Hennessy Small Cap Fund Market Value
| HSFNX Fund | USD 29.91 0.38 1.29% |
| Symbol | Hennessy |
Hennessy 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 Hennessy 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 Hennessy Small.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Hennessy Small on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Hennessy Small Cap or generate 0.0% return on investment in Hennessy Small over 90 days. Hennessy Small is related to or competes with Dunham Monthly, Morgan Stanley, Mairs Power, Nuveen Nwq, Templeton Emerging, Amg Managers, and RiverNorthDoubleLine. Under normal circumstances, the fund invests at least 80 percent of its net assets in securities of small-cap companies ... More
Hennessy 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 Hennessy 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 Hennessy Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.1737 | |||
| Maximum Drawdown | 14.51 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 3.76 |
Hennessy Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hennessy Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hennessy Small's standard deviation. In reality, there are many statistical measures that can use Hennessy Small historical prices to predict the future Hennessy Small's volatility.| Risk Adjusted Performance | 0.1743 | |||
| Jensen Alpha | 0.3477 | |||
| Total Risk Alpha | 0.2596 | |||
| Sortino Ratio | 0.2869 | |||
| Treynor Ratio | 0.402 |
Hennessy Small February 15, 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 | 0.1743 | |||
| Market Risk Adjusted Performance | 0.412 | |||
| Mean Deviation | 1.3 | |||
| Semi Deviation | 0.8505 | |||
| Downside Deviation | 1.22 | |||
| Coefficient Of Variation | 479.45 | |||
| Standard Deviation | 2.01 | |||
| Variance | 4.03 | |||
| Information Ratio | 0.1737 | |||
| Jensen Alpha | 0.3477 | |||
| Total Risk Alpha | 0.2596 | |||
| Sortino Ratio | 0.2869 | |||
| Treynor Ratio | 0.402 | |||
| Maximum Drawdown | 14.51 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 3.76 | |||
| Downside Variance | 1.48 | |||
| Semi Variance | 0.7234 | |||
| Expected Short fall | (1.76) | |||
| Skewness | 2.47 | |||
| Kurtosis | 12.22 |
Hennessy Small Cap Backtested Returns
Hennessy Small appears to be very steady, given 3 months investment horizon. Hennessy Small Cap holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. By evaluating Hennessy Small's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Hennessy Small's Risk Adjusted Performance of 0.1743, market risk adjusted performance of 0.412, and Downside Deviation of 1.22 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.02, which attests to a somewhat significant risk relative to the market. Hennessy Small returns are very sensitive to returns on the market. As the market goes up or down, Hennessy Small is expected to follow.
Auto-correlation | 0.82 |
Very good predictability
Hennessy Small Cap has very good predictability. Overlapping area represents the amount of predictability between Hennessy Small time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Hennessy Small Cap price movement. The serial correlation of 0.82 indicates that around 82.0% of current Hennessy Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
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 Hennessy Mutual Fund
Hennessy Small financial ratios help investors to determine whether Hennessy 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 Hennessy with respect to the benefits of owning Hennessy Small security.
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