Westwood LargeCap Backtesting

WWLAX -- USA Fund  

USD 13.17  0.02  0.15%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Westwood LargeCap Value A and determine expected loss or profit from investing in Westwood LargeCap over given investment horizon. See also Westwood LargeCap Hype Analysis, Westwood LargeCap Correlation, Portfolio Optimization, Westwood LargeCap Volatility as well as analyze Westwood LargeCap Alpha and Beta and Westwood LargeCap Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Westwood LargeCap 'What if' Analysis

May 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 23, 2018
0.00
If you would invest  0.00  in Westwood LargeCap on May 24, 2018 and sell it all today you would earn a total of 0.00 from holding Westwood LargeCap Value A or generate 0.0% return on investment in Westwood LargeCap over 30 days. Westwood LargeCap is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, Fidelity Total, and SPARTAN TOTAL. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p...

Westwood LargeCap Upside/Downside Indicators

  

Westwood LargeCap Market Premium Indicators

Westwood LargeCap Value Backtested Returns

We consider Westwood LargeCap not too volatile. Westwood LargeCap Value shows Sharpe Ratio of 0.0389 which attests that Westwood LargeCap Value had 0.0389% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Westwood LargeCap Value which you can use to evaluate future volatility of the fund. Please check out Westwood LargeCap Value to validate if risk estimate we provide are consistent with the epected return of 0.031%. The entity maintains market beta of 0.0 which attests that the returns on MARKET and Westwood LargeCap are completely uncorrelated. Although it is extremely important to respect Westwood LargeCap Value historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Westwood LargeCap Value technical indicators you can presently evaluate if the expected return of 0.031% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Westwood LargeCap Value A has virtually no predictability. Overlapping area represents the amount of predictability between Westwood LargeCap time series from May 24, 2018 to June 8, 2018 and June 8, 2018 to June 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Westwood LargeCap Value price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Westwood LargeCap price fluctuation can be explain by its past prices.
Correlation Coefficient 0.06
Spearman Rank Test 0.25
Lagged Price Variance 0.01
Average Price 13.22

Westwood LargeCap Value lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Westwood LargeCap regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Westwood LargeCap Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - WWLAX

Westwood LargeCap Value Investor Sentiment
Macroaxis portfolio users are unemotional in their outlook on investing in Westwood LargeCap Value A. What is your outlook on investing in Westwood LargeCap Value A? Are you bullish or bearish?
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See also Westwood LargeCap Hype Analysis, Westwood LargeCap Correlation, Portfolio Optimization, Westwood LargeCap Volatility as well as analyze Westwood LargeCap Alpha and Beta and Westwood LargeCap Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.