Clearbridge Appreciation Fund Market Value
| LMESX Fund | USD 35.12 0.04 0.11% |
| Symbol | Clearbridge |
Clearbridge Appreciation '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 Clearbridge Appreciation'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 Clearbridge Appreciation.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Clearbridge Appreciation on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Clearbridge Appreciation Fund or generate 0.0% return on investment in Clearbridge Appreciation over 30 days. Clearbridge Appreciation is related to or competes with Harbor Diversified, Voya Solution, Blackrock Conservative, Delaware Limited-term, Lord Abbett, Federated Hermes, and Tiaa-cref Lifestyle. The investment seeks to provide long-term appreciation of shareholders capital More
Clearbridge Appreciation 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 Clearbridge Appreciation'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 Clearbridge Appreciation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 0.959 |
Clearbridge Appreciation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clearbridge Appreciation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clearbridge Appreciation's standard deviation. In reality, there are many statistical measures that can use Clearbridge Appreciation historical prices to predict the future Clearbridge Appreciation's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 2.26 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Clearbridge Appreciation's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Clearbridge Appreciation Backtested Returns
Clearbridge Appreciation secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had a -0.11 % return per unit of standard deviation over the last 3 months. Clearbridge Appreciation Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clearbridge Appreciation's mean deviation of 0.7325, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0694, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Clearbridge Appreciation are expected to decrease at a much lower rate. During the bear market, Clearbridge Appreciation is likely to outperform the market.
Auto-correlation | -0.66 |
Very good reverse predictability
Clearbridge Appreciation Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Clearbridge Appreciation time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Clearbridge Appreciation price movement. The serial correlation of -0.66 indicates that around 66.0% of current Clearbridge Appreciation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Clearbridge Appreciation lagged returns against current returns
Autocorrelation, which is Clearbridge Appreciation 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 Clearbridge Appreciation's mutual fund expected returns. We can calculate the autocorrelation of Clearbridge Appreciation returns to help us make a trade decision. For example, suppose you find that Clearbridge Appreciation 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 |
Clearbridge Appreciation 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 Clearbridge Appreciation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clearbridge Appreciation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clearbridge Appreciation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Clearbridge Appreciation Lagged Returns
When evaluating Clearbridge Appreciation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clearbridge Appreciation mutual fund have on its future price. Clearbridge Appreciation 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, Clearbridge Appreciation autocorrelation shows the relationship between Clearbridge Appreciation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Clearbridge Appreciation Fund.
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 Clearbridge Mutual Fund
Clearbridge Appreciation financial ratios help investors to determine whether Clearbridge 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 Clearbridge with respect to the benefits of owning Clearbridge Appreciation security.
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