Lkcm Equity Fund Market Value
| LKEQX Fund | USD 38.05 0.37 0.98% |
| Symbol | Lkcm |
Lkcm Equity '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 Equity'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 Lkcm Equity.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Lkcm Equity on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Lkcm Equity Fund or generate 0.0% return on investment in Lkcm Equity over 720 days. Lkcm Equity is related to or competes with Artisan High, Pace High, Rbc Bluebay, Chartwell Short, Needham Aggressive, Aqr Risk, and Ab High. The fund seeks to achieve its investment objective by investing under normal circumstances at least 80 percent of its ne... More
Lkcm Equity 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 Equity'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 Lkcm Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 9.98 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 0.982 |
Lkcm Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm Equity's standard deviation. In reality, there are many statistical measures that can use Lkcm Equity historical prices to predict the future Lkcm Equity's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.09) |
Lkcm Equity Fund Backtested Returns
Lkcm Equity Fund has Sharpe Ratio of -0.0383, which conveys that the entity had a -0.0383 % return per unit of risk over the last 3 months. Lkcm Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lkcm Equity's Mean Deviation of 0.7178, standard deviation of 1.21, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lkcm Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lkcm Equity is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Lkcm Equity Fund has below average predictability. Overlapping area represents the amount of predictability between Lkcm Equity time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Lkcm Equity Fund price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Lkcm Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 3.35 |
Lkcm Equity Fund lagged returns against current returns
Autocorrelation, which is Lkcm Equity 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 Equity's mutual fund expected returns. We can calculate the autocorrelation of Lkcm Equity returns to help us make a trade decision. For example, suppose you find that Lkcm Equity 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 Equity 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 Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm Equity 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 Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm Equity Lagged Returns
When evaluating Lkcm Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm Equity mutual fund have on its future price. Lkcm Equity 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 Equity autocorrelation shows the relationship between Lkcm Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm Equity Fund.
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 Equity 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 Equity security.
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