Lebenthal Lisanti Small Fund Market Value
| ASCGX Fund | USD 17.26 0.43 2.55% |
| Symbol | Lebenthal |
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Lebenthal Lisanti on December 17, 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 1.93 |
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.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.38) |
Lebenthal Lisanti Small Backtested Returns
Lebenthal Lisanti Small has Sharpe Ratio of -0.23, which conveys that the entity had a -0.23 % 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 Standard Deviation of 1.67, mean deviation of 1.32, and Risk Adjusted Performance of (0.21) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.1, which conveys a somewhat significant risk relative to the market. Lebenthal Lisanti returns are very sensitive to returns on the market. As the market goes up or down, Lebenthal Lisanti is expected to follow.
Auto-correlation | -0.05 |
Very weak reverse predictability
Lebenthal Lisanti Small has very weak reverse predictability. Overlapping area represents the amount of predictability between Lebenthal Lisanti time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.05 indicates that only as little as 5.0% of current Lebenthal Lisanti price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.43 |
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 |
| 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 |
| 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 |
| 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 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.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |