Ladenburg Aggressive Growth Fund Market Value
| LAWAX Fund | USD 18.30 0.08 0.44% |
| Symbol | Ladenburg |
Ladenburg Aggressive '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 Ladenburg Aggressive'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 Ladenburg Aggressive.
| 12/27/2024 |
| 03/27/2025 |
If you would invest 0.00 in Ladenburg Aggressive on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Ladenburg Aggressive Growth or generate 0.0% return on investment in Ladenburg Aggressive over 90 days. Ladenburg Aggressive is related to or competes with Transamerica International, Pace International, Rbc China, Old Westbury, Aqr Long-short, Touchstone International, and Tax-managed International. The fund seeks to achieve the funds investment objective by investing in a combination of equity, fixed income and alter... More
Ladenburg Aggressive 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 Ladenburg Aggressive'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 Ladenburg Aggressive Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.22 |
Ladenburg Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Aggressive's standard deviation. In reality, there are many statistical measures that can use Ladenburg Aggressive historical prices to predict the future Ladenburg Aggressive's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.15) |
Ladenburg Aggressive Backtested Returns
Ladenburg Aggressive has Sharpe Ratio of -0.0702, which conveys that the entity had a -0.0702 % return per unit of risk over the last 3 months. Ladenburg Aggressive exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Ladenburg Aggressive's Standard Deviation of 1.27, mean deviation of 0.7969, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.02, which conveys a somewhat significant risk relative to the market. Ladenburg Aggressive returns are very sensitive to returns on the market. As the market goes up or down, Ladenburg Aggressive is expected to follow.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Ladenburg Aggressive Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ladenburg Aggressive time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 Ladenburg Aggressive price movement. The serial correlation of -0.8 indicates that around 80.0% of current Ladenburg Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Ladenburg Aggressive lagged returns against current returns
Autocorrelation, which is Ladenburg Aggressive 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 Ladenburg Aggressive's mutual fund expected returns. We can calculate the autocorrelation of Ladenburg Aggressive returns to help us make a trade decision. For example, suppose you find that Ladenburg Aggressive 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 |
Ladenburg Aggressive 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 Ladenburg Aggressive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Aggressive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladenburg Aggressive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Aggressive Lagged Returns
When evaluating Ladenburg Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Aggressive mutual fund have on its future price. Ladenburg Aggressive 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, Ladenburg Aggressive autocorrelation shows the relationship between Ladenburg Aggressive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Aggressive Growth.
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.| ZLAB | Zai Lab | |
| ASLE | AerSale Corp | |
| ATS | AT S Austria |
Other Information on Investing in Ladenburg Mutual Fund
Ladenburg Aggressive financial ratios help investors to determine whether Ladenburg 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 Ladenburg with respect to the benefits of owning Ladenburg Aggressive security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges |