Dreyfus Smallcap Stock Fund Market Value
| DISIX Fund | USD 23.48 0.10 0.42% |
| Symbol | Dreyfus |
Dreyfus Smallcap '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 Dreyfus Smallcap'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 Dreyfus Smallcap.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Dreyfus Smallcap on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Dreyfus Smallcap Stock or generate 0.0% return on investment in Dreyfus Smallcap over 30 days. Dreyfus Smallcap is related to or competes with Dreyfus Midcap, Victory Integrity, Vanguard Tax-managed, and Hotchkis Wiley. To pursue its goal, the fund generally is fully invested in all of the stocks that comprise the SP SmallCap 600 Index an... More
Dreyfus Smallcap 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 Dreyfus Smallcap'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 Dreyfus Smallcap Stock upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 14.64 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 1.64 |
Dreyfus Smallcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Smallcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Smallcap's standard deviation. In reality, there are many statistical measures that can use Dreyfus Smallcap historical prices to predict the future Dreyfus Smallcap's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.53) |
Dreyfus Smallcap Stock Backtested Returns
Dreyfus Smallcap Stock secures Sharpe Ratio (or Efficiency) of -0.2, which denotes the fund had a -0.2 % return per unit of standard deviation over the last 3 months. Dreyfus Smallcap Stock exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dreyfus Smallcap's Mean Deviation of 0.9854, standard deviation of 1.89, and Coefficient Of Variation of (680.49) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dreyfus Smallcap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dreyfus Smallcap is expected to be smaller as well.
Auto-correlation | 0.19 |
Very weak predictability
Dreyfus Smallcap Stock has very weak predictability. Overlapping area represents the amount of predictability between Dreyfus Smallcap time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Dreyfus Smallcap Stock price movement. The serial correlation of 0.19 indicates that over 19.0% of current Dreyfus Smallcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Dreyfus Smallcap Stock lagged returns against current returns
Autocorrelation, which is Dreyfus Smallcap 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 Dreyfus Smallcap's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Smallcap returns to help us make a trade decision. For example, suppose you find that Dreyfus Smallcap 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 |
Dreyfus Smallcap 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 Dreyfus Smallcap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Smallcap mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus Smallcap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Smallcap Lagged Returns
When evaluating Dreyfus Smallcap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Smallcap mutual fund have on its future price. Dreyfus Smallcap 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, Dreyfus Smallcap autocorrelation shows the relationship between Dreyfus Smallcap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Smallcap Stock.
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 Dreyfus Mutual Fund
Dreyfus Smallcap financial ratios help investors to determine whether Dreyfus 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 Dreyfus with respect to the benefits of owning Dreyfus Smallcap security.
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