Edgar Lomax Value Fund Market Value
| LOMAX Fund | USD 17.65 0.16 0.91% |
| Symbol | Edgar |
Edgar Lomax '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 Edgar Lomax'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 Edgar Lomax.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Edgar Lomax on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Edgar Lomax Value or generate 0.0% return on investment in Edgar Lomax over 90 days. Edgar Lomax is related to or competes with Lazard Developing, Aggressive Growth, Ing Senior, Balanced Fund, Lazard Us, Lazard Us, and Alger Balanced. The fund invests primarily in large, well-recognized companies More
Edgar Lomax 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 Edgar Lomax'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 Edgar Lomax Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6451 | |||
| Information Ratio | 0.239 | |||
| Maximum Drawdown | 4.55 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.55 |
Edgar Lomax Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Edgar Lomax's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Edgar Lomax's standard deviation. In reality, there are many statistical measures that can use Edgar Lomax historical prices to predict the future Edgar Lomax's volatility.| Risk Adjusted Performance | 0.2644 | |||
| Jensen Alpha | 0.2143 | |||
| Total Risk Alpha | 0.1895 | |||
| Sortino Ratio | 0.2914 | |||
| Treynor Ratio | 0.4415 |
Edgar Lomax February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2644 | |||
| Market Risk Adjusted Performance | 0.4515 | |||
| Mean Deviation | 0.6042 | |||
| Downside Deviation | 0.6451 | |||
| Coefficient Of Variation | 304.9 | |||
| Standard Deviation | 0.7865 | |||
| Variance | 0.6186 | |||
| Information Ratio | 0.239 | |||
| Jensen Alpha | 0.2143 | |||
| Total Risk Alpha | 0.1895 | |||
| Sortino Ratio | 0.2914 | |||
| Treynor Ratio | 0.4415 | |||
| Maximum Drawdown | 4.55 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.55 | |||
| Downside Variance | 0.4161 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.77) | |||
| Skewness | 0.8605 | |||
| Kurtosis | 2.78 |
Edgar Lomax Value Backtested Returns
Edgar Lomax appears to be very steady, given 3 months investment horizon. Edgar Lomax Value secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Edgar Lomax Value, which you can use to evaluate the volatility of the entity. Please utilize Edgar Lomax's Standard Deviation of 0.7865, coefficient of variation of 304.9, and Mean Deviation of 0.6042 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, Edgar Lomax's returns are expected to increase less than the market. However, during the bear market, the loss of holding Edgar Lomax is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Edgar Lomax Value has very good predictability. Overlapping area represents the amount of predictability between Edgar Lomax time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Edgar Lomax Value price movement. The serial correlation of 0.82 indicates that around 82.0% of current Edgar Lomax price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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 Edgar Mutual Fund
Edgar Lomax financial ratios help investors to determine whether Edgar 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 Edgar with respect to the benefits of owning Edgar Lomax security.
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