Dean Mid Cap Fund Market Value
| DALCX Fund | USD 26.81 0.01 0.04% |
| Symbol | Dean |
Dean Mid '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 Dean Mid'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 Dean Mid.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Dean Mid on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Dean Mid Cap or generate 0.0% return on investment in Dean Mid over 30 days. Dean Mid is related to or competes with Crm Smallmid, Dreyfus Opportunistic, Matthews Asia, Mai Managed, Matthews Asia, Summit Global, and Mai Managed. The fund primarily invests in equity securities of mid cap companies More
Dean Mid 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 Dean Mid'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 Dean Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7689 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.29 |
Dean Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dean Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dean Mid's standard deviation. In reality, there are many statistical measures that can use Dean Mid historical prices to predict the future Dean Mid's volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0495 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dean Mid'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.
Dean Mid Cap Backtested Returns
At this stage we consider Dean Mutual Fund to be very steady. Dean Mid Cap secures Sharpe Ratio (or Efficiency) of 0.0634, which denotes the fund had a 0.0634 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dean Mid Cap, which you can use to evaluate the volatility of the entity. Please confirm Dean Mid's Semi Deviation of 0.6943, downside deviation of 0.7689, and Mean Deviation of 0.5722 to check if the risk estimate we provide is consistent with the expected return of 0.0471%. The fund shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dean Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dean Mid is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
Dean Mid Cap has average predictability. Overlapping area represents the amount of predictability between Dean Mid time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dean Mid Cap price movement. The serial correlation of 0.47 indicates that about 47.0% of current Dean Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Dean Mid Cap lagged returns against current returns
Autocorrelation, which is Dean Mid 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 Dean Mid's mutual fund expected returns. We can calculate the autocorrelation of Dean Mid returns to help us make a trade decision. For example, suppose you find that Dean Mid 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 |
Dean Mid 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 Dean Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dean Mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dean Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dean Mid Lagged Returns
When evaluating Dean Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dean Mid mutual fund have on its future price. Dean Mid 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, Dean Mid autocorrelation shows the relationship between Dean Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dean Mid 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 Dean Mutual Fund
Dean Mid financial ratios help investors to determine whether Dean 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 Dean with respect to the benefits of owning Dean Mid security.
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