L Mason Qs Fund Market Value
| LWLAX Fund | USD 13.33 0.01 0.08% |
| Symbol | LWLAX |
L Mason '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 L Mason'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 L Mason.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in L Mason on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding L Mason Qs or generate 0.0% return on investment in L Mason over 90 days. L Mason is related to or competes with Maryland Short-term, Franklin Federal, Calamos Longshort, Blackrock Global, American Funds, and Ultra-short Term. The fund is a fund of fundsit invests in other mutual funds and may also invest in exchange-traded funds More
L Mason 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 L Mason'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 L Mason Qs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4672 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 1.96 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.8907 |
L Mason Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for L Mason's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as L Mason's standard deviation. In reality, there are many statistical measures that can use L Mason historical prices to predict the future L Mason's volatility.| Risk Adjusted Performance | 0.2219 | |||
| Jensen Alpha | 0.0401 | |||
| Total Risk Alpha | 0.0333 | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.2426 |
L Mason Qs Backtested Returns
At this stage we consider LWLAX Mutual Fund to be very steady. L Mason Qs has Sharpe Ratio of 0.34, which conveys that the fund had a 0.34 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for L Mason, which you can use to evaluate the volatility of the entity. Please verify L Mason's Coefficient Of Variation of 395.36, market risk adjusted performance of 0.2526, and Mean Deviation of 0.265 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. The entity secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, L Mason's returns are expected to increase less than the market. However, during the bear market, the loss of holding L Mason is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
L Mason Qs has good predictability. Overlapping area represents the amount of predictability between L Mason time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of L Mason Qs price movement. The serial correlation of 0.79 indicates that around 79.0% of current L Mason price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
L Mason Qs lagged returns against current returns
Autocorrelation, which is L Mason 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 L Mason's mutual fund expected returns. We can calculate the autocorrelation of L Mason returns to help us make a trade decision. For example, suppose you find that L Mason 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 |
L Mason 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 L Mason mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if L Mason mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in L Mason mutual fund over time.
Current vs Lagged Prices |
| Timeline |
L Mason Lagged Returns
When evaluating L Mason's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of L Mason mutual fund have on its future price. L Mason 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, L Mason autocorrelation shows the relationship between L Mason mutual fund current value and its past values and can show if there is a momentum factor associated with investing in L Mason Qs.
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 LWLAX Mutual Fund
L Mason financial ratios help investors to determine whether LWLAX 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 LWLAX with respect to the benefits of owning L Mason security.
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