Massmutual Select Small Fund Market Value
| MSGZX Fund | USD 16.65 0.05 0.30% |
| 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.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Massmutual Select on November 23, 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 Tweedy Browne, Prudential Emerging, Blackrock Exchange, and T Rowe. 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 | 1.15 | |||
| Information Ratio | 0.1643 | |||
| Maximum Drawdown | 23.15 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.28 |
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 | 0.1541 | |||
| Jensen Alpha | 0.5633 | |||
| Total Risk Alpha | 0.2747 | |||
| Sortino Ratio | 0.4051 | |||
| Treynor Ratio | (1.49) |
Massmutual Select February 21, 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 | 0.1541 | |||
| Market Risk Adjusted Performance | (1.48) | |||
| Mean Deviation | 1.25 | |||
| Semi Deviation | 0.4738 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 519.34 | |||
| Standard Deviation | 2.84 | |||
| Variance | 8.09 | |||
| Information Ratio | 0.1643 | |||
| Jensen Alpha | 0.5633 | |||
| Total Risk Alpha | 0.2747 | |||
| Sortino Ratio | 0.4051 | |||
| Treynor Ratio | (1.49) | |||
| Maximum Drawdown | 23.15 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 1.33 | |||
| Semi Variance | 0.2245 | |||
| Expected Short fall | (1.48) | |||
| Skewness | 6.15 | |||
| Kurtosis | 45.14 |
Massmutual Select Small Backtested Returns
Massmutual Select appears to be not too volatile, given 3 months investment horizon. Massmutual Select Small has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. By analyzing Massmutual Select's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please exercise Massmutual Select's Mean Deviation of 1.25, risk adjusted performance of 0.1541, and Downside Deviation of 1.15 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. 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 | 0.34 |
Below average predictability
Massmutual Select Small has below average predictability. Overlapping area represents the amount of predictability between Massmutual Select time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 0.34 indicates that nearly 34.0% of current Massmutual Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Stocks Directory Find actively traded stocks across global markets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |