Small Cap Value Series Fund Key Fundamental Indicators
| LRSCX Fund | USD 15.71 0.14 0.90% |
As of the 20th of February, Small-cap Value has the Semi Deviation of 0.672, coefficient of variation of 617.24, and Risk Adjusted Performance of 0.127. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Small Cap Value, as well as the relationship between them.
Small-cap Value'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 Small-cap Value's valuation are provided below:Small Cap Value Series 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. Small-cap |
Small-cap Value '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 Small-cap Value'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 Small-cap Value.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Small-cap Value on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Value Series or generate 0.0% return on investment in Small-cap Value over 90 days. Small-cap Value is related to or competes with Davis Financial, 1919 Financial, and Prudential Financial. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Small-cap Value 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 Small-cap Value'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 Small Cap Value Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8674 | |||
| Information Ratio | 0.1032 | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.44 |
Small-cap Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small-cap Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small-cap Value's standard deviation. In reality, there are many statistical measures that can use Small-cap Value historical prices to predict the future Small-cap Value's volatility.| Risk Adjusted Performance | 0.127 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | 0.0895 | |||
| Sortino Ratio | 0.1286 | |||
| Treynor Ratio | 0.901 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Small-cap Value's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Small-cap Value February 20, 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 | 0.127 | |||
| Market Risk Adjusted Performance | 0.911 | |||
| Mean Deviation | 0.7857 | |||
| Semi Deviation | 0.672 | |||
| Downside Deviation | 0.8674 | |||
| Coefficient Of Variation | 617.24 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.1032 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | 0.0895 | |||
| Sortino Ratio | 0.1286 | |||
| Treynor Ratio | 0.901 | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.44 | |||
| Downside Variance | 0.7524 | |||
| Semi Variance | 0.4516 | |||
| Expected Short fall | (0.95) | |||
| Skewness | 0.5982 | |||
| Kurtosis | 1.26 |
Small Cap Value Backtested Returns
Small-cap Value appears to be very steady, given 3 months investment horizon. Small Cap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Small Cap Value Series, which you can use to evaluate the volatility of the fund. Please review Small-cap Value's Semi Deviation of 0.672, risk adjusted performance of 0.127, and Coefficient Of Variation of 617.24 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Small-cap Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small-cap Value is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Small Cap Value Series has good predictability. Overlapping area represents the amount of predictability between Small-cap Value time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Small Cap Value price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Small-cap Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
| Competition |
Based on the latest financial disclosure, Small Cap Value Series has a Price To Book of 2.16 times. This is 57.48% lower than that of the Lord Abbett family and significantly higher than that of the Small Value category. The price to book for all United States funds is notably lower than that of the firm.
Small Cap Value Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Small-cap Value's current stock value. Our valuation model uses many indicators to compare Small-cap Value value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Small-cap Value competition to find correlations between indicators driving Small-cap Value's intrinsic value. More Info.Small Cap Value Series is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Small Cap Value Series is roughly 9.36 . 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 Small-cap Value's earnings, one of the primary drivers of an investment's value.Small-cap Price To Book Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Small-cap Value's direct or indirect competition against its Price To Book to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Small-cap Value could also be used in its relative valuation, which is a method of valuing Small-cap Value by comparing valuation metrics of similar companies.Small Cap is currently under evaluation in price to book among similar funds.
Small-cap Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Small-cap Value's current stock value. Our valuation model uses many indicators to compare Small-cap Value value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Small-cap Value competition to find correlations between indicators driving Small-cap Value's intrinsic value. More Info.Small Cap Value Series is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Small Cap Value Series is roughly 9.36 . 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 Small-cap Value's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Small-cap Value
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides Small-cap Value'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.
Small-cap Fundamentals
| Price To Earning | 20.22 X | ||||
| Price To Book | 2.16 X | ||||
| Price To Sales | 1.34 X | ||||
| Total Asset | 168.09 M | ||||
| Annual Yield | 0 % | ||||
| Year To Date Return | 8.61 % | ||||
| One Year Return | 8.54 % | ||||
| Three Year Return | 9.77 % | ||||
| Five Year Return | 6.34 % | ||||
| Ten Year Return | 5.54 % | ||||
| Net Asset | 382.4 M | ||||
| Equity Positions Weight | 100.00 % |
About Small-cap Value Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Small Cap Value Series's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Small-cap Value using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Small Cap Value Series 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.Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of small companies. It may invest up to 10 percent of its net assets in securities of foreign companies, including emerging market companies, American Depositary Receipts . The adviser defines foreign companies as those whose securities are traded primarily on non-U.S. securities exchanges.
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 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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