Lord Abbett Bond Fund Market Value
| LBNDX Fund | USD 7.12 0.01 0.14% |
| Symbol | Lord |
Lord Abbett '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 Lord Abbett'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 Lord Abbett.
| 02/20/2025 |
| 03/22/2025 |
If you would invest 0.00 in Lord Abbett on February 20, 2025 and sell it all today you would earn a total of 0.00 from holding Lord Abbett Bond or generate 0.0% return on investment in Lord Abbett over 30 days. Lord Abbett is related to or competes with Short-term Government, Goldman Sachs, Us Government, Morgan Stanley, Baird Quality, and Franklin Adjustable. The investment seeks high current income and the opportunity for capital appreciation to produce a high total return More
Lord Abbett 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 Lord Abbett'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 Lord Abbett Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2523 | |||
| Information Ratio | 0.3261 | |||
| Maximum Drawdown | 1.13 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.4213 |
Lord Abbett Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lord Abbett's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lord Abbett's standard deviation. In reality, there are many statistical measures that can use Lord Abbett historical prices to predict the future Lord Abbett's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | 0.0294 | |||
| Sortino Ratio | 0.311 | |||
| Treynor Ratio | 0.3294 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lord Abbett'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.
Lord Abbett Bond Backtested Returns
At this stage we consider Lord Mutual Fund to be very steady. Lord Abbett Bond has Sharpe Ratio of 0.0878, which conveys that the entity had a 0.0878 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lord Abbett, which you can use to evaluate the volatility of the fund. Please verify Lord Abbett's Risk Adjusted Performance of 0.051, mean deviation of 0.1904, and Downside Deviation of 0.2523 to check out if the risk estimate we provide is consistent with the expected return of 0.0211%. The fund secures a Beta (Market Risk) of 0.0338, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lord Abbett's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lord Abbett is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Lord Abbett Bond has weak reverse predictability. Overlapping area represents the amount of predictability between Lord Abbett time series from 20th of February 2025 to 7th of March 2025 and 7th of March 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 Lord Abbett Bond price movement. The serial correlation of -0.25 indicates that over 25.0% of current Lord Abbett price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lord Abbett Bond lagged returns against current returns
Autocorrelation, which is Lord Abbett 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 Lord Abbett's mutual fund expected returns. We can calculate the autocorrelation of Lord Abbett returns to help us make a trade decision. For example, suppose you find that Lord Abbett 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 |
Lord Abbett 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 Lord Abbett mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lord Abbett mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lord Abbett mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lord Abbett Lagged Returns
When evaluating Lord Abbett's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lord Abbett mutual fund have on its future price. Lord Abbett 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, Lord Abbett autocorrelation shows the relationship between Lord Abbett mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lord Abbett Bond.
Regressed Prices |
| Timeline |
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Other Information on Investing in Lord Mutual Fund
Lord Abbett financial ratios help investors to determine whether Lord 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 Lord with respect to the benefits of owning Lord Abbett security.
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