Japan Smaller Capitalization Fund Market Value
| JOF Fund | USD 11.98 0.13 1.07% |
| Symbol | Japan |
Japan Smaller '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 Japan Smaller's 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 Japan Smaller.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Japan Smaller on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Japan Smaller Capitalization or generate 0.0% return on investment in Japan Smaller over 90 days. Japan Smaller is related to or competes with Templeton Dragon, Clearbridge Mid, T Rowe, Doubleline Opportunistic, Morgan Stanley, Nuveen California, and Schwab Target. Japan Smaller Capitalization Fund, Inc. is a closed-ended equity mutual fund launched by Nomura Asset Management U.S.A More
Japan Smaller 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 Japan Smaller's 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 Japan Smaller Capitalization upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9065 | |||
| Information Ratio | 0.203 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.92 |
Japan Smaller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan Smaller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japan Smaller's standard deviation. In reality, there are many statistical measures that can use Japan Smaller historical prices to predict the future Japan Smaller's volatility.| Risk Adjusted Performance | 0.2347 | |||
| Jensen Alpha | 0.2341 | |||
| Total Risk Alpha | 0.182 | |||
| Sortino Ratio | 0.2149 | |||
| Treynor Ratio | 0.5963 |
Japan Smaller February 13, 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 | 0.2347 | |||
| Market Risk Adjusted Performance | 0.6063 | |||
| Mean Deviation | 0.7729 | |||
| Semi Deviation | 0.496 | |||
| Downside Deviation | 0.9065 | |||
| Coefficient Of Variation | 348.24 | |||
| Standard Deviation | 0.9596 | |||
| Variance | 0.9209 | |||
| Information Ratio | 0.203 | |||
| Jensen Alpha | 0.2341 | |||
| Total Risk Alpha | 0.182 | |||
| Sortino Ratio | 0.2149 | |||
| Treynor Ratio | 0.5963 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.92 | |||
| Downside Variance | 0.8217 | |||
| Semi Variance | 0.246 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.2357 | |||
| Kurtosis | (0.13) |
Japan Smaller Capita Backtested Returns
Japan Smaller appears to be very steady, given 3 months investment horizon. Japan Smaller Capita holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Japan Smaller Capita, which you can use to evaluate the volatility of the entity. Please utilize Japan Smaller's Downside Deviation of 0.9065, risk adjusted performance of 0.2347, and Market Risk Adjusted Performance of 0.6063 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japan Smaller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japan Smaller is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Japan Smaller Capitalization has very good predictability. Overlapping area represents the amount of predictability between Japan Smaller time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Japan Smaller Capita price movement. The serial correlation of 0.8 indicates that around 80.0% of current Japan Smaller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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Other Information on Investing in Japan Fund
Japan Smaller financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Smaller security.
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