Fundamental Large Cap Fund Market Value

JLCWX Fund  USD 73.45  0.28  0.38%   
Fundamental Large's market value is the price at which a share of Fundamental Large trades on a public exchange. It measures the collective expectations of Fundamental Large Cap investors about its performance. Fundamental Large is trading at 73.45 as of the 19th of February 2025; that is 0.38% up since the beginning of the trading day. The fund's open price was 73.17.
With this module, you can estimate the performance of a buy and hold strategy of Fundamental Large Cap and determine expected loss or profit from investing in Fundamental Large over a given investment horizon. Check out Fundamental Large Correlation, Fundamental Large Volatility and Fundamental Large Alpha and Beta module to complement your research on Fundamental Large.
Symbol

Please note, there is a significant difference between Fundamental Large's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundamental Large is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundamental Large'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.

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.
0.00
03/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 21 days
02/19/2025
0.00
If you would invest  0.00  in Fundamental Large on March 2, 2023 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 720 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.

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.
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.
Hype
Prediction
LowEstimatedHigh
71.9873.4574.92
Details
Intrinsic
Valuation
LowRealHigh
66.8868.3580.80
Details

Fundamental Large Cap Backtested Returns

Fundamental Large Cap secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the fund had a -0.1 % return per unit of risk over the last 3 months. Fundamental Large Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundamental Large's Variance of 1.94, mean deviation of 0.7288, and Standard Deviation of 1.39 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

    
  0.53  

Modest predictability

Fundamental Large Cap has modest predictability. Overlapping area represents the amount of predictability between Fundamental Large time series from 2nd of March 2023 to 25th of February 2024 and 25th of February 2024 to 19th 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 0.53 indicates that about 53.0% of current Fundamental Large price fluctuation can be explain by its past prices.
Correlation Coefficient0.53
Spearman Rank Test0.6
Residual Average0.0
Price Variance15.0
Fundamental ReturnsFundamental Lagged ReturnsDiversified AwayFundamental ReturnsFundamental Lagged ReturnsDiversified Away100%

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   
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JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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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   
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JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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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   
JavaScript chart by amCharts 3.21.15AprJulOct2024AprJulOct2025556065707580
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
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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.
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