Laudus Large Cap Fund Market Value
| LGILX Fund | USD 29.17 0.47 1.64% |
| Symbol | Laudus |
Laudus Large '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 Laudus Large'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 Laudus Large.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Laudus Large on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Laudus Large Cap or generate 0.0% return on investment in Laudus Large over 30 days. Laudus Large is related to or competes with Schwab Target, Schwab California, Schwab Markettrack, Schwab E, Schwab Aggregate, and Schwab Global. The fund invests at least 80 percent of its net assets in equity securities of U.S More
Laudus Large 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 Laudus Large'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 Laudus Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1274 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.68 |
Laudus Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laudus Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laudus Large's standard deviation. In reality, there are many statistical measures that can use Laudus Large historical prices to predict the future Laudus Large's volatility.| Risk Adjusted Performance | 0.1889 | |||
| Jensen Alpha | 0.1497 | |||
| Total Risk Alpha | 0.0849 | |||
| Sortino Ratio | 0.1161 | |||
| Treynor Ratio | 0.3136 |
Laudus Large Cap Backtested Returns
Laudus Large appears to be very steady, given 3 months investment horizon. Laudus Large Cap has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Laudus Large, which you can use to evaluate the volatility of the fund. Please exercise Laudus Large's Mean Deviation of 0.6821, downside deviation of 1.04, and Risk Adjusted Performance of 0.1889 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Laudus Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Laudus Large is expected to be smaller as well.
Auto-correlation | -0.53 |
Good reverse predictability
Laudus Large Cap has good reverse predictability. Overlapping area represents the amount of predictability between Laudus Large time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Laudus Large Cap price movement. The serial correlation of -0.53 indicates that about 53.0% of current Laudus Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Laudus Large Cap lagged returns against current returns
Autocorrelation, which is Laudus Large 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 Laudus Large's mutual fund expected returns. We can calculate the autocorrelation of Laudus Large returns to help us make a trade decision. For example, suppose you find that Laudus Large 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 |
Laudus Large 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 Laudus Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laudus Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laudus Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Laudus Large Lagged Returns
When evaluating Laudus Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laudus Large mutual fund have on its future price. Laudus Large 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, Laudus Large autocorrelation shows the relationship between Laudus Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Laudus Large Cap.
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 Laudus Mutual Fund
Laudus Large financial ratios help investors to determine whether Laudus 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 Laudus with respect to the benefits of owning Laudus Large security.
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