Lgm Risk Managed Fund Technical Analysis
| LBETX Fund | USD 11.48 0.02 0.17% |
As of the 22nd of February, Lgm Risk secures the Mean Deviation of 0.178, downside deviation of 0.2991, and Risk Adjusted Performance of 0.0332. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lgm Risk Managed, as well as the relationship between them.
Lgm Risk Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lgm, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LgmLgm |
Lgm Risk '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 Lgm Risk'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 Lgm Risk.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Lgm Risk on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Lgm Risk Managed or generate 0.0% return on investment in Lgm Risk over 90 days. Lgm Risk is related to or competes with Blackrock Lifepath, T Rowe, Dimensional Retirement, John Hancock, T Rowe, and T Rowe. The fund seeks to achieve its investment objective by investing in unaffiliated equity exchange traded funds designed to... More
Lgm Risk 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 Lgm Risk'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 Lgm Risk Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2991 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.56 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3506 |
Lgm Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lgm Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lgm Risk's standard deviation. In reality, there are many statistical measures that can use Lgm Risk historical prices to predict the future Lgm Risk's volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.027 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lgm Risk'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.
Lgm Risk February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0332 | |||
| Market Risk Adjusted Performance | 0.037 | |||
| Mean Deviation | 0.178 | |||
| Semi Deviation | 0.1875 | |||
| Downside Deviation | 0.2991 | |||
| Coefficient Of Variation | 1414.07 | |||
| Standard Deviation | 0.2483 | |||
| Variance | 0.0617 | |||
| Information Ratio | (0.25) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.027 | |||
| Maximum Drawdown | 1.56 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3506 | |||
| Downside Variance | 0.0895 | |||
| Semi Variance | 0.0352 | |||
| Expected Short fall | (0.23) | |||
| Skewness | (0.57) | |||
| Kurtosis | 2.91 |
Lgm Risk Managed Backtested Returns
At this stage we consider Lgm Mutual Fund to be very steady. Lgm Risk Managed has Sharpe Ratio of 0.068, which conveys that the entity had a 0.068 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lgm Risk, which you can use to evaluate the volatility of the fund. Please verify Lgm Risk's Risk Adjusted Performance of 0.0332, mean deviation of 0.178, and Downside Deviation of 0.2991 to check out if the risk estimate we provide is consistent with the expected return of 0.0176%. The fund secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lgm Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lgm Risk is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Lgm Risk Managed has good reverse predictability. Overlapping area represents the amount of predictability between Lgm Risk time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lgm Risk Managed price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Lgm Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lgm Risk technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Lgm Risk Managed Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for Lgm Risk Managed across different markets.
About Lgm Risk Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Lgm Risk Managed on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Lgm Risk Managed based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Lgm Risk Managed price pattern first instead of the macroeconomic environment surrounding Lgm Risk Managed. By analyzing Lgm Risk's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Lgm Risk's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Lgm Risk specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lgm Risk February 22, 2026 Technical Indicators
Most technical analysis of Lgm help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Lgm from various momentum indicators to cycle indicators. When you analyze Lgm charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0332 | |||
| Market Risk Adjusted Performance | 0.037 | |||
| Mean Deviation | 0.178 | |||
| Semi Deviation | 0.1875 | |||
| Downside Deviation | 0.2991 | |||
| Coefficient Of Variation | 1414.07 | |||
| Standard Deviation | 0.2483 | |||
| Variance | 0.0617 | |||
| Information Ratio | (0.25) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.027 | |||
| Maximum Drawdown | 1.56 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3506 | |||
| Downside Variance | 0.0895 | |||
| Semi Variance | 0.0352 | |||
| Expected Short fall | (0.23) | |||
| Skewness | (0.57) | |||
| Kurtosis | 2.91 |
Lgm Risk February 22, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Lgm stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 11.48 | ||
| Day Typical Price | 11.48 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Lgm Mutual Fund
Lgm Risk financial ratios help investors to determine whether Lgm 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 Lgm with respect to the benefits of owning Lgm Risk security.
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