Lebenthal Lisanti Small Fund Market Value

ASCGX Fund  USD 17.57  0.08  0.45%   
Lebenthal Lisanti's market value is the price at which a share of Lebenthal Lisanti trades on a public exchange. It measures the collective expectations of Lebenthal Lisanti Small investors about its performance. Lebenthal Lisanti is trading at 17.57 as of the 22nd of March 2025; that is 0.45 percent decrease since the beginning of the trading day. The fund's open price was 17.65.
With this module, you can estimate the performance of a buy and hold strategy of Lebenthal Lisanti Small and determine expected loss or profit from investing in Lebenthal Lisanti over a given investment horizon. Check out Lebenthal Lisanti Correlation, Lebenthal Lisanti Volatility and Lebenthal Lisanti Alpha and Beta module to complement your research on Lebenthal Lisanti.
Symbol

Please note, there is a significant difference between Lebenthal Lisanti's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lebenthal Lisanti is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lebenthal Lisanti's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Lebenthal Lisanti '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 Lebenthal Lisanti'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 Lebenthal Lisanti.
0.00
12/22/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/22/2025
0.00
If you would invest  0.00  in Lebenthal Lisanti on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Lebenthal Lisanti Small or generate 0.0% return on investment in Lebenthal Lisanti over 90 days. Lebenthal Lisanti is related to or competes with Lord Abbett, Queens Road, and Eaton Vance. The fund normally invests at least 80 percent of its net assets in the equity securities of smaller, lesser-known compan... More

Lebenthal Lisanti 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 Lebenthal Lisanti'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 Lebenthal Lisanti Small upside and downside potential and time the market with a certain degree of confidence.

Lebenthal Lisanti Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lebenthal Lisanti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lebenthal Lisanti's standard deviation. In reality, there are many statistical measures that can use Lebenthal Lisanti historical prices to predict the future Lebenthal Lisanti's volatility.
Hype
Prediction
LowEstimatedHigh
15.9117.5719.23
Details
Intrinsic
Valuation
LowRealHigh
14.9216.5818.24
Details
Naive
Forecast
LowNextHigh
16.6018.2719.93
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.1718.1420.11
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lebenthal Lisanti. Your research has to be compared to or analyzed against Lebenthal Lisanti's peers to derive any actionable benefits. When done correctly, Lebenthal Lisanti's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lebenthal Lisanti Small.

Lebenthal Lisanti Small Backtested Returns

Lebenthal Lisanti Small has Sharpe Ratio of -0.19, which conveys that the entity had a -0.19 % return per unit of risk over the last 3 months. Lebenthal Lisanti exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lebenthal Lisanti's Risk Adjusted Performance of (0.16), standard deviation of 1.66, and Mean Deviation of 1.3 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lebenthal Lisanti are expected to decrease at a much lower rate. During the bear market, Lebenthal Lisanti is likely to outperform the market.

Auto-correlation

    
  0.06  

Virtually no predictability

Lebenthal Lisanti Small has virtually no predictability. Overlapping area represents the amount of predictability between Lebenthal Lisanti time series from 22nd of December 2024 to 5th of February 2025 and 5th of February 2025 to 22nd 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 Lebenthal Lisanti Small price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Lebenthal Lisanti price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test0.06
Residual Average0.0
Price Variance2.31
Lebenthal ReturnsLebenthal Lagged ReturnsDiversified AwayLebenthal ReturnsLebenthal Lagged ReturnsDiversified Away100%

Lebenthal Lisanti Small lagged returns against current returns

Autocorrelation, which is Lebenthal Lisanti 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 Lebenthal Lisanti's mutual fund expected returns. We can calculate the autocorrelation of Lebenthal Lisanti returns to help us make a trade decision. For example, suppose you find that Lebenthal Lisanti 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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 17-20%-15%-10%-5%0%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Lebenthal Lisanti 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 Lebenthal Lisanti mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lebenthal Lisanti mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lebenthal Lisanti mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 171718192021
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Lebenthal Lisanti Lagged Returns

When evaluating Lebenthal Lisanti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lebenthal Lisanti mutual fund have on its future price. Lebenthal Lisanti 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, Lebenthal Lisanti autocorrelation shows the relationship between Lebenthal Lisanti mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lebenthal Lisanti Small.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar171819202122
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Lebenthal Mutual Fund

Lebenthal Lisanti financial ratios help investors to determine whether Lebenthal 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 Lebenthal with respect to the benefits of owning Lebenthal Lisanti security.
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