Japanese Small Pany Fund Market Value
| DFJSX Fund | USD 32.50 0.04 0.12% |
| Symbol | Japanese |
Japanese 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 Japanese 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 Japanese Small.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Japanese Small on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Japanese Small Pany or generate 0.0% return on investment in Japanese Small over 90 days. Japanese Small is related to or competes with Aquila Three, Vanguard Lifestrategy, Artisan High, Federated Municipal, Morningstar Aggressive, Siit High, and Western Asset. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Japanese 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 Japanese 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 Japanese Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6628 | |||
| Information Ratio | 0.33 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.47 |
Japanese Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japanese Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japanese Small's standard deviation. In reality, there are many statistical measures that can use Japanese Small historical prices to predict the future Japanese Small's volatility.| Risk Adjusted Performance | 0.3077 | |||
| Jensen Alpha | 0.2927 | |||
| Total Risk Alpha | 0.2626 | |||
| Sortino Ratio | 0.3965 | |||
| Treynor Ratio | 1.61 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Japanese Small'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.
Japanese Small February 19, 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 | 0.3077 | |||
| Market Risk Adjusted Performance | 1.62 | |||
| Mean Deviation | 0.6211 | |||
| Semi Deviation | 0.0672 | |||
| Downside Deviation | 0.6628 | |||
| Coefficient Of Variation | 257.31 | |||
| Standard Deviation | 0.7964 | |||
| Variance | 0.6342 | |||
| Information Ratio | 0.33 | |||
| Jensen Alpha | 0.2927 | |||
| Total Risk Alpha | 0.2626 | |||
| Sortino Ratio | 0.3965 | |||
| Treynor Ratio | 1.61 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.47 | |||
| Downside Variance | 0.4394 | |||
| Semi Variance | 0.0045 | |||
| Expected Short fall | (0.80) | |||
| Skewness | 0.2486 | |||
| Kurtosis | 0.4287 |
Japanese Small Pany Backtested Returns
Japanese Small appears to be very steady, given 3 months investment horizon. Japanese Small Pany holds Efficiency (Sharpe) Ratio of 0.39, which attests that the entity had a 0.39 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Japanese Small Pany, which you can use to evaluate the volatility of the entity. Please utilize Japanese Small's Market Risk Adjusted Performance of 1.62, risk adjusted performance of 0.3077, and Downside Deviation of 0.6628 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Japanese Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japanese Small is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Japanese Small Pany has very good predictability. Overlapping area represents the amount of predictability between Japanese Small time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Japanese Small Pany price movement. The serial correlation of 0.85 indicates that around 85.0% of current Japanese Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
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 Japanese Mutual Fund
Japanese Small financial ratios help investors to determine whether Japanese 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 Japanese with respect to the benefits of owning Japanese Small security.
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