Lkcm Small Cap Fund Market Value
| LKSCX Fund | USD 23.85 0.36 1.53% |
| Symbol | Lkcm |
Lkcm Small '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 Small'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 Small.
| 01/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in Lkcm Small on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Lkcm Small Cap or generate 0.0% return on investment in Lkcm Small over 690 days. Lkcm Small is related to or competes with Lkcm Aquinas, Lkcm Balanced, Lkcm Equity, Lkcm Small-mid. The fund seeks to achieve its investment objective by investing under normal circumstances at least 80 percent of its ne... More
Lkcm Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9737 | |||
| Information Ratio | 0.0764 | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.94 |
Lkcm Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm Small's standard deviation. In reality, there are many statistical measures that can use Lkcm Small historical prices to predict the future Lkcm Small's volatility.| Risk Adjusted Performance | 0.1464 | |||
| Jensen Alpha | 0.0446 | |||
| Total Risk Alpha | 0.0243 | |||
| Sortino Ratio | 0.0934 | |||
| Treynor Ratio | 0.153 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lkcm Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lkcm Small Cap Backtested Returns
At this stage we consider Lkcm Mutual Fund to be very steady. Lkcm Small Cap has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lkcm Small, which you can use to evaluate the volatility of the fund. Please verify Lkcm Small's Risk Adjusted Performance of 0.1464, mean deviation of 0.8065, and Downside Deviation of 0.9737 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The fund secures a Beta (Market Risk) of 1.38, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lkcm Small will likely underperform.
Auto-correlation | 0.14 |
Insignificant predictability
Lkcm Small Cap has insignificant predictability. Overlapping area represents the amount of predictability between Lkcm Small time series from 4th of January 2023 to 15th of December 2023 and 15th of December 2023 to 24th 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 Small Cap price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Lkcm Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Lkcm Small Cap lagged returns against current returns
Autocorrelation, which is Lkcm Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Lkcm Small returns to help us make a trade decision. For example, suppose you find that Lkcm Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm Small Lagged Returns
When evaluating Lkcm Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm Small mutual fund have on its future price. Lkcm Small 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 Small autocorrelation shows the relationship between Lkcm Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm Small 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 Lkcm Mutual Fund
Lkcm Small 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 Small security.
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