Lsv Value Equity Fund Market Value
| LVAEX Fund | USD 30.34 0.06 0.20% |
| 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.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Lsv Value on December 8, 2022 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 720 days. Lsv Value is related to or competes with Causeway Emerging, Loomis Sayles, Fidelity Sai, Transamerica International, and Fidelity Advisor. 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 | 0.634 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.76 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.32 |
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 | 0.1095 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1088 |
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 Equity Backtested Returns
At this stage we consider Lsv Mutual Fund to be very steady. Lsv Value Equity has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lsv Value, which you can use to evaluate the volatility of the fund. Please verify Lsv Value's Risk Adjusted Performance of 0.1095, downside deviation of 0.634, and Mean Deviation of 0.6541 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. The fund secures a Beta (Market Risk) of 1.03, which conveys a somewhat significant risk relative to the market. Lsv Value returns are very sensitive to returns on the market. As the market goes up or down, Lsv Value is expected to follow.
Auto-correlation | -0.28 |
Weak reverse predictability
Lsv Value Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Lsv Value time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Value Equity price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Lsv Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Lsv Value Equity lagged returns against current returns
Autocorrelation, which is Lsv Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Lsv Value returns to help us make a trade decision. For example, suppose you find that Lsv Value 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 Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Value 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 Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Value Lagged Returns
When evaluating Lsv Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Value mutual fund have on its future price. Lsv Value 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 Value autocorrelation shows the relationship between Lsv Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Value Equity.
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 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.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |