Lsv Global Value Fund Market Value
| LSVGX Fund | USD 17.75 0.05 0.28% |
| 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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Lsv Global on November 2, 2025 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 90 days. Lsv Global is related to or competes with Ishares Municipal, Transamerica Intermediate, Gamco Global, Pace Municipal, T Rowe, Baird Quality, and Ab Impact. 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 | 0.7153 | |||
| Information Ratio | 0.195 | |||
| Maximum Drawdown | 5.19 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.51 |
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 | 0.1955 | |||
| Jensen Alpha | 0.207 | |||
| Total Risk Alpha | 0.1569 | |||
| Sortino Ratio | 0.2314 | |||
| Treynor Ratio | 1.13 |
Lsv Global January 31, 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 | 0.1955 | |||
| Market Risk Adjusted Performance | 1.14 | |||
| Mean Deviation | 0.6108 | |||
| Semi Deviation | 0.3702 | |||
| Downside Deviation | 0.7153 | |||
| Coefficient Of Variation | 374.15 | |||
| Standard Deviation | 0.8487 | |||
| Variance | 0.7203 | |||
| Information Ratio | 0.195 | |||
| Jensen Alpha | 0.207 | |||
| Total Risk Alpha | 0.1569 | |||
| Sortino Ratio | 0.2314 | |||
| Treynor Ratio | 1.13 | |||
| Maximum Drawdown | 5.19 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 0.5116 | |||
| Semi Variance | 0.137 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 1.07 | |||
| Kurtosis | 4.36 |
Lsv Global Value Backtested Returns
Lsv Global appears to be very steady, given 3 months investment horizon. Lsv Global Value has Sharpe Ratio of 0.27, which conveys that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lsv Global, which you can use to evaluate the volatility of the fund. Please exercise Lsv Global's Mean Deviation of 0.6108, downside deviation of 0.7153, and Risk Adjusted Performance of 0.1955 to check out if our risk estimates are consistent with your expectations. 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, 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 | 0.72 |
Good predictability
Lsv Global Value has good predictability. Overlapping area represents the amount of predictability between Lsv Global time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Global Value price movement. The serial correlation of 0.72 indicates that around 72.0% of current Lsv Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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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