Smallcap World Fund Net Income
| CSPAX Fund | USD 75.52 0.08 0.11% |
As of the 5th of February, Smallcap World has the Coefficient Of Variation of 683.06, risk adjusted performance of 0.1108, and Semi Deviation of 0.631. Smallcap World technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
Smallcap World's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Smallcap World's valuation are provided below:Smallcap World Fund does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Smallcap |
Smallcap World '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 Smallcap World'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 Smallcap World.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Smallcap World on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap World Fund or generate 0.0% return on investment in Smallcap World over 90 days. Smallcap World is related to or competes with New World, Bond Fund, Mfs Growth, Mfs Growth, Hartford Schroders, Blackrock High, and T Rowe. Normally the fund invests at least 80 percent of its net assets in common stocks and other equity-type securities of com... More
Smallcap World 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 Smallcap World'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 Smallcap World Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8182 | |||
| Information Ratio | 0.086 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.46 |
Smallcap World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap World's standard deviation. In reality, there are many statistical measures that can use Smallcap World historical prices to predict the future Smallcap World's volatility.| Risk Adjusted Performance | 0.1108 | |||
| Jensen Alpha | 0.1359 | |||
| Total Risk Alpha | 0.0672 | |||
| Sortino Ratio | 0.1122 | |||
| Treynor Ratio | 0.764 |
Smallcap World February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1108 | |||
| Market Risk Adjusted Performance | 0.774 | |||
| Mean Deviation | 0.7728 | |||
| Semi Deviation | 0.631 | |||
| Downside Deviation | 0.8182 | |||
| Coefficient Of Variation | 683.06 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.14 | |||
| Information Ratio | 0.086 | |||
| Jensen Alpha | 0.1359 | |||
| Total Risk Alpha | 0.0672 | |||
| Sortino Ratio | 0.1122 | |||
| Treynor Ratio | 0.764 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 0.6694 | |||
| Semi Variance | 0.3982 | |||
| Expected Short fall | (0.89) | |||
| Skewness | 1.7 | |||
| Kurtosis | 7.74 |
Smallcap World Backtested Returns
Smallcap World appears to be very steady, given 3 months investment horizon. Smallcap World owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Smallcap World Fund, which you can use to evaluate the volatility of the fund. Please review Smallcap World's Semi Deviation of 0.631, coefficient of variation of 683.06, and Risk Adjusted Performance of 0.1108 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Smallcap World's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smallcap World is expected to be smaller as well.
Auto-correlation | 0.69 |
Good predictability
Smallcap World Fund has good predictability. Overlapping area represents the amount of predictability between Smallcap World time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Smallcap World price movement. The serial correlation of 0.69 indicates that around 69.0% of current Smallcap World price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Smallcap World Fund reported net income of 0.0. This indicator is about the same for the American Funds average (which is currently at 0.0) family and about the same as World Small/Mid Stock (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Smallcap Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Smallcap World's current stock value. Our valuation model uses many indicators to compare Smallcap World value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Smallcap World competition to find correlations between indicators driving Smallcap World's intrinsic value. More Info.Smallcap World Fund is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Smallcap World Fund is roughly 9.77 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Smallcap World's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Smallcap World
The fund consists of 85.84% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Smallcap World's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Smallcap Fundamentals
| Price To Earning | 23.35 X | ||||
| Price To Book | 2.39 X | ||||
| Price To Sales | 1.56 X | ||||
| Total Asset | 81.46 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 5.39 % | ||||
| One Year Return | 16.12 % | ||||
| Three Year Return | 10.31 % | ||||
| Five Year Return | 1.45 % | ||||
| Ten Year Return | 10.53 % | ||||
| Net Asset | 43.88 B | ||||
| Cash Position Weight | 12.55 % | ||||
| Equity Positions Weight | 85.84 % |
About Smallcap World Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Smallcap World Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Smallcap World using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Smallcap World Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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 Smallcap Mutual Fund
Smallcap World financial ratios help investors to determine whether Smallcap 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 Smallcap with respect to the benefits of owning Smallcap World security.
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