Lsv Servative Value Fund Market Value
| LSVVX Fund | USD 14.18 0.02 0.14% |
| Symbol | Lsv |
Lsv Servative '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 Servative'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 Servative.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Lsv Servative on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Lsv Servative Value or generate 0.0% return on investment in Lsv Servative over 90 days. Lsv Servative is related to or competes with Lsv Global, Lsv Global, Lsv Value, Lsv Managed, Lsv Small, Lsv Emerging, and Lsv Value. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Servative 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 Servative'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 Servative Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8152 | |||
| Information Ratio | 0.0031 | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.56 |
Lsv Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Servative's standard deviation. In reality, there are many statistical measures that can use Lsv Servative historical prices to predict the future Lsv Servative's volatility.| Risk Adjusted Performance | 0.1595 | |||
| Jensen Alpha | 0.0284 | |||
| Total Risk Alpha | 0.0167 | |||
| Sortino Ratio | 0.0031 | |||
| Treynor Ratio | 0.1662 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lsv Servative'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 Servative Value Backtested Returns
At this stage we consider Lsv Mutual Fund to be very steady. Lsv Servative Value 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 Lsv Servative, which you can use to evaluate the volatility of the fund. Please verify Lsv Servative's Mean Deviation of 0.62, downside deviation of 0.8152, and Risk Adjusted Performance of 0.1595 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The fund secures a Beta (Market Risk) of 0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lsv Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Servative is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Lsv Servative Value has very good predictability. Overlapping area represents the amount of predictability between Lsv Servative time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 Servative Value price movement. The serial correlation of 0.83 indicates that around 83.0% of current Lsv Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Lsv Servative Value lagged returns against current returns
Autocorrelation, which is Lsv Servative 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 Servative's mutual fund expected returns. We can calculate the autocorrelation of Lsv Servative returns to help us make a trade decision. For example, suppose you find that Lsv Servative 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 Servative 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 Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Servative 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 Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Servative Lagged Returns
When evaluating Lsv Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Servative mutual fund have on its future price. Lsv Servative 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 Servative autocorrelation shows the relationship between Lsv Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Servative Value.
Regressed Prices |
| Timeline |
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 Lsv Mutual Fund
Lsv Servative 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 Servative security.
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