Lsv Global Value Fund Market Value
| LSVGX Fund | USD 15.51 0.04 0.26% |
| Symbol | Lsv |
Lsv Global '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 Global'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 Global.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Lsv Global on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Lsv Global Value or generate 0.0% return on investment in Lsv Global over 30 days. Lsv Global is related to or competes with Small Cap, Harbor Diversified, Blackrock, Sentinel Small, Lord Abbett, American Century, and Aqr Diversified. The fund invests primarily in equity securities of companies located throughout the world More
Lsv Global 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 Global'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 Global Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7012 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.13 |
Lsv Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Global's standard deviation. In reality, there are many statistical measures that can use Lsv Global historical prices to predict the future Lsv Global's volatility.| Risk Adjusted Performance | 0.0322 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0263 |
Lsv Global Value Backtested Returns
At this stage we consider Lsv Mutual Fund to be very steady. Lsv Global Value has Sharpe Ratio of 0.068, which conveys that the entity had a 0.068% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lsv Global, which you can use to evaluate the volatility of the fund. Please verify Lsv Global's Risk Adjusted Performance of 0.0322, mean deviation of 0.5908, and Downside Deviation of 0.7012 to check out if the risk estimate we provide is consistent with the expected return of 0.0482%. The fund secures a Beta (Market Risk) of 0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lsv Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Global is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Lsv Global Value has very good predictability. Overlapping area represents the amount of predictability between Lsv Global time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Lsv Global Value price movement. The serial correlation of 0.8 indicates that around 80.0% of current Lsv Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Lsv Global Value lagged returns against current returns
Autocorrelation, which is Lsv Global 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 Lsv Global's mutual fund expected returns. We can calculate the autocorrelation of Lsv Global returns to help us make a trade decision. For example, suppose you find that Lsv Global 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 |
Lsv Global 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 Lsv Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lsv Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Global Lagged Returns
When evaluating Lsv Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Global mutual fund have on its future price. Lsv Global 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, Lsv Global autocorrelation shows the relationship between Lsv Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Global Value.
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 Lsv Mutual Fund
Lsv Global 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 Global security.
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