Lyrical Value Equity Fund Market Value
| LYRBX Fund | USD 29.09 0.06 0.21% |
| Symbol | Lyrical |
Lyrical Value '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 Lyrical Value'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 Lyrical Value.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Lyrical Value on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Lyrical Value Equity or generate 0.0% return on investment in Lyrical Value over 30 days. Lyrical Value is related to or competes with Lyrical Value, Lyrical International, Lyrical Value, Lyrical Value. The fund invests principally in a diversified portfolio of common stock of mid-capitalization and large-capitalization c... More
Lyrical Value 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 Lyrical Value'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 Lyrical Value Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.0407 | |||
| Maximum Drawdown | 7.29 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.53 |
Lyrical Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyrical Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyrical Value's standard deviation. In reality, there are many statistical measures that can use Lyrical Value historical prices to predict the future Lyrical Value's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.0328 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0409 | |||
| Treynor Ratio | 0.102 |
Lyrical Value Equity Backtested Returns
At this stage we consider Lyrical Mutual Fund to be very steady. Lyrical Value Equity has Sharpe Ratio of 0.11, which conveys that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lyrical Value, which you can use to evaluate the volatility of the fund. Please verify Lyrical Value's Mean Deviation of 0.8295, downside deviation of 1.22, and Risk Adjusted Performance of 0.0818 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The fund secures a Beta (Market Risk) of 1.23, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lyrical Value will likely underperform.
Auto-correlation | 0.72 |
Good predictability
Lyrical Value Equity has good predictability. Overlapping area represents the amount of predictability between Lyrical Value time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Lyrical Value Equity price movement. The serial correlation of 0.72 indicates that around 72.0% of current Lyrical Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lyrical Value Equity lagged returns against current returns
Autocorrelation, which is Lyrical Value 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 Lyrical Value's mutual fund expected returns. We can calculate the autocorrelation of Lyrical Value returns to help us make a trade decision. For example, suppose you find that Lyrical Value 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 |
Lyrical Value 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 Lyrical Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyrical Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyrical Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lyrical Value Lagged Returns
When evaluating Lyrical Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyrical Value mutual fund have on its future price. Lyrical Value 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, Lyrical Value autocorrelation shows the relationship between Lyrical Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lyrical Value Equity.
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 Lyrical Mutual Fund
Lyrical Value financial ratios help investors to determine whether Lyrical 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 Lyrical with respect to the benefits of owning Lyrical Value security.
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