Jackson Square Large Cap Fund Market Value
| JSPJX Fund | USD 18.45 0.45 2.38% |
| Symbol | Jackson |
Jackson Square '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 Jackson Square'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 Jackson Square.
| 02/28/2025 |
| 03/30/2025 |
If you would invest 0.00 in Jackson Square on February 28, 2025 and sell it all today you would earn a total of 0.00 from holding Jackson Square Large Cap or generate 0.0% return on investment in Jackson Square over 30 days. Jackson Square is related to or competes with T Rowe, Inverse Mid-cap, Transamerica Financial, Allianzgi International, Short Small-cap, and Applied Finance. The fund invests primarily in common stocks of growth-oriented, U.S More
Jackson Square 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 Jackson Square'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 Jackson Square Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.22 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.8 |
Jackson Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jackson Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jackson Square's standard deviation. In reality, there are many statistical measures that can use Jackson Square historical prices to predict the future Jackson Square's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0049 | |||
| Treynor Ratio | 0.4729 |
Jackson Square Large Backtested Returns
Jackson Square Large holds Efficiency (Sharpe) Ratio of -0.0508, which attests that the entity had a -0.0508 % return per unit of risk over the last 3 months. Jackson Square Large exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jackson Square's Market Risk Adjusted Performance of 0.4829, standard deviation of 1.25, and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jackson Square are expected to decrease at a much lower rate. During the bear market, Jackson Square is likely to outperform the market.
Auto-correlation | 0.05 |
Virtually no predictability
Jackson Square Large Cap has virtually no predictability. Overlapping area represents the amount of predictability between Jackson Square time series from 28th of February 2025 to 15th of March 2025 and 15th of March 2025 to 30th of March 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 Jackson Square Large price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Jackson Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Jackson Square Large lagged returns against current returns
Autocorrelation, which is Jackson Square 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 Jackson Square's mutual fund expected returns. We can calculate the autocorrelation of Jackson Square returns to help us make a trade decision. For example, suppose you find that Jackson Square 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 |
Jackson Square 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 Jackson Square mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jackson Square mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jackson Square mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jackson Square Lagged Returns
When evaluating Jackson Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jackson Square mutual fund have on its future price. Jackson Square 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, Jackson Square autocorrelation shows the relationship between Jackson Square mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jackson Square Large Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Jackson Mutual Fund
Jackson Square financial ratios help investors to determine whether Jackson 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 Jackson with respect to the benefits of owning Jackson Square security.
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