Legg Mason Bw Fund Market Value
| GOBAX Fund | USD 9.19 0.01 0.11% |
| Symbol | Legg |
Legg Mason '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 Legg Mason'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 Legg Mason.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Legg Mason on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Legg Mason Bw or generate 0.0% return on investment in Legg Mason over 90 days. Legg Mason is related to or competes with Putnam Equity, Franklin Mutual, Templeton Developing, Franklin Mutual, Franklin Mutual, Franklin Mutual, and Templeton Foreign. Under normal market conditions, the fund will invest at least 80 percent of its net assets in fixed income securities of... More
Legg Mason 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 Legg Mason'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 Legg Mason Bw upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3357 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.5543 |
Legg Mason Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Legg Mason's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Legg Mason's standard deviation. In reality, there are many statistical measures that can use Legg Mason historical prices to predict the future Legg Mason's volatility.| Risk Adjusted Performance | 0.1233 | |||
| Jensen Alpha | 0.0359 | |||
| Total Risk Alpha | 0.0216 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2742 |
Legg Mason February 15, 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 | 0.1233 | |||
| Market Risk Adjusted Performance | 0.2842 | |||
| Mean Deviation | 0.2608 | |||
| Semi Deviation | 0.1718 | |||
| Downside Deviation | 0.3357 | |||
| Coefficient Of Variation | 585.04 | |||
| Standard Deviation | 0.3273 | |||
| Variance | 0.1071 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0359 | |||
| Total Risk Alpha | 0.0216 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2742 | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.5543 | |||
| Downside Variance | 0.1127 | |||
| Semi Variance | 0.0295 | |||
| Expected Short fall | (0.31) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.0782 |
Legg Mason Bw Backtested Returns
At this stage we consider Legg Mutual Fund to be very steady. Legg Mason Bw has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Legg Mason, which you can use to evaluate the volatility of the fund. Please verify Legg Mason's Risk Adjusted Performance of 0.1233, mean deviation of 0.2608, and Downside Deviation of 0.3357 to check out if the risk estimate we provide is consistent with the expected return of 0.0687%. The fund secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Legg Mason's returns are expected to increase less than the market. However, during the bear market, the loss of holding Legg Mason is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Legg Mason Bw has good predictability. Overlapping area represents the amount of predictability between Legg Mason time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Legg Mason Bw price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Legg Mason price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Legg Mutual Fund
Legg Mason financial ratios help investors to determine whether Legg 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 Legg with respect to the benefits of owning Legg Mason security.
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