Large Cap Value Fund Market Value

SLCVX Fund  USD 26.34  0.05  0.19%   
Large Cap's market value is the price at which a share of Large Cap trades on a public exchange. It measures the collective expectations of Large Cap Value investors about its performance. Large Cap is trading at 26.34 as of the 26th of March 2025; that is 0.19 percent decrease since the beginning of the trading day. The fund's open price was 26.39.
With this module, you can estimate the performance of a buy and hold strategy of Large Cap Value and determine expected loss or profit from investing in Large Cap over a given investment horizon. Check out Large Cap Correlation, Large Cap Volatility and Large Cap Alpha and Beta module to complement your research on Large Cap.
Symbol

Please note, there is a significant difference between Large Cap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Large Cap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Large Cap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Large Cap '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 Large Cap'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 Large Cap.
0.00
12/26/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/26/2025
0.00
If you would invest  0.00  in Large Cap on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Large Cap Value or generate 0.0% return on investment in Large Cap over 90 days. Large Cap is related to or competes with Fidelity Sai, Lord Abbett, and Rational/pier. The fund will normally invest at least 80 percent of its total assets in a diversified portfolio of equity securities is... More

Large Cap 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 Large Cap'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 Large Cap Value upside and downside potential and time the market with a certain degree of confidence.

Large Cap Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Large Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Large Cap's standard deviation. In reality, there are many statistical measures that can use Large Cap historical prices to predict the future Large Cap's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Large Cap'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.
Hype
Prediction
LowEstimatedHigh
25.3426.3427.34
Details
Intrinsic
Valuation
LowRealHigh
25.2826.2827.28
Details
Naive
Forecast
LowNextHigh
25.9326.9427.94
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.8425.8626.87
Details

Large Cap Value Backtested Returns

At this stage we consider Large Mutual Fund to be very steady. Large Cap Value has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Large Cap, which you can use to evaluate the volatility of the fund. Please verify Large Cap's insignificant Risk Adjusted Performance, mean deviation of 0.7778, and Standard Deviation of 1.02 to check out if the risk estimate we provide is consistent with the expected return of 0.0049%. The fund secures a Beta (Market Risk) of 0.92, which conveys possible diversification benefits within a given portfolio. Large Cap returns are very sensitive to returns on the market. As the market goes up or down, Large Cap is expected to follow.

Auto-correlation

    
  -0.78  

Almost perfect reverse predictability

Large Cap Value has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Large Cap time series from 26th of December 2024 to 9th of February 2025 and 9th of February 2025 to 26th 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 Large Cap Value price movement. The serial correlation of -0.78 indicates that around 78.0% of current Large Cap price fluctuation can be explain by its past prices.
Correlation Coefficient-0.78
Spearman Rank Test-0.68
Residual Average0.0
Price Variance0.43
Large ReturnsLarge Lagged ReturnsDiversified AwayLarge ReturnsLarge Lagged ReturnsDiversified Away100%

Large Cap Value lagged returns against current returns

Autocorrelation, which is Large Cap 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 Large Cap's mutual fund expected returns. We can calculate the autocorrelation of Large Cap returns to help us make a trade decision. For example, suppose you find that Large Cap 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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 15Feb 20Feb 25MarMar 07Mar 12Mar 17Mar 22-8%-6%-4%-2%0%2%4% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Large Cap 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 Large Cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Large Cap mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Large Cap mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 15Feb 20Feb 25MarMar 07Mar 12Mar 17Mar 2225.526.026.527.027.5
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Large Cap Lagged Returns

When evaluating Large Cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Large Cap mutual fund have on its future price. Large Cap 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, Large Cap autocorrelation shows the relationship between Large Cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Large Cap Value.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar25.025.526.026.527.027.5
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Large Mutual Fund

Large Cap financial ratios help investors to determine whether Large 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 Large with respect to the benefits of owning Large Cap security.
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