Small Cap Value Series Fund Market Value
| LRSQX Fund | USD 13.30 0.15 1.14% |
| Symbol | Small-cap |
Small-cap Value '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 Small-cap Value'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 Small-cap Value.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Small-cap Value on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Small Cap Value Series or generate 0.0% return on investment in Small-cap Value over 30 days. Small-cap Value is related to or competes with Lord Abbett, Lord Abbett, Lord Abbett, Floating Rate, Floating Rate, Floating Rate, and Lord Abbett. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Small-cap Value 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 Small-cap Value'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 Small Cap Value Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 18.53 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.83 |
Small-cap Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small-cap Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small-cap Value's standard deviation. In reality, there are many statistical measures that can use Small-cap Value historical prices to predict the future Small-cap Value's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.12) |
Small Cap Value Backtested Returns
Small Cap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.06, which indicates the fund had a -0.06% return per unit of risk over the last 3 months. Small Cap Value Series exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Small-cap Value's Risk Adjusted Performance of (0.04), coefficient of variation of (1,685), and Variance of 3.89 to confirm the risk estimate we provide. The entity has a beta of 1.05, which indicates a somewhat significant risk relative to the market. Small-cap Value returns are very sensitive to returns on the market. As the market goes up or down, Small-cap Value is expected to follow.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Small Cap Value Series has insignificant reverse predictability. Overlapping area represents the amount of predictability between Small-cap Value time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 Small Cap Value price movement. The serial correlation of -0.16 indicates that over 16.0% of current Small-cap Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Small Cap Value lagged returns against current returns
Autocorrelation, which is Small-cap Value 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 Small-cap Value's mutual fund expected returns. We can calculate the autocorrelation of Small-cap Value returns to help us make a trade decision. For example, suppose you find that Small-cap Value 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 |
Small-cap Value 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 Small-cap Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Small-cap Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Small-cap Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Small-cap Value Lagged Returns
When evaluating Small-cap Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Small-cap Value mutual fund have on its future price. Small-cap Value 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, Small-cap Value autocorrelation shows the relationship between Small-cap Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Small Cap Value Series.
Regressed Prices |
| Timeline |
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Other Information on Investing in Small-cap Mutual Fund
Small-cap Value financial ratios help investors to determine whether Small-cap 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 Small-cap with respect to the benefits of owning Small-cap Value security.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |