Clearbridge All Cap Fund Market Value
| SFVCX Fund | USD 11.39 0.01 0.09% |
| Symbol | Clearbridge |
Clearbridge All '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 All'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 All.
| 05/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Clearbridge All on May 30, 2022 and sell it all today you would earn a total of 0.00 from holding Clearbridge All Cap or generate 0.0% return on investment in Clearbridge All over 690 days. Clearbridge All is related to or competes with Clearbridge Aggressive, Clearbridge Small, Qs International, Qs International, Qs International, Clearbridge Appreciation, and Legg Mason. The fund invests primarily in common stocks and common stock equivalents, such as preferred stocks and securities conver... More
Clearbridge All 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 All'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 All Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8983 | |||
| Information Ratio | 0.0638 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.1 |
Clearbridge All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clearbridge All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clearbridge All's standard deviation. In reality, there are many statistical measures that can use Clearbridge All historical prices to predict the future Clearbridge All's volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.0468 | |||
| Total Risk Alpha | 0.0347 | |||
| Sortino Ratio | 0.0546 | |||
| Treynor Ratio | 0.1036 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Clearbridge All'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.
Clearbridge All Cap Backtested Returns
We consider Clearbridge All very steady. Clearbridge All Cap secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Clearbridge All Cap, which you can use to evaluate the volatility of the entity. Please confirm Clearbridge All's mean deviation of 0.577, and Risk Adjusted Performance of 0.0965 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Clearbridge All returns are very sensitive to returns on the market. As the market goes up or down, Clearbridge All is expected to follow.
Auto-correlation | -0.01 |
Very weak reverse predictability
Clearbridge All Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Clearbridge All time series from 30th of May 2022 to 10th of May 2023 and 10th of May 2023 to 19th 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 Clearbridge All Cap price movement. The serial correlation of -0.01 indicates that just 1.0% of current Clearbridge All price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Clearbridge All Cap lagged returns against current returns
Autocorrelation, which is Clearbridge All 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 All's mutual fund expected returns. We can calculate the autocorrelation of Clearbridge All returns to help us make a trade decision. For example, suppose you find that Clearbridge All 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 All 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 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clearbridge All 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 All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Clearbridge All Lagged Returns
When evaluating Clearbridge All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clearbridge All mutual fund have on its future price. Clearbridge All 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 All autocorrelation shows the relationship between Clearbridge All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Clearbridge All Cap.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Clearbridge All Correlation, Clearbridge All Volatility and Clearbridge All Alpha and Beta module to complement your research on Clearbridge All. Note that the Clearbridge All Cap information on this page should be used as a complementary analysis to other Clearbridge All'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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Clearbridge All 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.