Chartwell Small Cap Fund Market Value
| CWSIX Fund | USD 22.86 0.36 1.60% |
| Symbol | Chartwell |
Chartwell Small '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 Chartwell Small'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 Chartwell Small.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Chartwell Small on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Chartwell Small Cap or generate 0.0% return on investment in Chartwell Small over 720 days. Chartwell Small is related to or competes with Lebenthal Lisanti, Hodges Small, Oberweis Small, and Aegis Value. The fund normally invests at least 80 percent of its net assets in common stocks of small capitalization U.S More
Chartwell Small 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 Chartwell Small'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 Chartwell Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8666 | |||
| Information Ratio | 0.04 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.16 |
Chartwell Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chartwell Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chartwell Small's standard deviation. In reality, there are many statistical measures that can use Chartwell Small historical prices to predict the future Chartwell Small's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 0.0087 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0595 | |||
| Treynor Ratio | 0.1055 |
Chartwell Small Cap Backtested Returns
At this stage we consider Chartwell Mutual Fund to be very steady. Chartwell Small Cap secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Chartwell Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Chartwell Small's mean deviation of 0.8795, and Risk Adjusted Performance of 0.0994 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 1.43, which signifies 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, Chartwell Small will likely underperform.
Auto-correlation | -0.22 |
Weak reverse predictability
Chartwell Small Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Chartwell Small time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chartwell Small Cap price movement. The serial correlation of -0.22 indicates that over 22.0% of current Chartwell Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
Chartwell Small Cap lagged returns against current returns
Autocorrelation, which is Chartwell Small mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Chartwell Small's mutual fund expected returns. We can calculate the autocorrelation of Chartwell Small returns to help us make a trade decision. For example, suppose you find that Chartwell Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Chartwell Small regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Chartwell Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chartwell Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chartwell Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Chartwell Small Lagged Returns
When evaluating Chartwell Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chartwell Small mutual fund have on its future price. Chartwell Small autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Chartwell Small autocorrelation shows the relationship between Chartwell Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Chartwell Small Cap.
Regressed Prices |
| Timeline |
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 Chartwell Mutual Fund
Chartwell Small financial ratios help investors to determine whether Chartwell 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 Chartwell with respect to the benefits of owning Chartwell Small security.
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