Qs Large Cap Fund Market Value
| LMUSX Fund | USD 22.98 0.51 2.27% |
| Symbol | LMUSX |
Qs Large '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 Large'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 Qs Large.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Qs Large on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Qs Large Cap or generate 0.0% return on investment in Qs Large over 90 days. Qs Large is related to or competes with Siit Emerging, Templeton Developing, Calvert Developed, Shelton Emerging, Pace International, and Franklin Emerging. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus borrowings for investment purpo... More
Qs Large 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 Large'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 Qs Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.76 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 1.27 |
Qs Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qs Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qs Large's standard deviation. In reality, there are many statistical measures that can use Qs Large historical prices to predict the future Qs Large's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (1.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qs Large'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.
Qs Large Cap Backtested Returns
Qs Large Cap retains Efficiency (Sharpe Ratio) of -0.13, which implies the entity had a -0.13 % return per unit of price deviation over the last 3 months. Qs Large exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qs Large's market risk adjusted performance of (1.49), and Information Ratio of (0.05) to confirm the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Qs Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Qs Large is expected to be smaller as well.
Auto-correlation | -0.62 |
Very good reverse predictability
Qs Large Cap has very good reverse predictability. Overlapping area represents the amount of predictability between Qs Large 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 Large Cap price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Qs Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Qs Large Cap lagged returns against current returns
Autocorrelation, which is Qs Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Qs Large returns to help us make a trade decision. For example, suppose you find that Qs Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qs Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Qs Large Lagged Returns
When evaluating Qs Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qs Large mutual fund have on its future price. Qs Large 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 Large autocorrelation shows the relationship between Qs Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Qs Large 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 LMUSX Mutual Fund
Qs Large financial ratios help investors to determine whether LMUSX 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 LMUSX with respect to the benefits of owning Qs Large security.
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