Longleaf Partners Fund Market Value
| LLPFX Fund | USD 24.24 0.17 0.70% |
| Symbol | Longleaf |
Longleaf Partners '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 Longleaf Partners' 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 Longleaf Partners.
| 12/03/2024 |
| 02/01/2025 |
If you would invest 0.00 in Longleaf Partners on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding Longleaf Partners Fund or generate 0.0% return on investment in Longleaf Partners over 60 days. Longleaf Partners is related to or competes with Vanguard Reit, Nexpoint Real, Vy Clarion, Nexpoint Real, Columbia Real, Real Estate, and Baron Real. The fund primarily owns common stock or securities convertible into common stock but may purchase other types of securit... More
Longleaf Partners 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 Longleaf Partners' 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 Longleaf Partners Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.9539 |
Longleaf Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Longleaf Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Longleaf Partners' standard deviation. In reality, there are many statistical measures that can use Longleaf Partners historical prices to predict the future Longleaf Partners' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.16) |
Longleaf Partners Backtested Returns
Longleaf Partners has Sharpe Ratio of -0.0453, which conveys that the entity had a -0.0453 % return per unit of risk over the last 3 months. Longleaf Partners exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Longleaf Partners' Risk Adjusted Performance of (0.04), mean deviation of 0.4899, and Standard Deviation of 0.6717 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Longleaf Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Longleaf Partners is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Longleaf Partners Fund has good reverse predictability. Overlapping area represents the amount of predictability between Longleaf Partners time series from 3rd of December 2024 to 2nd of January 2025 and 2nd of January 2025 to 1st of February 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 Longleaf Partners price movement. The serial correlation of -0.51 indicates that about 51.0% of current Longleaf Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Longleaf Partners lagged returns against current returns
Autocorrelation, which is Longleaf Partners 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 Longleaf Partners' mutual fund expected returns. We can calculate the autocorrelation of Longleaf Partners returns to help us make a trade decision. For example, suppose you find that Longleaf Partners 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 |
Longleaf Partners 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 Longleaf Partners mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Longleaf Partners mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Longleaf Partners mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Longleaf Partners Lagged Returns
When evaluating Longleaf Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Longleaf Partners mutual fund have on its future price. Longleaf Partners 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, Longleaf Partners autocorrelation shows the relationship between Longleaf Partners mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Longleaf Partners 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 Longleaf Mutual Fund
Longleaf Partners financial ratios help investors to determine whether Longleaf 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 Longleaf with respect to the benefits of owning Longleaf Partners security.
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