Geneva Smid Cap Fund Market Value
| GCSVX Fund | USD 9.71 0.14 1.46% |
| Symbol | Geneva |
Geneva Smid '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 Geneva Smid'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 Geneva Smid.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Geneva Smid on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Geneva Smid Cap or generate 0.0% return on investment in Geneva Smid over 30 days. Geneva Smid is related to or competes with Angel Oak, Boston Partners, Chartwell Short, Dreyfus Short, Prudential Short, Fidelity Flex, and Cmg Ultra. The fund invests, under normal market conditions, in common stocks of publicly traded companies that the adviser believe... More
Geneva Smid 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 Geneva Smid'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 Geneva Smid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9322 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.05 |
Geneva Smid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geneva Smid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geneva Smid's standard deviation. In reality, there are many statistical measures that can use Geneva Smid historical prices to predict the future Geneva Smid's volatility.| Risk Adjusted Performance | 0.0751 | |||
| Jensen Alpha | 0.0731 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.5473 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Geneva Smid'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.
Geneva Smid Cap Backtested Returns
At this stage we consider Geneva Mutual Fund to be very steady. Geneva Smid Cap holds Efficiency (Sharpe) Ratio of 0.0795, which attests that the entity had a 0.0795 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Geneva Smid Cap, which you can use to evaluate the volatility of the entity. Please check out Geneva Smid's Risk Adjusted Performance of 0.0751, downside deviation of 0.9322, and Market Risk Adjusted Performance of 0.5573 to validate if the risk estimate we provide is consistent with the expected return of 0.0806%. The fund retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Geneva Smid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Geneva Smid is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Geneva Smid Cap has virtually no predictability. Overlapping area represents the amount of predictability between Geneva Smid time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 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 Geneva Smid Cap price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Geneva Smid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Geneva Smid Cap lagged returns against current returns
Autocorrelation, which is Geneva Smid 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 Geneva Smid's mutual fund expected returns. We can calculate the autocorrelation of Geneva Smid returns to help us make a trade decision. For example, suppose you find that Geneva Smid 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 |
Geneva Smid 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 Geneva Smid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geneva Smid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geneva Smid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Geneva Smid Lagged Returns
When evaluating Geneva Smid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geneva Smid mutual fund have on its future price. Geneva Smid 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, Geneva Smid autocorrelation shows the relationship between Geneva Smid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Geneva Smid 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 Geneva Mutual Fund
Geneva Smid financial ratios help investors to determine whether Geneva 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 Geneva with respect to the benefits of owning Geneva Smid security.
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