Eaton Vance Small Cap Fund Market Value
| ECSMX Fund | USD 11.35 0.11 0.98% |
| Symbol | Eaton |
Eaton Vance '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 Eaton Vance'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 Eaton Vance.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Eaton Vance on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Eaton Vance Small Cap or generate 0.0% return on investment in Eaton Vance over 60 days. Eaton Vance is related to or competes with Voya Solution, Harbor Diversified, Global Diversified, Federated Hermes, Lord Abbett, and Guidepath Conservative. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of small-cap... More
Eaton Vance 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 Eaton Vance'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 Eaton Vance Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.44 |
Eaton Vance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eaton Vance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eaton Vance's standard deviation. In reality, there are many statistical measures that can use Eaton Vance historical prices to predict the future Eaton Vance's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.18) |
Eaton Vance Small Backtested Returns
Eaton Vance Small secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the fund had a -0.17 % return per unit of risk over the last 3 months. Eaton Vance Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eaton Vance's Standard Deviation of 0.9799, mean deviation of 0.7321, and Variance of 0.9602 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eaton Vance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eaton Vance is expected to be smaller as well.
Auto-correlation | -0.61 |
Very good reverse predictability
Eaton Vance Small Cap has very good reverse predictability. Overlapping area represents the amount of predictability between Eaton Vance time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 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 Eaton Vance Small price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Eaton Vance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Eaton Vance Small lagged returns against current returns
Autocorrelation, which is Eaton Vance 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 Eaton Vance's mutual fund expected returns. We can calculate the autocorrelation of Eaton Vance returns to help us make a trade decision. For example, suppose you find that Eaton Vance 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 |
Eaton Vance 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 Eaton Vance mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eaton Vance mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eaton Vance mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eaton Vance Lagged Returns
When evaluating Eaton Vance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eaton Vance mutual fund have on its future price. Eaton Vance 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, Eaton Vance autocorrelation shows the relationship between Eaton Vance mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eaton Vance 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 Eaton Mutual Fund
Eaton Vance financial ratios help investors to determine whether Eaton 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 Eaton with respect to the benefits of owning Eaton Vance security.
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