Fundamental Large Cap Fund Market Value
| JLCVX Fund | USD 72.00 0.06 0.08% |
| Symbol | Fundamental |
Fundamental Large '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 Fundamental Large'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 Fundamental Large.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Fundamental Large on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Fundamental Large Cap or generate 0.0% return on investment in Fundamental Large over 30 days. Fundamental Large is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. The fund normally invests at least 80 percent of its net assets in equity securities of large-capitalization companies More
Fundamental Large 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 Fundamental Large'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 Fundamental Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 10.48 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 0.9492 |
Fundamental Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamental Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamental Large's standard deviation. In reality, there are many statistical measures that can use Fundamental Large historical prices to predict the future Fundamental Large's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.3875 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fundamental Large'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.
Fundamental Large Cap Backtested Returns
Fundamental Large Cap secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the fund had a -0.14 % return per unit of risk over the last 3 months. Fundamental Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundamental Large's Mean Deviation of 0.7227, variance of 1.95, and Standard Deviation of 1.4 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fundamental Large are expected to decrease at a much lower rate. During the bear market, Fundamental Large is likely to outperform the market.
Auto-correlation | 0.42 |
Average predictability
Fundamental Large Cap has average predictability. Overlapping area represents the amount of predictability between Fundamental Large time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Fundamental Large Cap price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Fundamental Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Fundamental Large Cap lagged returns against current returns
Autocorrelation, which is Fundamental Large 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 Fundamental Large's mutual fund expected returns. We can calculate the autocorrelation of Fundamental Large returns to help us make a trade decision. For example, suppose you find that Fundamental Large 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 |
Fundamental Large 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 Fundamental Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundamental Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundamental Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fundamental Large Lagged Returns
When evaluating Fundamental Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundamental Large mutual fund have on its future price. Fundamental Large 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, Fundamental Large autocorrelation shows the relationship between Fundamental Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fundamental Large Cap.
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 Fundamental Mutual Fund
Fundamental Large financial ratios help investors to determine whether Fundamental 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 Fundamental with respect to the benefits of owning Fundamental Large security.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |