Lsv Servative Value Fund Market Value
| LVAVX Fund | USD 13.35 0.22 1.68% |
| Symbol | Lsv |
Lsv Conservative '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 Lsv Conservative'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 Lsv Conservative.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lsv Conservative on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lsv Servative Value or generate 0.0% return on investment in Lsv Conservative over 90 days. Lsv Conservative is related to or competes with Goldman Sachs, Science Technology, Towpath Technology, Health Biotchnology, Dreyfus Technology, Biotechnology Ultrasector, and Columbia Global. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Conservative 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 Lsv Conservative'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 Lsv Servative Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.15 |
Lsv Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Conservative's standard deviation. In reality, there are many statistical measures that can use Lsv Conservative historical prices to predict the future Lsv Conservative's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lsv Conservative'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.
Lsv Servative Value Backtested Returns
Lsv Servative Value has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13 % return per unit of risk over the last 3 months. Lsv Conservative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lsv Conservative's Risk Adjusted Performance of (0.13), mean deviation of 0.8341, and Standard Deviation of 1.53 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lsv Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Conservative is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Lsv Servative Value has very weak reverse predictability. Overlapping area represents the amount of predictability between Lsv Conservative 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 Lsv Servative Value price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Lsv Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lsv Servative Value lagged returns against current returns
Autocorrelation, which is Lsv Conservative 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 Lsv Conservative's mutual fund expected returns. We can calculate the autocorrelation of Lsv Conservative returns to help us make a trade decision. For example, suppose you find that Lsv Conservative 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 |
Lsv Conservative 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 Lsv Conservative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Conservative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lsv Conservative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Conservative Lagged Returns
When evaluating Lsv Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Conservative mutual fund have on its future price. Lsv Conservative 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, Lsv Conservative autocorrelation shows the relationship between Lsv Conservative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Servative Value.
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 Lsv Mutual Fund
Lsv Conservative financial ratios help investors to determine whether Lsv 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 Lsv with respect to the benefits of owning Lsv Conservative security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |