Lsv Managed Volatility Fund Manager Performance Evaluation

LSVMX Fund  USD 9.86  0.05  0.51%   
The fund secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lsv Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Us is expected to be smaller as well.

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lsv Managed Volatility are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak primary indicators, Lsv Us showed solid returns over the last few months and may actually be approaching a breakup point.
...more
Expense Ratio Date1st of March 2025
Expense Ratio0.5500
  

Lsv Us Relative Risk vs. Return Landscape

If you would invest  749.00  in Lsv Managed Volatility on November 2, 2025 and sell it today you would earn a total of  237.00  from holding Lsv Managed Volatility or generate 31.64% return on investment over 90 days. Lsv Managed Volatility is currently producing 0.4928% returns and takes up 3.099% volatility of returns over 90 trading days. Put another way, 27% of traded mutual funds are less volatile than Lsv, and 91% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Lsv Us is expected to generate 4.15 times more return on investment than the market. However, the company is 4.15 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

Lsv Us Current Valuation

Overvalued
Today
9.86
Please note that Lsv Us' price fluctuation is somewhat reliable at this time. At this time, the fund appears to be overvalued. Lsv Managed Volatility secures a last-minute Real Value of $8.73 per share. The latest price of the fund is $9.86. We determine the value of Lsv Managed Volatility from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Lsv Us is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Lsv Mutual Fund. However, Lsv Us' intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  9.86 Real  8.73 Hype  9.81 Naive  10.22
The intrinsic value of Lsv Us' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Lsv Us' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
8.73
Real Value
11.83
Upside
Estimating the potential upside or downside of Lsv Managed Volatility helps investors to forecast how Lsv mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Lsv Us more accurately as focusing exclusively on Lsv Us' fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.589.719.85
Details
Hype
Prediction
LowEstimatedHigh
6.719.8112.91
Details
Naive
Forecast
LowNext ValueHigh
7.1210.2213.32
Details
Below is the normalized historical share price chart for Lsv Managed Volatility extending back to June 25, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Lsv Us stands at 9.86, as last reported on the 31st of January, with the highest price reaching 9.86 and the lowest price hitting 9.86 during the day.
 
Yuan Drop
 
Covid
 
Interest Hikes

Lsv Us Target Price Odds to finish over Current Price

The tendency of Lsv Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 9.86 90 days 9.86 
about 10.31
Based on a normal probability distribution, the odds of Lsv Us to move above the current price in 90 days from now is about 10.31 (This Lsv Managed Volatility probability density function shows the probability of Lsv Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Lsv Us has a beta of 0.22. This indicates as returns on the market go up, Lsv Us average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Lsv Managed Volatility will be expected to be much smaller as well. Additionally Lsv Managed Volatility has an alpha of 0.4163, implying that it can generate a 0.42 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Lsv Us Price Density   
       Price  

Predictive Modules for Lsv Us

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lsv Managed Volatility. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
6.719.8112.91
Details
Intrinsic
Valuation
LowRealHigh
5.638.7311.83
Details
Naive
Forecast
LowNextHigh
7.1210.2213.32
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.589.719.85
Details

Lsv Us Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Lsv Us is not an exception. The market had few large corrections towards the Lsv Us' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Lsv Managed Volatility, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Lsv Us within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.42
β
Beta against Dow Jones0.22
σ
Overall volatility
1.06
Ir
Information ratio 0.13

Lsv Us Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Lsv Us for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Lsv Managed Volatility can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Lsv Us had very high historical volatility over the last 90 days
The fund maintains 99.25% of its assets in stocks

Lsv Us Fundamentals Growth

Lsv Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Lsv Us, and Lsv Us fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Lsv Mutual Fund performance.

About Lsv Us Performance

Evaluating Lsv Us' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Lsv Us has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Lsv Us has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securities of U.S. companies. Although it may invest in securities of companies of any size, the fund generally invests in companies with market capitalizations of 100 million or more at the time of purchase.

Things to note about Lsv Managed Volatility performance evaluation

Checking the ongoing alerts about Lsv Us for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Lsv Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Lsv Us had very high historical volatility over the last 90 days
The fund maintains 99.25% of its assets in stocks
Evaluating Lsv Us' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Lsv Us' mutual fund performance include:
  • Analyzing Lsv Us' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Lsv Us' stock is overvalued or undervalued compared to its peers.
  • Examining Lsv Us' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Lsv Us' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lsv Us' management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Lsv Us' mutual fund. These opinions can provide insight into Lsv Us' potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Lsv Us' mutual fund performance is not an exact science, and many factors can impact Lsv Us' mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Lsv Mutual Fund

Lsv Us 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 Us security.
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets