Lsv Emerging Markets Fund Market Value
| LSVZX Fund | USD 11.99 0.08 0.67% |
| Symbol | Lsv |
Lsv Emerging '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 Emerging'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 Emerging.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Lsv Emerging on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Lsv Emerging Markets or generate 0.0% return on investment in Lsv Emerging over 360 days. Lsv Emerging is related to or competes with Ftfa Franklin, T Rowe, Eip Growth, Pace Small/medium, Goldman Sachs, and Rational Defensive. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.09 |
Lsv Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Emerging's standard deviation. In reality, there are many statistical measures that can use Lsv Emerging historical prices to predict the future Lsv Emerging's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.16) |
Lsv Emerging Markets Backtested Returns
Lsv Emerging Markets has Sharpe Ratio of -0.0111, which conveys that the entity had a -0.0111% return per unit of risk over the last 3 months. Lsv Emerging exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lsv Emerging's Risk Adjusted Performance of (0.04), mean deviation of 0.6548, and Standard Deviation of 0.8517 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lsv Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Emerging is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Lsv Emerging Markets has insignificant predictability. Overlapping area represents the amount of predictability between Lsv Emerging time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 Emerging Markets price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Lsv Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Lsv Emerging Markets lagged returns against current returns
Autocorrelation, which is Lsv Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Lsv Emerging returns to help us make a trade decision. For example, suppose you find that Lsv Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Emerging 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 Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Emerging Lagged Returns
When evaluating Lsv Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Emerging mutual fund have on its future price. Lsv Emerging 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 Emerging autocorrelation shows the relationship between Lsv Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Emerging Markets.
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 Emerging 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 Emerging security.
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