Ladenburg Aggressive Growth Fund Market Value
| LAWCX Fund | USD 20.10 0.02 0.1% |
| Symbol | Ladenburg |
Ladenburg Aggressive '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 Ladenburg Aggressive'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 Ladenburg Aggressive.
| 11/17/2024 |
| 12/17/2024 |
If you would invest 0.00 in Ladenburg Aggressive on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding Ladenburg Aggressive Growth or generate 0.0% return on investment in Ladenburg Aggressive over 30 days. Ladenburg Aggressive is related to or competes with Investec Global, Mirova Global, Morningstar Global, Commonwealth Global, Qs Global, and Siit Global. The fund seeks to achieve the funds investment objective by investing in a combination of equity, fixed income and alter... More
Ladenburg Aggressive 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 Ladenburg Aggressive'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 Ladenburg Aggressive Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5407 | |||
| Information Ratio | 0.023 | |||
| Maximum Drawdown | 4.0 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.9068 |
Ladenburg Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Aggressive's standard deviation. In reality, there are many statistical measures that can use Ladenburg Aggressive historical prices to predict the future Ladenburg Aggressive's volatility.| Risk Adjusted Performance | 0.1108 | |||
| Jensen Alpha | 0.0286 | |||
| Total Risk Alpha | 0.0228 | |||
| Sortino Ratio | 0.0275 | |||
| Treynor Ratio | 0.1104 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ladenburg Aggressive'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.
Ladenburg Aggressive Backtested Returns
At this stage we consider Ladenburg Mutual Fund to be very steady. Ladenburg Aggressive 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. We have found twenty-seven technical indicators for Ladenburg Aggressive, which you can use to evaluate the volatility of the fund. Please verify Ladenburg Aggressive's Mean Deviation of 0.462, downside deviation of 0.5407, and Risk Adjusted Performance of 0.1108 to check out if the risk estimate we provide is consistent with the expected return of 0.0975%. The fund secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ladenburg Aggressive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladenburg Aggressive is expected to be smaller as well.
Auto-correlation | -0.86 |
Excellent reverse predictability
Ladenburg Aggressive Growth has excellent reverse predictability. Overlapping area represents the amount of predictability between Ladenburg Aggressive time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ladenburg Aggressive price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Ladenburg Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ladenburg Aggressive lagged returns against current returns
Autocorrelation, which is Ladenburg Aggressive 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 Ladenburg Aggressive's mutual fund expected returns. We can calculate the autocorrelation of Ladenburg Aggressive returns to help us make a trade decision. For example, suppose you find that Ladenburg Aggressive 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 |
Ladenburg Aggressive 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 Ladenburg Aggressive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Aggressive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladenburg Aggressive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Aggressive Lagged Returns
When evaluating Ladenburg Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Aggressive mutual fund have on its future price. Ladenburg Aggressive 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, Ladenburg Aggressive autocorrelation shows the relationship between Ladenburg Aggressive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Aggressive 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 Ladenburg Mutual Fund
Ladenburg Aggressive financial ratios help investors to determine whether Ladenburg 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 Ladenburg with respect to the benefits of owning Ladenburg Aggressive security.
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