Lateef Focused Growth Fund Market Value
| LIMIX Fund | USD 7.11 0.01 0.14% |
| 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.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Lateef Focused on December 12, 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 90 days. Lateef Focused is related to or competes with Absolute Convertible, Columbia Convertible, Fidelity Convertible, Calamos Dynamic, Franklin Convertible, Lazard Funds, and Gabelli Convertible. The investment seeks to provide principal preservation and long-term capital appreciation 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 1.67 |
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 | (0.13) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.27) |
Lateef Focused Growth Backtested Returns
Lateef Focused Growth has Sharpe Ratio of -0.17, which conveys that the entity had a -0.17 % return per unit of risk over the last 3 months. Lateef Focused exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lateef Focused's Mean Deviation of 1.04, standard deviation of 1.36, and Risk Adjusted Performance of (0.13) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. Lateef Focused returns are very sensitive to returns on the market. As the market goes up or down, Lateef Focused is expected to follow.
Auto-correlation | -0.49 |
Modest reverse predictability
Lateef Focused Growth has modest reverse predictability. Overlapping area represents the amount of predictability between Lateef Focused time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Lateef Focused Growth price movement. The serial correlation of -0.49 indicates that about 49.0% of current Lateef Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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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