Lkcm Small Mid Cap Fund Market Value
| LKSMX Fund | USD 10.71 0.24 2.29% |
| Symbol | Lkcm |
Lkcm Small '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 Small'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 Small.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lkcm Small on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lkcm Small Mid Cap or generate 0.0% return on investment in Lkcm Small over 90 days. Lkcm Small is related to or competes with Rbc Bluebay, Litman Gregory, Gmo High, Barings High, Transamerica High, and Aqr Risk. The fund seeks to achieve its investment objective by investing under normal circumstances at least 80 percent of its ne... More
Lkcm Small 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 Small'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 Small Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.39 |
Lkcm Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm Small's standard deviation. In reality, there are many statistical measures that can use Lkcm Small historical prices to predict the future Lkcm Small's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (4.55) |
Lkcm Small Mid Backtested Returns
Lkcm Small Mid has Sharpe Ratio of -0.16, which conveys that the entity had a -0.16 % return per unit of risk over the last 3 months. Lkcm Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lkcm Small's Risk Adjusted Performance of (0.14), mean deviation of 0.8565, and Standard Deviation of 1.1 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.0418, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lkcm Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lkcm Small is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
Lkcm Small Mid Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Lkcm Small 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 Small Mid price movement. The serial correlation of -0.49 indicates that about 49.0% of current Lkcm Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Lkcm Small Mid lagged returns against current returns
Autocorrelation, which is Lkcm Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Lkcm Small returns to help us make a trade decision. For example, suppose you find that Lkcm Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm Small Lagged Returns
When evaluating Lkcm Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm Small mutual fund have on its future price. Lkcm Small 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 Small autocorrelation shows the relationship between Lkcm Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm Small Mid Cap.
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 Small 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 Small security.
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