Lmp Capital And Fund Market Value
| SCD Fund | USD 17.55 0.15 0.86% |
| Symbol | Lmp |
Lmp Capital '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 Lmp Capital's 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 Lmp Capital.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lmp Capital on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Lmp Capital And or generate 0.0% return on investment in Lmp Capital over 30 days. Lmp Capital is related to or competes with Miller/howard High, Western Asset, Brandywineglobal, Virtus Global, RiverNorth Specialty, Western Asset, and Pimco New. LMP Capital and Income Fund Inc. is a closed ended balanced mutual fund launched and managed by Legg Mason Partners Fund... More
Lmp Capital 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 Lmp Capital's 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 Lmp Capital And upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9798 | |||
| Information Ratio | 0.0299 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 2.07 |
Lmp Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lmp Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lmp Capital's standard deviation. In reality, there are many statistical measures that can use Lmp Capital historical prices to predict the future Lmp Capital's volatility.| Risk Adjusted Performance | 0.1159 | |||
| Jensen Alpha | 0.0559 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0333 | |||
| Treynor Ratio | 0.1882 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lmp Capital'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.
Lmp Capital And Backtested Returns
At this point, Lmp Capital is very steady. Lmp Capital And has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lmp Capital, which you can use to evaluate the volatility of the fund. Please verify Lmp Capital's Mean Deviation of 0.8883, downside deviation of 0.9798, and Risk Adjusted Performance of 0.1159 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lmp Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lmp Capital is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Lmp Capital And has very good predictability. Overlapping area represents the amount of predictability between Lmp Capital time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Lmp Capital And price movement. The serial correlation of 0.84 indicates that around 84.0% of current Lmp Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Lmp Capital And lagged returns against current returns
Autocorrelation, which is Lmp Capital 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 Lmp Capital's fund expected returns. We can calculate the autocorrelation of Lmp Capital returns to help us make a trade decision. For example, suppose you find that Lmp Capital has exhibited high autocorrelation historically, and you observe that the 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 |
Lmp Capital 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 Lmp Capital fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lmp Capital fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lmp Capital fund over time.
Current vs Lagged Prices |
| Timeline |
Lmp Capital Lagged Returns
When evaluating Lmp Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lmp Capital fund have on its future price. Lmp Capital 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, Lmp Capital autocorrelation shows the relationship between Lmp Capital fund current value and its past values and can show if there is a momentum factor associated with investing in Lmp Capital And.
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 Lmp Fund
Lmp Capital financial ratios help investors to determine whether Lmp 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 Lmp with respect to the benefits of owning Lmp Capital security.
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