Laudus Large Cap Fund Market Value
| LGILX Fund | USD 27.98 0.24 0.87% |
| Symbol | Laudus |
Laudus Us '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 Laudus Us' 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 Laudus Us.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Laudus Us on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Laudus Large Cap or generate 0.0% return on investment in Laudus Us over 60 days. Laudus Us is related to or competes with Gmo Global, Touchstone International, Rbc Ultra-short, Vanguard Equity, Artisan Select, and The Hartford. The fund invests at least 80 percent of its net assets in equity securities of U.S More
Laudus Us 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 Laudus Us' 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 Laudus Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.68 |
Laudus Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laudus Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laudus Us' standard deviation. In reality, there are many statistical measures that can use Laudus Us historical prices to predict the future Laudus Us' volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | 0.0026 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1234 |
Laudus Large Cap Backtested Returns
At this stage we consider Laudus Mutual Fund to be very steady. Laudus Large Cap has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Laudus Us, which you can use to evaluate the volatility of the fund. Please verify Laudus Us' Downside Deviation of 1.33, mean deviation of 0.7304, and Risk Adjusted Performance of 0.0901 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The fund secures a Beta (Market Risk) of 0.9, which conveys possible diversification benefits within a given portfolio. Laudus Us returns are very sensitive to returns on the market. As the market goes up or down, Laudus Us is expected to follow.
Auto-correlation | 0.70 |
Good predictability
Laudus Large Cap has good predictability. Overlapping area represents the amount of predictability between Laudus Us time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th 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 Laudus Large Cap price movement. The serial correlation of 0.7 indicates that around 70.0% of current Laudus Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Laudus Large Cap lagged returns against current returns
Autocorrelation, which is Laudus Us 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 Laudus Us' mutual fund expected returns. We can calculate the autocorrelation of Laudus Us returns to help us make a trade decision. For example, suppose you find that Laudus Us 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 |
Laudus Us 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 Laudus Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laudus Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laudus Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Laudus Us Lagged Returns
When evaluating Laudus Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laudus Us mutual fund have on its future price. Laudus Us 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, Laudus Us autocorrelation shows the relationship between Laudus Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Laudus 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 Laudus Mutual Fund
Laudus Us financial ratios help investors to determine whether Laudus 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 Laudus with respect to the benefits of owning Laudus Us security.
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