Smallcap Sp 600 Fund Key Fundamental Indicators
| PSPIX Fund | USD 26.24 0.19 0.72% |
As of the 6th of February, Smallcap has the Semi Deviation of 0.6547, risk adjusted performance of 0.1388, and Coefficient Of Variation of 564.06. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Smallcap Sp 600, as well as the relationship between them.
Smallcap'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's valuation are provided below:Smallcap Sp 600 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 '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'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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Smallcap on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap Sp 600 or generate 0.0% return on investment in Smallcap over 90 days. Smallcap is related to or competes with Angel Oak, Ultra-short Fixed, Locorr Long/short, Siit Ultra, Goldman Sachs, and Barings Active. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Smallcap 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'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 Sp 600 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9579 | |||
| Information Ratio | 0.1505 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 |
Smallcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap's standard deviation. In reality, there are many statistical measures that can use Smallcap historical prices to predict the future Smallcap's volatility.| Risk Adjusted Performance | 0.1388 | |||
| Jensen Alpha | 0.2458 | |||
| Total Risk Alpha | 0.2097 | |||
| Sortino Ratio | 0.2642 | |||
| Treynor Ratio | 0.2384 |
Smallcap February 6, 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 | 0.1388 | |||
| Market Risk Adjusted Performance | 0.2484 | |||
| Mean Deviation | 1.02 | |||
| Semi Deviation | 0.6547 | |||
| Downside Deviation | 0.9579 | |||
| Coefficient Of Variation | 564.06 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.83 | |||
| Information Ratio | 0.1505 | |||
| Jensen Alpha | 0.2458 | |||
| Total Risk Alpha | 0.2097 | |||
| Sortino Ratio | 0.2642 | |||
| Treynor Ratio | 0.2384 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 | |||
| Downside Variance | 0.9175 | |||
| Semi Variance | 0.4286 | |||
| Expected Short fall | (1.32) | |||
| Skewness | 3.5 | |||
| Kurtosis | 20.25 |
Smallcap Sp 600 Backtested Returns
Smallcap appears to be very steady, given 3 months investment horizon. Smallcap Sp 600 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Smallcap Sp 600, which you can use to evaluate the volatility of the fund. Please review Smallcap's Semi Deviation of 0.6547, risk adjusted performance of 0.1388, and Coefficient Of Variation of 564.06 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.21, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Smallcap will likely underperform.
Auto-correlation | 0.65 |
Good predictability
Smallcap Sp 600 has good predictability. Overlapping area represents the amount of predictability between Smallcap time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Sp 600 price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Smallcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Smallcap Sp 600 has an Annual Yield of 0.0128%. This is much higher than that of the Principal Funds family and significantly higher than that of the Small Blend category. The annual yield for all United States funds is notably lower than that of the firm.
Smallcap Sp 600 Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Smallcap's current stock value. Our valuation model uses many indicators to compare Smallcap value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Smallcap competition to find correlations between indicators driving Smallcap's intrinsic value. More Info.Smallcap Sp 600 is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 511.93 of Year To Date Return per Annual Yield. 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's earnings, one of the primary drivers of an investment's value.Smallcap Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Smallcap's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Smallcap could also be used in its relative valuation, which is a method of valuing Smallcap by comparing valuation metrics of similar companies.Smallcap is currently under evaluation in annual yield among similar funds.
Smallcap Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Smallcap's current stock value. Our valuation model uses many indicators to compare Smallcap value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Smallcap competition to find correlations between indicators driving Smallcap's intrinsic value. More Info.Smallcap Sp 600 is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 511.93 of Year To Date Return per Annual Yield. 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's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Smallcap
The fund consists of 96.03% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Smallcap'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
| Total Asset | 1.13 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 6.55 % | ||||
| One Year Return | 8.95 % | ||||
| Three Year Return | 9.89 % | ||||
| Five Year Return | 6.38 % | ||||
| Ten Year Return | 9.64 % | ||||
| Net Asset | 1.45 B | ||||
| Cash Position Weight | 3.96 % | ||||
| Equity Positions Weight | 96.03 % |
About Smallcap Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Smallcap Sp 600's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Smallcap using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Smallcap Sp 600 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 any borrowings for investment purposes, in equity securities of companies that compose the Standard Poors SmallCap 600 Index. The index is designed to represent U.S. equities with riskreturn characteristics of the small cap universe. The fund uses derivative strategies and invests in exchange-traded funds .
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 Smallcap Mutual Fund
Smallcap 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 security.
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