Qs Small Capitalization Fund Market Value
| LMBMX Fund | USD 12.23 0.30 2.51% |
| Symbol | LMBMX |
Qs Us '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 Qs Us' 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 Qs Us.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Qs Us on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Qs Small Capitalization or generate 0.0% return on investment in Qs Us over 90 days. Qs Us is related to or competes with Us Government, Us Government, Nationwide Government, Virtus Seix, Us Government, Intermediate Government, and Sit Us. The fund normally invests at least 80 percent of net assets, plus any borrowings for investment purposes, in equity secu... More
Qs Us 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 Qs Us' 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 Qs Small Capitalization upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.6 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 1.73 |
Qs Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qs Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qs Us' standard deviation. In reality, there are many statistical measures that can use Qs Us historical prices to predict the future Qs Us' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (3.79) |
Qs Small Capitalization Backtested Returns
Qs Small Capitalization retains Efficiency (Sharpe Ratio) of -0.16, which implies the entity had a -0.16 % return per unit of price deviation over the last 3 months. Qs Us exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qs Us' market risk adjusted performance of (3.78), and Information Ratio of (0.08) to confirm the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.0576, which implies not very significant fluctuations relative to the market. As returns on the market increase, Qs Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Qs Us is expected to be smaller as well.
Auto-correlation | -0.58 |
Good reverse predictability
Qs Small Capitalization has good reverse predictability. Overlapping area represents the amount of predictability between Qs Us time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Qs Small Capitalization price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Qs Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Qs Small Capitalization lagged returns against current returns
Autocorrelation, which is Qs Us 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 Qs Us' mutual fund expected returns. We can calculate the autocorrelation of Qs Us returns to help us make a trade decision. For example, suppose you find that Qs Us 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 |
Qs Us 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 Qs Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qs Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qs Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Qs Us Lagged Returns
When evaluating Qs Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qs Us mutual fund have on its future price. Qs Us 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, Qs Us autocorrelation shows the relationship between Qs Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Qs Small Capitalization.
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 LMBMX Mutual Fund
Qs Us financial ratios help investors to determine whether LMBMX 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 LMBMX with respect to the benefits of owning Qs Us security.
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