Ladenburg Income Fundclass Fund Market Value
| LNCIX Fund | USD 10.92 0.03 0.28% |
| Symbol | Ladenburg |
Ladenburg Income '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 Ladenburg Income'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 Ladenburg Income.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Ladenburg Income on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Ladenburg Income Fundclass or generate 0.0% return on investment in Ladenburg Income over 720 days. Ladenburg Income is related to or competes with Ladenburg Growth, Ladenburg Growth, Ladenburg Growth, Ladenburg Income, Ladenburg Income, Ladenburg Income, and Ladenburg Income. The fund seeks to achieve the funds investment objective by investing in a combination of equity, fixed income and alter... More
Ladenburg Income 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 Ladenburg Income'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 Ladenburg Income Fundclass upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3308 | |||
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.463 |
Ladenburg Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Income's standard deviation. In reality, there are many statistical measures that can use Ladenburg Income historical prices to predict the future Ladenburg Income's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (0.01) |
Ladenburg Income Fun Backtested Returns
At this stage we consider Ladenburg Mutual Fund to be very steady. Ladenburg Income Fun has Sharpe Ratio of 0.0014, which conveys that the entity had a 0.0014% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ladenburg Income, which you can use to evaluate the volatility of the fund. Please verify Ladenburg Income's Downside Deviation of 0.3308, mean deviation of 0.2398, and Risk Adjusted Performance of 0.0069 to check out if the risk estimate we provide is consistent with the expected return of 4.0E-4%. The fund secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Ladenburg Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladenburg Income is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Ladenburg Income Fundclass has weak reverse predictability. Overlapping area represents the amount of predictability between Ladenburg Income time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Ladenburg Income Fun price movement. The serial correlation of -0.25 indicates that over 25.0% of current Ladenburg Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Ladenburg Income Fun lagged returns against current returns
Autocorrelation, which is Ladenburg Income 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 Ladenburg Income's mutual fund expected returns. We can calculate the autocorrelation of Ladenburg Income returns to help us make a trade decision. For example, suppose you find that Ladenburg Income 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 |
Ladenburg Income 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 Ladenburg Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladenburg Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Income Lagged Returns
When evaluating Ladenburg Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Income mutual fund have on its future price. Ladenburg Income 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, Ladenburg Income autocorrelation shows the relationship between Ladenburg Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Income Fundclass.
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 Ladenburg Mutual Fund
Ladenburg Income financial ratios help investors to determine whether Ladenburg 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 Ladenburg with respect to the benefits of owning Ladenburg Income security.
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