Westwood LargeCap Backtesting

Westwood LargeCap Value A -- USA Fund  

USD 13.3  0.06  0.45%

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
Investment Horizon     30 Days    Login   to change

Westwood LargeCap 'What if' Analysis

October 23, 2017
No Change 0.00  0.0%
In 31 days
November 22, 2017
If you would invest  0.00  in Westwood LargeCap on October 23, 2017 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 Vanguard 500, American Funds, American Funds, American Funds, American Funds, and American Funds. The investment seeks long-term capital appreciation

Westwood LargeCap Upside/Downside Indicators


Westwood LargeCap Market Premium Indicators

Westwood LargeCap Value lagged returns against current returns

 Current and Lagged Values 

Westwood LargeCap regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Westwood LargeCap Value Backtested Returns

We consider Westwood LargeCap not too risky. Westwood LargeCap Value shows Sharpe Ratio of 0.142 which attests that Westwood LargeCap Value had 0.142% 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 Market Risk Adjusted Performance of 0.0615, Mean Deviation of 0.2475 and Downside Deviation of 0.3761 to validate if risk estimate we provide are consistent with the epected return of 0.0432%. The entity maintains market beta of 0.6818 which attests that as returns on market increase, Westwood LargeCap returns are expected to increase less than the market. However during bear market, the loss on holding Westwood LargeCap will be expected to be smaller as well.. 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 0.0432% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.61 

Good predictability

Westwood LargeCap Value A has good predictability. Overlapping area represents the amount of predictability between Westwood LargeCap time series from October 23, 2017 to November 7, 2017 and November 7, 2017 to November 22, 2017. 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 0.61 indicates that roughly 61.0% of current Westwood LargeCap price fluctuation can be explain by its past prices.
Correlation Coefficient 0.61
Spearman Rank Test 0.36
Average Price 13.22
Lagged Average Price 13.18

Westwood LargeCap Lagged Returns

 Regressed Prices 

Westwood LargeCap Performance vs DOW

The median price of Westwood LargeCap for the period between Mon, Oct 23, 2017 and Wed, Nov 22, 2017 is 13.2 with a coefficient of variation of 0.31. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 13.2, and mean deviation of 0.03. The Fund received some media coverage during the period.
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