Leuthold E Investment Fund Market Value
| LCRIX Fund | USD 21.11 0.24 1.15% |
| Symbol | Leuthold |
Leuthold Core '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 Leuthold Core'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 Leuthold Core.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Leuthold Core on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Leuthold E Investment or generate 0.0% return on investment in Leuthold Core over 90 days. Leuthold Core is related to or competes with Leuthold Core, Leuthold Select, Hotchkis Wiley, Calvert Moderate, and Hotchkis Wiley. The fund is a flexible fund which allocates its investments among common stocks and other equity securities, bonds and o... More
Leuthold Core 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 Leuthold Core'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 Leuthold E Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0124 | |||
| Maximum Drawdown | 2.83 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 0.912 |
Leuthold Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leuthold Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leuthold Core's standard deviation. In reality, there are many statistical measures that can use Leuthold Core historical prices to predict the future Leuthold Core's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.19) |
Leuthold E Investment Backtested Returns
Leuthold E Investment has Sharpe Ratio of -0.0903, which conveys that the entity had a -0.0903 % return per unit of risk over the last 3 months. Leuthold Core exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Leuthold Core's Mean Deviation of 0.4725, standard deviation of 0.6318, and Risk Adjusted Performance of (0.13) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Leuthold Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Leuthold Core is expected to be smaller as well.
Auto-correlation | -0.81 |
Excellent reverse predictability
Leuthold E Investment has excellent reverse predictability. Overlapping area represents the amount of predictability between Leuthold Core time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Leuthold E Investment price movement. The serial correlation of -0.81 indicates that around 81.0% of current Leuthold Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Leuthold E Investment lagged returns against current returns
Autocorrelation, which is Leuthold Core 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 Leuthold Core's mutual fund expected returns. We can calculate the autocorrelation of Leuthold Core returns to help us make a trade decision. For example, suppose you find that Leuthold Core 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 |
Leuthold Core 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 Leuthold Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leuthold Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leuthold Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Leuthold Core Lagged Returns
When evaluating Leuthold Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leuthold Core mutual fund have on its future price. Leuthold Core 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, Leuthold Core autocorrelation shows the relationship between Leuthold Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Leuthold E Investment.
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 Leuthold Mutual Fund
Leuthold Core financial ratios help investors to determine whether Leuthold 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 Leuthold with respect to the benefits of owning Leuthold Core security.
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