Private Capital Management Fund Key Fundamental Indicators
| VFPIX Fund | USD 18.36 0.07 0.38% |
As of the 2nd of February, Private Capital holds the Semi Deviation of 1.06, coefficient of variation of 2368.01, and Risk Adjusted Performance of 0.0346. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Private Capital, as well as the relationship between them.
Private Capital'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 Private Capital's valuation are provided below:Private Capital Management does not presently have any trending fundamental ratios 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. Private |
Private Capital '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 Private Capital'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 Private Capital.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Private Capital on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Private Capital Management or generate 0.0% return on investment in Private Capital over 90 days. Private Capital is related to or competes with Vanguard Primecap, Growth Allocation, Omni Small-cap, Nova Fund, Auer Growth, and T Rowe. The fund, under normal circumstances, primarily invests in common stocks of companies listed on stock exchanges in North... More
Private Capital 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 Private Capital'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 Private Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0055 | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.11 |
Private Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Private Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Private Capital's standard deviation. In reality, there are many statistical measures that can use Private Capital historical prices to predict the future Private Capital's volatility.| Risk Adjusted Performance | 0.0346 | |||
| Jensen Alpha | 0.0021 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0061 | |||
| Treynor Ratio | 0.0368 |
Private Capital February 2, 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 | 0.0346 | |||
| Market Risk Adjusted Performance | 0.0468 | |||
| Mean Deviation | 0.889 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.12 | |||
| Coefficient Of Variation | 2368.01 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.5 | |||
| Information Ratio | 0.0055 | |||
| Jensen Alpha | 0.0021 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0061 | |||
| Treynor Ratio | 0.0368 | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.11 | |||
| Downside Variance | 1.25 | |||
| Semi Variance | 1.12 | |||
| Expected Short fall | (0.97) | |||
| Skewness | 0.8971 | |||
| Kurtosis | 3.37 |
Private Capital Mana Backtested Returns
At this stage we consider Private Mutual Fund to be very steady. Private Capital Mana maintains Sharpe Ratio (i.e., Efficiency) of 0.0914, which implies the entity had a 0.0914 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Private Capital Mana, which you can use to evaluate the volatility of the fund. Please check Private Capital's Coefficient Of Variation of 2368.01, risk adjusted performance of 0.0346, and Semi Deviation of 1.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The fund holds a Beta of 1.13, which implies a somewhat significant risk relative to the market. Private Capital returns are very sensitive to returns on the market. As the market goes up or down, Private Capital is expected to follow.
Auto-correlation | -0.49 |
Modest reverse predictability
Private Capital Management has modest reverse predictability. Overlapping area represents the amount of predictability between Private Capital time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Private Capital Mana price movement. The serial correlation of -0.49 indicates that about 49.0% of current Private Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Private Capital Management has a Price To Earning of 15.81 times. This is much higher than that of the Private Capital Management family and significantly higher than that of the Small Blend category. The price to earning for all United States funds is notably lower than that of the firm.
Private Capital Mana Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Private Capital's current stock value. Our valuation model uses many indicators to compare Private Capital value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Private Capital competition to find correlations between indicators driving Private Capital's intrinsic value. More Info.Private Capital Management is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.08 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Private Capital Management is roughly 11.98 . 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 Private Capital's earnings, one of the primary drivers of an investment's value.Private Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Private Capital's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Private Capital could also be used in its relative valuation, which is a method of valuing Private Capital by comparing valuation metrics of similar companies.Private Capital is currently under evaluation in price to earning among similar funds.
Private Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Private Capital's current stock value. Our valuation model uses many indicators to compare Private Capital value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Private Capital competition to find correlations between indicators driving Private Capital's intrinsic value. More Info.Private Capital Management is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.08 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Private Capital Management is roughly 11.98 . 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 Private Capital's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Private Capital
The fund consists of 88.91% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Private Capital'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.
Private Fundamentals
| Price To Earning | 15.81 X | |||
| Price To Book | 1.32 X | |||
| Price To Sales | 0.28 X | |||
| Total Asset | 70.81 M | |||
| Year To Date Return | 0.49 % | |||
| One Year Return | (2.15) % | |||
| Three Year Return | 9.37 % | |||
| Five Year Return | 13.06 % | |||
| Ten Year Return | 5.78 % | |||
| Net Asset | 70.81 M | |||
| Minimum Initial Investment | 5 K | |||
| Cash Position Weight | 11.09 % | |||
| Equity Positions Weight | 88.91 % |
About Private Capital Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Private Capital Management's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Private Capital using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Private Capital Management 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.The fund, under normal circumstances, primarily invests in common stocks of companies listed on stock exchanges in North America. There are no set limits on the market capitalizations of the companies in which it may invest. The Adviser applies a fundamental value, research driven investment approach.
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 Private Mutual Fund
Private Capital financial ratios help investors to determine whether Private 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 Private with respect to the benefits of owning Private Capital security.
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| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |