Massmutual Select Blue Fund Market Value
| MBCZX Fund | USD 18.13 0.21 1.17% |
| Symbol | Massmutual |
Massmutual Select '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 Massmutual Select'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 Massmutual Select.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Massmutual Select on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Massmutual Select Blue or generate 0.0% return on investment in Massmutual Select over 90 days. Massmutual Select is related to or competes with Massmutual Premier, Massmutual Select, Massmutual Select, Mm Sp, Mm Sp, Mm Sp, and Mm Sp. Under normal circumstances, the fund invests at least 80 percent of net assets in the common stocks of large- and medium... More
Massmutual Select 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 Massmutual Select'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 Massmutual Select Blue upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.17 |
Massmutual Select Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massmutual Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massmutual Select's standard deviation. In reality, there are many statistical measures that can use Massmutual Select historical prices to predict the future Massmutual Select's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.4185 |
Massmutual Select March 5, 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 | (0.06) | |||
| Market Risk Adjusted Performance | 0.4285 | |||
| Mean Deviation | 0.6921 | |||
| Coefficient Of Variation | (1,156) | |||
| Standard Deviation | 0.8876 | |||
| Variance | 0.7878 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.4185 | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.17 | |||
| Skewness | (0.52) | |||
| Kurtosis | 0.2543 |
Massmutual Select Blue Backtested Returns
Massmutual Select Blue has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11 % return per unit of risk over the last 3 months. Massmutual Select exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Massmutual Select's Standard Deviation of 0.8876, mean deviation of 0.6921, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Massmutual Select are expected to decrease at a much lower rate. During the bear market, Massmutual Select is likely to outperform the market.
Auto-correlation | -0.27 |
Weak reverse predictability
Massmutual Select Blue has weak reverse predictability. Overlapping area represents the amount of predictability between Massmutual Select time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Massmutual Select Blue price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Massmutual Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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 Massmutual Mutual Fund
Massmutual Select financial ratios help investors to determine whether Massmutual 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 Massmutual with respect to the benefits of owning Massmutual Select security.
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