Massmutual Select Small Fund Market Value
| MMGEX Fund | USD 8.01 0.07 0.88% |
| 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Massmutual Select on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Massmutual Select Small or generate 0.0% return on investment in Massmutual Select over 90 days. Massmutual Select is related to or competes with Dodge Cox, Locorr Long/short, Ab Conservative, Black Oak, Artisan Emerging, and Rbc Emerging. The fund normally invests at least 80 percent of its net assets in the equity securities of companies whose market capit... 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 Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.1329 | |||
| Maximum Drawdown | 59.87 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.25 |
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 | 0.1239 | |||
| Jensen Alpha | 0.9634 | |||
| Total Risk Alpha | 0.4835 | |||
| Sortino Ratio | 0.7539 | |||
| Treynor Ratio | 1.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Massmutual Select'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.
Massmutual Select February 17, 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 | 0.1239 | |||
| Market Risk Adjusted Performance | 1.08 | |||
| Mean Deviation | 2.06 | |||
| Downside Deviation | 1.27 | |||
| Coefficient Of Variation | 701.58 | |||
| Standard Deviation | 7.23 | |||
| Variance | 52.28 | |||
| Information Ratio | 0.1329 | |||
| Jensen Alpha | 0.9634 | |||
| Total Risk Alpha | 0.4835 | |||
| Sortino Ratio | 0.7539 | |||
| Treynor Ratio | 1.07 | |||
| Maximum Drawdown | 59.87 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.25 | |||
| Downside Variance | 1.62 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (2.84) | |||
| Skewness | 7.75 | |||
| Kurtosis | 61.96 |
Massmutual Select Small Backtested Returns
Massmutual Select is relatively risky given 3 months investment horizon. Massmutual Select Small has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-six different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use Massmutual Select Small Risk Adjusted Performance of 0.1239, coefficient of variation of 701.58, and Mean Deviation of 2.06 to evaluate company specific risk that cannot be diversified away. The fund secures a Beta (Market Risk) of 0.96, which conveys possible diversification benefits within a given portfolio. Massmutual Select returns are very sensitive to returns on the market. As the market goes up or down, Massmutual Select is expected to follow.
Auto-correlation | 0.33 |
Below average predictability
Massmutual Select Small has below average predictability. Overlapping area represents the amount of predictability between Massmutual Select time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Massmutual Select Small price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Massmutual Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |