Ls Opportunity Fund Market Value
| LSOFX Fund | USD 18.19 0.17 0.94% |
| Symbol | LSOFX |
Ls Opportunity '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 Ls Opportunity'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 Ls Opportunity.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Ls Opportunity on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ls Opportunity Fund or generate 0.0% return on investment in Ls Opportunity over 90 days. Ls Opportunity is related to or competes with Goldman Sachs, Lord Abbett, Federated Government, T Rowe, Pimco Dynamic, and Angel Oak. The fund will employ a research-driven, bottom-up stock selection process on both the long and short side More
Ls Opportunity 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 Ls Opportunity'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 Ls Opportunity Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.102 | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7073 |
Ls Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ls Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ls Opportunity's standard deviation. In reality, there are many statistical measures that can use Ls Opportunity historical prices to predict the future Ls Opportunity's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0011 | |||
| Treynor Ratio | (0.15) |
Ls Opportunity Backtested Returns
Ls Opportunity retains Efficiency (Sharpe Ratio) of -0.0435, which conveys that the entity had a -0.0435 % return per unit of price deviation over the last 3 months. Ls Opportunity exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Ls Opportunity's Information Ratio of 0.102, market risk adjusted performance of (0.14), and Mean Deviation of 0.3912 to check out the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ls Opportunity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ls Opportunity is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Ls Opportunity Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ls Opportunity 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 Ls Opportunity price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Ls Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ls Opportunity lagged returns against current returns
Autocorrelation, which is Ls Opportunity 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 Ls Opportunity's mutual fund expected returns. We can calculate the autocorrelation of Ls Opportunity returns to help us make a trade decision. For example, suppose you find that Ls Opportunity 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 |
Ls Opportunity 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 Ls Opportunity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ls Opportunity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ls Opportunity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ls Opportunity Lagged Returns
When evaluating Ls Opportunity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ls Opportunity mutual fund have on its future price. Ls Opportunity 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, Ls Opportunity autocorrelation shows the relationship between Ls Opportunity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ls Opportunity 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 LSOFX Mutual Fund
Ls Opportunity financial ratios help investors to determine whether LSOFX 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 LSOFX with respect to the benefits of owning Ls Opportunity security.
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