Needham Small Cap Fund Market Value
| NESIX Fund | USD 25.08 1.14 4.76% |
| Symbol | Needham |
Needham 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 Needham 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 Needham Small.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Needham Small on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Needham Small Cap or generate 0.0% return on investment in Needham Small over 90 days. Needham Small is related to or competes with Paradigm Micro-cap, Pin Oak, Clipper Fund, Morgan Stanley, Wesmark Small, T Rowe, and Cb Large. Under normal conditions, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in the equity securities of domestic issuers listed on a nationally recognized securities exchange that have market capitalizations not exceeding 8 billion. More
Needham 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 Needham 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 Needham Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0287 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.06 |
Needham Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Needham Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Needham Small's standard deviation. In reality, there are many statistical measures that can use Needham Small historical prices to predict the future Needham Small's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0273 | |||
| Treynor Ratio | 0.0777 |
Needham Small February 7, 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 | 0.0649 | |||
| Market Risk Adjusted Performance | 0.0877 | |||
| Mean Deviation | 1.54 | |||
| Semi Deviation | 2.05 | |||
| Downside Deviation | 2.12 | |||
| Coefficient Of Variation | 1368.23 | |||
| Standard Deviation | 2.02 | |||
| Variance | 4.07 | |||
| Information Ratio | 0.0287 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0273 | |||
| Treynor Ratio | 0.0777 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.06 | |||
| Downside Variance | 4.49 | |||
| Semi Variance | 4.19 | |||
| Expected Short fall | (1.64) | |||
| Skewness | (0.52) | |||
| Kurtosis | 0.6769 |
Needham Small Cap Backtested Returns
Needham Small appears to be very steady, given 3 months investment horizon. Needham Small Cap has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Needham Small, which you can use to evaluate the volatility of the fund. Please exercise Needham Small's Risk Adjusted Performance of 0.0649, mean deviation of 1.54, and Downside Deviation of 2.12 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.77, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Needham Small will likely underperform.
Auto-correlation | 0.64 |
Good predictability
Needham Small Cap has good predictability. Overlapping area represents the amount of predictability between Needham Small time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Needham Small Cap price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Needham Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.1 |
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 Needham Mutual Fund
Needham Small financial ratios help investors to determine whether Needham 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 Needham with respect to the benefits of owning Needham Small security.
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