Clearbridge Value Trust Fund Market Value
| LMVFX Fund | USD 119.12 0.89 0.75% |
| Symbol | Clearbridge |
Clearbridge Value '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 Clearbridge Value'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 Clearbridge Value.
| 01/01/2024 |
| 12/26/2024 |
If you would invest 0.00 in Clearbridge Value on January 1, 2024 and sell it all today you would earn a total of 0.00 from holding Clearbridge Value Trust or generate 0.0% return on investment in Clearbridge Value over 360 days. Clearbridge Value is related to or competes with Clearbridge Aggressive, Clearbridge Small, Qs International, Clearbridge Appreciation, Legg Mason, Western Asset, and Western Asset. The fund invests primarily in equity securities that, in the portfolio managers opinion, offer the potential for capital... More
Clearbridge Value 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 Clearbridge Value'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 Clearbridge Value Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 11.75 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.31 |
Clearbridge Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clearbridge Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clearbridge Value's standard deviation. In reality, there are many statistical measures that can use Clearbridge Value historical prices to predict the future Clearbridge Value's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.1) |
Clearbridge Value Trust Backtested Returns
Clearbridge Value Trust secures Sharpe Ratio (or Efficiency) of -0.0786, which signifies that the fund had a -0.0786% return per unit of standard deviation over the last 3 months. Clearbridge Value Trust exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clearbridge Value's risk adjusted performance of (0.05), and Mean Deviation of 0.6891 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Clearbridge Value returns are very sensitive to returns on the market. As the market goes up or down, Clearbridge Value is expected to follow.
Auto-correlation | 0.64 |
Good predictability
Clearbridge Value Trust has good predictability. Overlapping area represents the amount of predictability between Clearbridge Value time series from 1st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Clearbridge Value Trust price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Clearbridge Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 35.04 |
Clearbridge Value Trust lagged returns against current returns
Autocorrelation, which is Clearbridge Value 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 Clearbridge Value's mutual fund expected returns. We can calculate the autocorrelation of Clearbridge Value returns to help us make a trade decision. For example, suppose you find that Clearbridge Value 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 |
Clearbridge Value 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 Clearbridge Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clearbridge Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clearbridge Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Clearbridge Value Lagged Returns
When evaluating Clearbridge Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clearbridge Value mutual fund have on its future price. Clearbridge Value 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, Clearbridge Value autocorrelation shows the relationship between Clearbridge Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Clearbridge Value Trust.
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 Clearbridge Mutual Fund
Clearbridge Value financial ratios help investors to determine whether Clearbridge 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 Clearbridge with respect to the benefits of owning Clearbridge Value security.
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