Lateef Focused Growth Fund Market Value
| LIMAX Fund | USD 7.41 0.07 0.95% |
| Symbol | Lateef |
Lateef Focused '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 Lateef Focused'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 Lateef Focused.
| 07/27/2024 |
| 01/23/2025 |
If you would invest 0.00 in Lateef Focused on July 27, 2024 and sell it all today you would earn a total of 0.00 from holding Lateef Focused Growth or generate 0.0% return on investment in Lateef Focused over 180 days. Lateef Focused is related to or competes with Adams Natural, World Energy, Pgim Jennison, Energy Services, and Cohen Steers. The fund normally invests in the common stocks of approximately 15 to 25 mid- and large-cap companies with market capita... More
Lateef Focused 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 Lateef Focused'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 Lateef Focused Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.72 |
Lateef Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lateef Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lateef Focused's standard deviation. In reality, there are many statistical measures that can use Lateef Focused historical prices to predict the future Lateef Focused's volatility.| Risk Adjusted Performance | 0.0581 | |||
| Jensen Alpha | 0.0484 | |||
| Total Risk Alpha | 0.0286 | |||
| Sortino Ratio | 0.0299 | |||
| Treynor Ratio | 0.1282 |
Lateef Focused Growth Backtested Returns
At this stage we consider Lateef Mutual Fund to be not too volatile. Lateef Focused Growth has Sharpe Ratio of 0.0758, which conveys that the entity had a 0.0758 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lateef Focused, which you can use to evaluate the volatility of the fund. Please verify Lateef Focused's Downside Deviation of 1.17, risk adjusted performance of 0.0581, and Mean Deviation of 0.817 to check out if the risk estimate we provide is consistent with the expected return of 0.0832%. The fund secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lateef Focused's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lateef Focused is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Lateef Focused Growth has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lateef Focused time series from 27th of July 2024 to 25th of October 2024 and 25th of October 2024 to 23rd of January 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 Lateef Focused Growth price movement. The serial correlation of -0.19 indicates that over 19.0% of current Lateef Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lateef Focused Growth lagged returns against current returns
Autocorrelation, which is Lateef Focused 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 Lateef Focused's mutual fund expected returns. We can calculate the autocorrelation of Lateef Focused returns to help us make a trade decision. For example, suppose you find that Lateef Focused 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 |
Lateef Focused 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 Lateef Focused mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lateef Focused mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lateef Focused mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lateef Focused Lagged Returns
When evaluating Lateef Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lateef Focused mutual fund have on its future price. Lateef Focused 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, Lateef Focused autocorrelation shows the relationship between Lateef Focused mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lateef Focused 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.Other Information on Investing in Lateef Mutual Fund
Lateef Focused financial ratios help investors to determine whether Lateef 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 Lateef with respect to the benefits of owning Lateef Focused security.
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