Madison Small Cap Fund Market Value
| MSCIX Fund | USD 10.11 0.05 0.49% |
| 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Madison Small on October 31, 2025 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 90 days. Madison Small is related to or competes with Morningstar Aggressive, Calvert Aggressive, Intal High, T Rowe, Alpine High, and Pace High. 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.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0892 | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.96 |
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 | 0.1046 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0665 | |||
| Sortino Ratio | 0.1319 | |||
| Treynor Ratio | 0.2175 |
Madison Small January 29, 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 | 0.1046 | |||
| Market Risk Adjusted Performance | 0.2275 | |||
| Mean Deviation | 0.9642 | |||
| Semi Deviation | 0.8323 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 741.89 | |||
| Standard Deviation | 1.64 | |||
| Variance | 2.7 | |||
| Information Ratio | 0.0892 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0665 | |||
| Sortino Ratio | 0.1319 | |||
| Treynor Ratio | 0.2175 | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.96 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.6927 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 3.55 | |||
| Kurtosis | 21.09 |
Madison Small Cap Backtested Returns
Madison Small appears to be not too volatile, given 3 months investment horizon. Madison Small Cap 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 have found twenty-seven technical indicators for Madison Small, which you can use to evaluate the volatility of the fund. Please exercise Madison Small's Downside Deviation of 1.11, risk adjusted performance of 0.1046, and Mean Deviation of 0.9642 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Madison Small returns are very sensitive to returns on the market. As the market goes up or down, Madison Small is expected to follow.
Auto-correlation | 0.07 |
Virtually no predictability
Madison Small Cap has virtually no predictability. Overlapping area represents the amount of predictability between Madison Small time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Madison Small Cap price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Madison Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
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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