Liberty All Star Fund Market Value
| USA Fund | USD 7.16 0.01 0.14% |
| Symbol | Liberty |
Liberty All '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 Liberty All'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 Liberty All.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Liberty All on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Liberty All Star or generate 0.0% return on investment in Liberty All over 720 days. Liberty All is related to or competes with Adams Diversified, BlackRock Science, Virtus Allianzgi, Royce Value, Neuberger Berman, Doubleline Yield, and Highland Global. Liberty All Star Equity Fund is a closed-ended equity mutual fund launched and managed by ALPS Advisers, Inc More
Liberty All 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 Liberty All'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 Liberty All Star upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8928 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.76 |
Liberty All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty All's standard deviation. In reality, there are many statistical measures that can use Liberty All historical prices to predict the future Liberty All's volatility.| Risk Adjusted Performance | 0.0747 | |||
| Jensen Alpha | 0.0282 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty All'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.
Liberty All Star Backtested Returns
At this point, Liberty All is not too volatile. Liberty All Star has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Liberty All, which you can use to evaluate the volatility of the fund. Please verify Liberty All's Downside Deviation of 0.8928, mean deviation of 0.6904, and Risk Adjusted Performance of 0.0747 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The fund secures a Beta (Market Risk) of 0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liberty All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liberty All is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Liberty All Star has average predictability. Overlapping area represents the amount of predictability between Liberty All time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Liberty All Star price movement. The serial correlation of 0.48 indicates that about 48.0% of current Liberty All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Liberty All Star lagged returns against current returns
Autocorrelation, which is Liberty All 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 Liberty All's fund expected returns. We can calculate the autocorrelation of Liberty All returns to help us make a trade decision. For example, suppose you find that Liberty All 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 |
Liberty All 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 Liberty All fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty All fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty All fund over time.
Current vs Lagged Prices |
| Timeline |
Liberty All Lagged Returns
When evaluating Liberty All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty All fund have on its future price. Liberty All 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, Liberty All autocorrelation shows the relationship between Liberty All fund current value and its past values and can show if there is a momentum factor associated with investing in Liberty All Star.
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 Liberty Fund
Liberty All financial ratios help investors to determine whether Liberty 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 Liberty with respect to the benefits of owning Liberty All security.
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