Large Capital Growth Fund Market Value
| VLCGX Fund | USD 16.01 0.31 1.97% |
| Symbol | Large |
Large Capital '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 Capital'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 Capital.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Large Capital on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Large Capital Growth or generate 0.0% return on investment in Large Capital over 90 days. Large Capital is related to or competes with Quantitative, Franklin Moderate, Pnc Balanced, Wasatch Large, Morgan Stanley, Dodge Cox, and Nuveen Nwq. The fund seeks to meet its objective by investing, normally, at least 80 percent of its net assets in securities of larg... More
Large Capital 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 Capital'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 Capital Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 23.71 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.2 |
Large Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Large Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Large Capital's standard deviation. In reality, there are many statistical measures that can use Large Capital historical prices to predict the future Large Capital's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.38) |
Large Capital Growth Backtested Returns
Large Capital Growth has Sharpe Ratio of -0.15, which conveys that the entity had a -0.15 % return per unit of risk over the last 3 months. Large Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Large Capital's Risk Adjusted Performance of (0.12), mean deviation of 1.11, and Standard Deviation of 2.87 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.13, which conveys a somewhat significant risk relative to the market. Large Capital returns are very sensitive to returns on the market. As the market goes up or down, Large Capital is expected to follow.
Auto-correlation | -0.66 |
Very good reverse predictability
Large Capital Growth has very good reverse predictability. Overlapping area represents the amount of predictability between Large Capital 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 Large Capital Growth price movement. The serial correlation of -0.66 indicates that around 66.0% of current Large Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 5.16 |
Large Capital Growth lagged returns against current returns
Autocorrelation, which is Large Capital 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Large Capital returns to help us make a trade decision. For example, suppose you find that Large Capital 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 |
Large Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Large Capital 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 Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Large Capital Lagged Returns
When evaluating Large Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Large Capital mutual fund have on its future price. Large Capital 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 Capital autocorrelation shows the relationship between Large Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Large Capital Growth.
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 Large Mutual Fund
Large Capital 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 Capital security.
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