Lsv Managed Volatility Fund Technical Analysis
| LSVMX Fund | USD 9.86 0.05 0.51% |
As of the 30th of January, Lsv Us secures the Mean Deviation of 0.9374, risk adjusted performance of 0.1211, and Coefficient Of Variation of 639.81. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lsv Managed Volatility, as well as the relationship between them.
Lsv Us Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lsv, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LsvLsv |
Lsv Us '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 Lsv Us' 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 Lsv Us.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Lsv Us on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Lsv Managed Volatility or generate 0.0% return on investment in Lsv Us over 90 days. Lsv Us is related to or competes with Shelton Emerging, Harbor Diversified, Calvert Developed, Transamerica Emerging, Franklin Emerging, Aqr Sustainable, and Doubleline Low. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Us 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 Lsv Us' 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 Lsv Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6246 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 25.11 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.25 |
Lsv Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Us' standard deviation. In reality, there are many statistical measures that can use Lsv Us historical prices to predict the future Lsv Us' volatility.| Risk Adjusted Performance | 0.1211 | |||
| Jensen Alpha | 0.5007 | |||
| Total Risk Alpha | 0.2554 | |||
| Sortino Ratio | 0.6775 | |||
| Treynor Ratio | (0.93) |
Lsv Us January 30, 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 | 0.1211 | |||
| Market Risk Adjusted Performance | (0.92) | |||
| Mean Deviation | 0.9374 | |||
| Downside Deviation | 0.6246 | |||
| Coefficient Of Variation | 639.81 | |||
| Standard Deviation | 3.1 | |||
| Variance | 9.61 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.5007 | |||
| Total Risk Alpha | 0.2554 | |||
| Sortino Ratio | 0.6775 | |||
| Treynor Ratio | (0.93) | |||
| Maximum Drawdown | 25.11 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.3901 | |||
| Semi Variance | (0.29) | |||
| Expected Short fall | (1.23) | |||
| Skewness | 7.39 | |||
| Kurtosis | 56.55 |
Lsv Managed Volatility Backtested Returns
Lsv Us appears to be somewhat reliable, given 3 months investment horizon. Lsv Managed Volatility has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lsv Us, which you can use to evaluate the volatility of the fund. Please exercise Lsv Us' Risk Adjusted Performance of 0.1211, mean deviation of 0.9374, and Coefficient Of Variation of 639.81 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lsv Us are expected to decrease at a much lower rate. During the bear market, Lsv Us is likely to outperform the market.
Auto-correlation | 0.35 |
Below average predictability
Lsv Managed Volatility has below average predictability. Overlapping area represents the amount of predictability between Lsv Us time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Lsv Managed Volatility price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Lsv Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Lsv Us 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.
Lsv Managed Volatility Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lsv Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Lsv Us 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 Lsv Managed Volatility 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 Lsv Managed Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Lsv Managed Volatility price pattern first instead of the macroeconomic environment surrounding Lsv Managed Volatility. By analyzing Lsv Us'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 Lsv Us'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 Lsv Us specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lsv Us January 30, 2026 Technical Indicators
Most technical analysis of Lsv 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 Lsv from various momentum indicators to cycle indicators. When you analyze Lsv 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 | 0.1211 | |||
| Market Risk Adjusted Performance | (0.92) | |||
| Mean Deviation | 0.9374 | |||
| Downside Deviation | 0.6246 | |||
| Coefficient Of Variation | 639.81 | |||
| Standard Deviation | 3.1 | |||
| Variance | 9.61 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.5007 | |||
| Total Risk Alpha | 0.2554 | |||
| Sortino Ratio | 0.6775 | |||
| Treynor Ratio | (0.93) | |||
| Maximum Drawdown | 25.11 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.3901 | |||
| Semi Variance | (0.29) | |||
| Expected Short fall | (1.23) | |||
| Skewness | 7.39 | |||
| Kurtosis | 56.55 |
Lsv Us January 30, 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 Lsv 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 | 1.01 | ||
| Day Median Price | 9.86 | ||
| Day Typical Price | 9.86 | ||
| Price Action Indicator | 0.02 |
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.
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