Ladenburg Growth Income Fund Market Value
| LOWIX Fund | USD 15.63 0.08 0.51% |
| Symbol | Ladenburg |
Ladenburg Growth '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 Growth'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 Growth.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Ladenburg Growth on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Ladenburg Growth Income or generate 0.0% return on investment in Ladenburg Growth over 270 days. Ladenburg Growth is related to or competes with Fidelity Series, Franklin Adjustable, Us Government, Us Government, Invesco Us, Government Securities, and Dunham Corporate/govern. The fund seeks to achieve the funds investment objective by investing in a combination of equity, fixed income and alter... More
Ladenburg Growth 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 Growth'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 Growth Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4858 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.9259 |
Ladenburg Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Growth's standard deviation. In reality, there are many statistical measures that can use Ladenburg Growth historical prices to predict the future Ladenburg Growth's volatility.| Risk Adjusted Performance | 0.1 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.103 |
Ladenburg Growth Income Backtested Returns
At this stage we consider Ladenburg Mutual Fund to be very steady. Ladenburg Growth Income has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ladenburg Growth, which you can use to evaluate the volatility of the fund. Please verify Ladenburg Growth's Mean Deviation of 0.3625, downside deviation of 0.4858, and Risk Adjusted Performance of 0.1 to check out if the risk estimate we provide is consistent with the expected return of 0.055%. The fund secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ladenburg Growth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladenburg Growth is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Ladenburg Growth Income has average predictability. Overlapping area represents the amount of predictability between Ladenburg Growth time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 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 Growth Income price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Ladenburg Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Ladenburg Growth Income lagged returns against current returns
Autocorrelation, which is Ladenburg Growth 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 Growth's mutual fund expected returns. We can calculate the autocorrelation of Ladenburg Growth returns to help us make a trade decision. For example, suppose you find that Ladenburg Growth 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 Growth 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 Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Growth 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 Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Growth Lagged Returns
When evaluating Ladenburg Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Growth mutual fund have on its future price. Ladenburg Growth 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 Growth autocorrelation shows the relationship between Ladenburg Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Growth Income.
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 Growth 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 Growth security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |