Lkcm International Equity Fund Market Value
| LKINX Fund | USD 13.74 0.14 1.01% |
| Symbol | Lkcm |
Lkcm International '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 Lkcm International'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 Lkcm International.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lkcm International on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lkcm International Equity or generate 0.0% return on investment in Lkcm International over 90 days. Lkcm International is related to or competes with Bbh Intermediate, Us Government, and Massmutual Clinton. The fund seeks to achieve its investment objective by investing primarily in equity securities of non-U.S More
Lkcm International 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 Lkcm International'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 Lkcm International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1085 | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.14 |
Lkcm International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm International's standard deviation. In reality, there are many statistical measures that can use Lkcm International historical prices to predict the future Lkcm International's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1063 | |||
| Sortino Ratio | 0.0961 | |||
| Treynor Ratio | 0.0376 |
Lkcm International Equity Backtested Returns
At this stage we consider Lkcm Mutual Fund to be very steady. Lkcm International Equity has Sharpe Ratio of 0.0371, which conveys that the entity had a 0.0371 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lkcm International, which you can use to evaluate the volatility of the fund. Please verify Lkcm International's Risk Adjusted Performance of 0.0014, mean deviation of 0.6833, and Downside Deviation of 1.04 to check out if the risk estimate we provide is consistent with the expected return of 0.035%. The fund secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lkcm International are expected to decrease at a much lower rate. During the bear market, Lkcm International is likely to outperform the market.
Auto-correlation | 0.32 |
Below average predictability
Lkcm International Equity has below average predictability. Overlapping area represents the amount of predictability between Lkcm International time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Lkcm International Equity price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Lkcm International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Lkcm International Equity lagged returns against current returns
Autocorrelation, which is Lkcm International 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 Lkcm International's mutual fund expected returns. We can calculate the autocorrelation of Lkcm International returns to help us make a trade decision. For example, suppose you find that Lkcm International 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 |
Lkcm International 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 Lkcm International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lkcm International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm International Lagged Returns
When evaluating Lkcm International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm International mutual fund have on its future price. Lkcm International 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, Lkcm International autocorrelation shows the relationship between Lkcm International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm International Equity.
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 Lkcm Mutual Fund
Lkcm International financial ratios help investors to determine whether Lkcm 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 Lkcm with respect to the benefits of owning Lkcm International security.
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