Small Cap Value Fund Price on January 12, 2024
| BRSVX Fund | USD 43.86 0.43 0.97% |
Below is the normalized historical share price chart for Small Cap Value Fund extending back to November 07, 2003. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Small-cap Value stands at 43.86, as last reported on the 27th of November, with the highest price reaching 43.86 and the lowest price hitting 43.86 during the day.
If you're considering investing in Small-cap Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Small-cap Mutual Fund to be very steady. Small Cap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0831, which indicates the fund had a 0.0831% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Small Cap Value Fund, which you can use to evaluate the volatility of the fund. Please validate Small-cap Value's Coefficient Of Variation of 1323.97, risk adjusted performance of 0.0624, and Semi Deviation of 0.9554 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%.
Small-cap Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Small-cap |
Sharpe Ratio = 0.0831
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| Cash | Small Risk | BRSVX | High Risk | Huge Risk |
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Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Small-cap Value is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Small-cap Value by adding it to a well-diversified portfolio.
Small-cap Value Valuation on January 12, 2024
It is possible to determine the worth of Small-cap Value on a given historical date. On January 12, 2024 Small-cap was worth 37.11 at the beginning of the trading date compared to the closed value of 37.11. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Small-cap Value mutual fund. Still, in general, we apply an absolute valuation method to find Small-cap Value's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Small-cap Value where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Small-cap Value's related companies.
| Open | High | Low | Close | Volume | |
| 37.17 | 37.17 | 37.17 | 37.17 | 1.00 | |
01/12/2024 | 37.11 | 37.11 | 37.11 | 37.11 | 1.00 |
| 36.58 | 36.58 | 36.58 | 36.58 | 1.00 |
| Backtest Small-cap Value | | | Small-cap Value History | | | Small-cap Value Valuation | Previous | Next |
Small-cap Value Trading Date Momentum on January 12, 2024
| On January 16 2024 Small Cap Value Fund was traded for 36.58 at the closing time. The highest daily price throughout the period was 36.58 and the lowest price was 36.58 . There was no trading activity during the period 1.0. Lack of trading volume on 01/16/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 1.43% . The trading price change to current closing price is 1.91% . |
Small Cap Value Fundamentals Correlations and Trends
By evaluating Small-cap Value's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Small-cap Value's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Small-cap financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Small-cap Value Mutual Fund history
Small-cap Value investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Small-cap is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Small Cap Value will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Small-cap Value stock prices may prove useful in developing a viable investing in Small-cap Value
The fund invests in a diversified portfolio of small-cap stocks that are listed on the New York Stock Exchange, NYSE American, and NASDAQ. It invests at least 80 percent of its net assets in stocks from among those in the small-cap value category at the time of purchase. The Adviser selects stocks within the small-cap value category for the fund using a statistical approach.
Small-cap Value Mutual Fund Technical Analysis
Small-cap Value 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.
Price Boundaries
Small-cap Value Period Price Range
Low | November 27, 2024
| High |
0.00 | 0.00 |
Small Cap Value Fund cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Small-cap Value November 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Small-cap Value mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Small-cap Value shares will generate the highest return on investment. By undertsting and applying Small-cap Value mutual fund market strength indicators, traders can identify Small Cap Value Fund entry and exit signals to maximize returns
Small-cap Value Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Small-cap Value's price direction in advance. Along with the technical and fundamental analysis of Small-cap Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Small-cap to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0624 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0629 |
| Cycle Indicators | ||
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| Math Transform | ||
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| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Small-cap Mutual Fund
Small-cap Value financial ratios help investors to determine whether Small-cap 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 Small-cap with respect to the benefits of owning Small-cap Value security.
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