Lsv Small Cap Fund Market Value
LVAQX Fund | USD 18.64 0.41 2.25% |
Symbol | Lsv |
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.
04/04/2023 |
| 03/29/2024 |
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.
Downside Deviation | 1.26 | |||
Information Ratio | (0.08) | |||
Maximum Drawdown | 5.17 | |||
Value At Risk | (1.38) | |||
Potential Upside | 1.65 |
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.Risk Adjusted Performance | 0.0329 | |||
Jensen Alpha | 0.0755 | |||
Total Risk Alpha | (0.19) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | (0.17) |
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.
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 Coefficient | 0.78 | |
Spearman Rank Test | 0.74 | |
Residual Average | 0.0 | |
Price Variance | 1.18 |
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 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck 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.
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |
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.