Ladenburg Income Fundclass Fund Market Value
| LNCCX Fund | USD 9.92 0.02 0.20% |
| Symbol | Ladenburg |
Ladenburg Income '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 Income'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 Income.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Ladenburg Income on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Ladenburg Income Fundclass or generate 0.0% return on investment in Ladenburg Income over 30 days. Ladenburg Income is related to or competes with Fidelity Asset, HUMANA, Thrivent High, Morningstar Unconstrained, High Yield, Via Renewables, and T Rowe. The fund seeks to achieve the funds investment objective by investing in a combination of equity, fixed income and alter... More
Ladenburg Income 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 Income'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 Income Fundclass upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.17 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.5015 |
Ladenburg Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Income's standard deviation. In reality, there are many statistical measures that can use Ladenburg Income historical prices to predict the future Ladenburg Income's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ladenburg Income'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 Me Fundclass Backtested Returns
Ladenburg Me Fundclass has Sharpe Ratio of -0.0213, which conveys that the entity had a -0.0213% return per unit of risk over the last 3 months. Ladenburg Income exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Ladenburg Income's Standard Deviation of 0.4145, risk adjusted performance of (0.03), and Mean Deviation of 0.3132 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.48, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ladenburg Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladenburg Income is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Ladenburg Income Fundclass has virtually no predictability. Overlapping area represents the amount of predictability between Ladenburg Income time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 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 Me Fundclass price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Ladenburg Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ladenburg Me Fundclass lagged returns against current returns
Autocorrelation, which is Ladenburg Income 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 Income's mutual fund expected returns. We can calculate the autocorrelation of Ladenburg Income returns to help us make a trade decision. For example, suppose you find that Ladenburg Income 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 Income 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 Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Income 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 Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Income Lagged Returns
When evaluating Ladenburg Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Income mutual fund have on its future price. Ladenburg Income 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 Income autocorrelation shows the relationship between Ladenburg Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Income Fundclass.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Ladenburg Income Correlation, Ladenburg Income Volatility and Ladenburg Income Alpha and Beta module to complement your research on Ladenburg Income. Note that the Ladenburg Me Fundclass information on this page should be used as a complementary analysis to other Ladenburg Income's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Ladenburg Income technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.