Large Pany Value Fund Market Value
| ALVIX Fund | USD 10.50 0.16 1.55% |
| Symbol | Large |
Large Company '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 Large Company'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 Large Company.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Large Company on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Large Pany Value or generate 0.0% return on investment in Large Company over 90 days. Large Company is related to or competes with Small Company, Value Fund, Small Cap, Real Estate, and Mid Cap. The investment seeks long-term capital growth income is a secondary objective More
Large Company 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 Large Company'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 Large Pany Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0226 | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.23 |
Large Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Large Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Large Company's standard deviation. In reality, there are many statistical measures that can use Large Company historical prices to predict the future Large Company's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.072 | |||
| Treynor Ratio | (0.09) |
Large Pany Value Backtested Returns
Large Pany Value has Sharpe Ratio of -0.0583, which conveys that the entity had a -0.0583 % return per unit of risk over the last 3 months. Large Company exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Large Company's Risk Adjusted Performance of (0.05), standard deviation of 1.23, and Mean Deviation of 0.7358 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. Large Company returns are very sensitive to returns on the market. As the market goes up or down, Large Company is expected to follow.
Auto-correlation | 0.22 |
Weak predictability
Large Pany Value has weak predictability. Overlapping area represents the amount of predictability between Large Company time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Large Pany Value price movement. The serial correlation of 0.22 indicates that over 22.0% of current Large Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Large Pany Value lagged returns against current returns
Autocorrelation, which is Large Company 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 Large Company's mutual fund expected returns. We can calculate the autocorrelation of Large Company returns to help us make a trade decision. For example, suppose you find that Large Company 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 |
Large Company 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 Large Company mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Large Company mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Large Company mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Large Company Lagged Returns
When evaluating Large Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Large Company mutual fund have on its future price. Large Company 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, Large Company autocorrelation shows the relationship between Large Company mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Large Pany 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 Large Mutual Fund
Large Company financial ratios help investors to determine whether Large 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 Large with respect to the benefits of owning Large Company security.
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