Lyrical International Value Fund Market Value
| LYRNX Fund | USD 14.39 0.06 0.42% |
| Symbol | Lyrical |
Lyrical International '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 Lyrical International'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 Lyrical International.
| 06/10/2025 |
| 09/08/2025 |
If you would invest 0.00 in Lyrical International on June 10, 2025 and sell it all today you would earn a total of 0.00 from holding Lyrical International Value or generate 0.0% return on investment in Lyrical International over 90 days. Lyrical International is related to or competes with Ab Select. The fund seeks to achieve its investment objective by investing principally in a diversified portfolio of common stocks ... More
Lyrical International 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 Lyrical International'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 Lyrical International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8617 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.31 |
Lyrical International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyrical International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyrical International's standard deviation. In reality, there are many statistical measures that can use Lyrical International historical prices to predict the future Lyrical International's volatility.| Risk Adjusted Performance | 0.0716 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0882 |
Lyrical International Backtested Returns
At this stage we consider Lyrical Mutual Fund to be very steady. Lyrical International has Sharpe Ratio of 0.0779, which conveys that the entity had a 0.0779 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lyrical International, which you can use to evaluate the volatility of the fund. Please verify Lyrical International's Mean Deviation of 0.6358, downside deviation of 0.8617, and Risk Adjusted Performance of 0.0716 to check out if the risk estimate we provide is consistent with the expected return of 0.0651%. The fund secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lyrical International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyrical International is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Lyrical International Value has modest predictability. Overlapping area represents the amount of predictability between Lyrical International time series from 10th of June 2025 to 25th of July 2025 and 25th of July 2025 to 8th of September 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 Lyrical International price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Lyrical International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Lyrical International lagged returns against current returns
Autocorrelation, which is Lyrical International 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 Lyrical International's mutual fund expected returns. We can calculate the autocorrelation of Lyrical International returns to help us make a trade decision. For example, suppose you find that Lyrical International 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 |
Lyrical International 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 Lyrical International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyrical International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyrical International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lyrical International Lagged Returns
When evaluating Lyrical International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyrical International mutual fund have on its future price. Lyrical International 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, Lyrical International autocorrelation shows the relationship between Lyrical International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lyrical International Value.
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 Lyrical Mutual Fund
Lyrical International financial ratios help investors to determine whether Lyrical 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 Lyrical with respect to the benefits of owning Lyrical International security.
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