Lsv Value Equity Fund Market Value
| LSVEX Fund | USD 27.41 0.09 0.33% |
| Symbol | Lsv |
Lsv Value '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 Lsv Value'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 Lsv Value.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Lsv Value on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Lsv Value Equity or generate 0.0% return on investment in Lsv Value over 90 days. Lsv Value is related to or competes with Victory Incore, Gamco Global, Fidelity Sai, Calamos Dynamic, Virtus Convertible, and Lord Abbett. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Value 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 Lsv Value'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 Lsv Value Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7768 | |||
| Information Ratio | 0.1485 | |||
| Maximum Drawdown | 21.71 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.75 |
Lsv Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Value's standard deviation. In reality, there are many statistical measures that can use Lsv Value historical prices to predict the future Lsv Value's volatility.| Risk Adjusted Performance | 0.1563 | |||
| Jensen Alpha | 0.4311 | |||
| Total Risk Alpha | 0.1151 | |||
| Sortino Ratio | 0.4904 | |||
| Treynor Ratio | 0.8928 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lsv Value'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.
Lsv Value February 27, 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 | 0.1563 | |||
| Market Risk Adjusted Performance | 0.9028 | |||
| Mean Deviation | 0.9251 | |||
| Downside Deviation | 0.7768 | |||
| Coefficient Of Variation | 509.98 | |||
| Standard Deviation | 2.57 | |||
| Variance | 6.58 | |||
| Information Ratio | 0.1485 | |||
| Jensen Alpha | 0.4311 | |||
| Total Risk Alpha | 0.1151 | |||
| Sortino Ratio | 0.4904 | |||
| Treynor Ratio | 0.8928 | |||
| Maximum Drawdown | 21.71 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.6034 | |||
| Semi Variance | (0.20) | |||
| Expected Short fall | (1.17) | |||
| Skewness | 7.02 | |||
| Kurtosis | 54.12 |
Lsv Value Equity Backtested Returns
Lsv Value appears to be very steady, given 3 months investment horizon. Lsv Value Equity has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lsv Value, which you can use to evaluate the volatility of the fund. Please exercise Lsv Value's Risk Adjusted Performance of 0.1563, coefficient of variation of 509.98, and Mean Deviation of 0.9251 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lsv Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Value is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Lsv Value Equity has very good predictability. Overlapping area represents the amount of predictability between Lsv Value time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Lsv Value Equity price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Lsv Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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 Lsv Mutual Fund
Lsv Value financial ratios help investors to determine whether Lsv 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 Lsv with respect to the benefits of owning Lsv Value security.
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