Capital Management Mid Cap Fund Market Value
| CMEIX Fund | USD 13.05 0.29 2.17% |
| Symbol | Capital |
Capital Management '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 Capital Management'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 Capital Management.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Capital Management on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Capital Management Mid Cap or generate 0.0% return on investment in Capital Management over 90 days. Capital Management is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal market conditions, at least 80 percent of the funds assets will be invested in equity securities of compani... More
Capital Management 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 Capital Management'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 Capital Management Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.1479 | |||
| Maximum Drawdown | 12.63 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.0 |
Capital Management Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capital Management's standard deviation. In reality, there are many statistical measures that can use Capital Management historical prices to predict the future Capital Management's volatility.| Risk Adjusted Performance | 0.1542 | |||
| Jensen Alpha | 0.3012 | |||
| Total Risk Alpha | 0.1746 | |||
| Sortino Ratio | 0.2334 | |||
| Treynor Ratio | 1.96 |
Capital Management February 23, 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 | 0.1542 | |||
| Market Risk Adjusted Performance | 1.97 | |||
| Mean Deviation | 0.9837 | |||
| Semi Deviation | 0.6902 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 521.68 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.81 | |||
| Information Ratio | 0.1479 | |||
| Jensen Alpha | 0.3012 | |||
| Total Risk Alpha | 0.1746 | |||
| Sortino Ratio | 0.2334 | |||
| Treynor Ratio | 1.96 | |||
| Maximum Drawdown | 12.63 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.0 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.4764 | |||
| Expected Short fall | (1.21) | |||
| Skewness | 3.61 | |||
| Kurtosis | 22.86 |
Capital Management Mid Backtested Returns
Capital Management appears to be not too volatile, given 3 months investment horizon. Capital Management Mid secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Capital Management Mid Cap, which you can use to evaluate the volatility of the entity. Please makes use of Capital Management's Downside Deviation of 1.06, mean deviation of 0.9837, and Risk Adjusted Performance of 0.1542 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capital Management's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Management is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Capital Management Mid Cap has good predictability. Overlapping area represents the amount of predictability between Capital Management time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 Capital Management Mid price movement. The serial correlation of 0.73 indicates that around 73.0% of current Capital Management price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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 Capital Mutual Fund
Capital Management financial ratios help investors to determine whether Capital 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 Capital with respect to the benefits of owning Capital Management security.
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