Lsv Small Cap Fund Market Value

LVAQX Fund  USD 18.64  0.41  2.25%   
Lsv Small's market value is the price at which a share of Lsv Small trades on a public exchange. It measures the collective expectations of Lsv Small Cap investors about its performance. Lsv Small is trading at 18.64 as of the 29th of March 2024; that is 2.25% increase since the beginning of the trading day. The fund's open price was 18.23.
With this module, you can estimate the performance of a buy and hold strategy of Lsv Small Cap and determine expected loss or profit from investing in Lsv Small over a given investment horizon. Check out Lsv Small Correlation, Lsv Small Volatility and Lsv Small Alpha and Beta module to complement your research on Lsv Small.
Symbol

Please note, there is a significant difference between Lsv Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lsv Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lsv Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Lsv Small '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 Small'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 Lsv Small.
0.00
04/04/2023
No Change 0.00  0.0 
In 11 months and 26 days
03/29/2024
0.00
If you would invest  0.00  in Lsv Small on April 4, 2023 and sell it all today you would earn a total of 0.00 from holding Lsv Small Cap or generate 0.0% return on investment in Lsv Small over 360 days. Lsv Small is related to or competes with Vanguard Small-cap, Vanguard Small, Us Small, Us Targeted, Undiscovered Managers, Undiscovered Managers, and Undiscovered Managers. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More

Lsv Small 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 Small'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 Lsv Small Cap upside and downside potential and time the market with a certain degree of confidence.

Lsv Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Small's standard deviation. In reality, there are many statistical measures that can use Lsv Small historical prices to predict the future Lsv Small's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lsv Small'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.
Hype
Prediction
LowEstimatedHigh
17.5618.6419.72
Details
Intrinsic
Valuation
LowRealHigh
15.9217.0020.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lsv Small. Your research has to be compared to or analyzed against Lsv Small's peers to derive any actionable benefits. When done correctly, Lsv Small's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lsv Small Cap.

Lsv Small Cap Backtested Returns

We consider Lsv Small very steady. Lsv Small Cap has Sharpe Ratio of 0.0493, which conveys that the entity had a 0.0493% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lsv Small, which you can use to evaluate the volatility of the fund. Please verify Lsv Small's Mean Deviation of 0.7548, risk adjusted performance of 0.0329, and Downside Deviation of 1.26 to check out if the risk estimate we provide is consistent with the expected return of 0.053%. The fund secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lsv Small are expected to decrease at a much lower rate. During the bear market, Lsv Small is likely to outperform the market.

Auto-correlation

    
  0.78  

Good predictability

Lsv Small Cap has good predictability. Overlapping area represents the amount of predictability between Lsv Small time series from 4th of April 2023 to 1st of October 2023 and 1st of October 2023 to 29th of March 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 Lsv Small Cap price movement. The serial correlation of 0.78 indicates that around 78.0% of current Lsv Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.78
Spearman Rank Test0.74
Residual Average0.0
Price Variance1.18

Lsv Small Cap lagged returns against current returns

Autocorrelation, which is Lsv Small 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 Lsv Small's mutual fund expected returns. We can calculate the autocorrelation of Lsv Small returns to help us make a trade decision. For example, suppose you find that Lsv Small 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  

Lsv Small 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 Lsv Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lsv Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Lsv Small Lagged Returns

When evaluating Lsv Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Small mutual fund have on its future price. Lsv Small 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, Lsv Small autocorrelation shows the relationship between Lsv Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Small Cap.
   Regressed Prices   
       Timeline  

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Check out Lsv Small Correlation, Lsv Small Volatility and Lsv Small Alpha and Beta module to complement your research on Lsv Small.
You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for Lsv Mutual Fund analysis

When running Lsv Small's price analysis, check to measure Lsv Small's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lsv Small is operating at the current time. Most of Lsv Small's value examination focuses on studying past and present price action to predict the probability of Lsv Small's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lsv Small's price. Additionally, you may evaluate how the addition of Lsv Small to your portfolios can decrease your overall portfolio volatility.
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Lsv Small 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.
A focus of Lsv Small technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lsv Small trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...