Laudus International Marketmasters Fund Market Value
| SWMIX Fund | USD 20.80 0.22 1.07% |
| Symbol | Laudus |
Laudus International '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 Laudus International'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 Laudus International.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Laudus International on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Laudus International Marketmasters or generate 0.0% return on investment in Laudus International over 30 days. Laudus International is related to or competes with Laudus Large, Schwab Target, Schwab California, Schwab Markettrack, Schwab Core, Schwab Us, and Schwab Global. The fund normally invests a substantial amount of its assets in equity securities of companies outside the United States More
Laudus International 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 Laudus International'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 Laudus International Marketmasters upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.07 |
Laudus International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laudus International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laudus International's standard deviation. In reality, there are many statistical measures that can use Laudus International historical prices to predict the future Laudus International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.09) |
Laudus International Backtested Returns
Laudus International has Sharpe Ratio of -0.0188, which conveys that the entity had a -0.0188% return per unit of risk over the last 3 months. Laudus International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Laudus International's Mean Deviation of 0.6527, risk adjusted performance of (0.03), and Standard Deviation of 0.8515 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Laudus International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Laudus International is expected to be smaller as well.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Laudus International Marketmasters has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Laudus International time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Laudus International price movement. The serial correlation of -0.72 indicates that around 72.0% of current Laudus International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Laudus International lagged returns against current returns
Autocorrelation, which is Laudus International 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 Laudus International's mutual fund expected returns. We can calculate the autocorrelation of Laudus International returns to help us make a trade decision. For example, suppose you find that Laudus International 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 |
Laudus International 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 Laudus International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laudus International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laudus International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Laudus International Lagged Returns
When evaluating Laudus International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laudus International mutual fund have on its future price. Laudus International 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, Laudus International autocorrelation shows the relationship between Laudus International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Laudus International Marketmasters.
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 Laudus Mutual Fund
Laudus International financial ratios help investors to determine whether Laudus 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 Laudus with respect to the benefits of owning Laudus International security.
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