and Biondo Focus. The fund invests primarily in common stocks of U.S More
Jag Large 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 Jag Large'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 Jag Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 27.46 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.83 |
Jag Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jag Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jag Large's standard deviation. In reality, there are many statistical measures that can use Jag Large historical prices to predict the future Jag Large's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.63) |
Jag Large Cap Backtested Returns
Jag Large Cap holds Efficiency (Sharpe) Ratio of -0.0951, which attests that the entity had a -0.0951 % return per unit of risk over the last 3 months. Jag Large Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jag Large's Market Risk Adjusted Performance of (0.62), standard deviation of 3.26, and Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jag Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jag Large is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Jag Large Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Jag Large time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jag Large Cap price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Jag Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 4.58 |
Jag Large Cap lagged returns against current returns
Autocorrelation, which is Jag Large 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 Jag Large's mutual fund expected returns. We can calculate the autocorrelation of Jag Large returns to help us make a trade decision. For example, suppose you find that Jag Large 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 |
Jag Large 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 Jag Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jag Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jag Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jag Large Lagged Returns
When evaluating Jag Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jag Large mutual fund have on its future price. Jag Large 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, Jag Large autocorrelation shows the relationship between Jag Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jag Large Cap.
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 Jag Mutual Fund
Jag Large financial ratios help investors to determine whether Jag 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 Jag with respect to the benefits of owning Jag Large security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |