Madison Small Cap Fund Market Value
| MASMX Fund | USD 10.48 0.03 0.29% |
| Symbol | Madison |
Madison 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 Madison 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 Madison Small.
| 02/15/2024 |
| 03/11/2025 |
If you would invest 0.00 in Madison Small on February 15, 2024 and sell it all today you would earn a total of 0.00 from holding Madison Small Cap or generate 0.0% return on investment in Madison Small over 390 days. Madison Small is related to or competes with Short Real, Blackrock Developed, and Janus Global. The fund invests primarily in a diversified mix of common stocks of small cap U.S More
Madison 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 Madison 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 Madison Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.53 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 1.05 |
Madison Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Small's standard deviation. In reality, there are many statistical measures that can use Madison Small historical prices to predict the future Madison Small's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.40) |
Madison Small Cap Backtested Returns
Madison Small Cap has Sharpe Ratio of -0.2, which conveys that the entity had a -0.2 % return per unit of risk over the last 3 months. Madison Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madison Small's Standard Deviation of 1.57, mean deviation of 0.8982, and Risk Adjusted Performance of (0.16) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Madison Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madison Small is expected to be smaller as well.
Auto-correlation | 0.11 |
Insignificant predictability
Madison Small Cap has insignificant predictability. Overlapping area represents the amount of predictability between Madison Small time series from 15th of February 2024 to 28th of August 2024 and 28th of August 2024 to 11th 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 Madison Small Cap price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Madison Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Madison Small Cap lagged returns against current returns
Autocorrelation, which is Madison Small 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 Madison Small's mutual fund expected returns. We can calculate the autocorrelation of Madison Small returns to help us make a trade decision. For example, suppose you find that Madison Small 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 |
Madison Small 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 Madison Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madison Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Madison Small Lagged Returns
When evaluating Madison Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Small mutual fund have on its future price. Madison Small 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, Madison Small autocorrelation shows the relationship between Madison Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Madison 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 Madison Mutual Fund
Madison Small financial ratios help investors to determine whether Madison 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 Madison with respect to the benefits of owning Madison Small security.
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