Putnam Vertible Securities Fund Market Value
| PCVRX Fund | USD 28.13 0.51 1.78% |
| Symbol | PUTNAM |
Putnam Convertible '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 Putnam Convertible'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 Putnam Convertible.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Putnam Convertible on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Putnam Vertible Securities or generate 0.0% return on investment in Putnam Convertible over 90 days. Putnam Convertible is related to or competes with Glg Intl, Artisan Small, Massmutual Premier, The Hartford, Kinetics Small, and Omni Small-cap. The fund invests mainly in convertible securities of U.S More
Putnam Convertible 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 Putnam Convertible'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 Putnam Vertible Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.53 |
Putnam Convertible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Putnam Convertible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Putnam Convertible's standard deviation. In reality, there are many statistical measures that can use Putnam Convertible historical prices to predict the future Putnam Convertible's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0259 |
Putnam Convertible February 2, 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 | 0.0243 | |||
| Market Risk Adjusted Performance | 0.0359 | |||
| Mean Deviation | 0.7238 | |||
| Semi Deviation | 0.9541 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 3259.88 | |||
| Standard Deviation | 0.9129 | |||
| Variance | 0.8333 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0259 | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.53 | |||
| Downside Variance | 1.0 | |||
| Semi Variance | 0.9103 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.0254 |
Putnam Vertible Secu Backtested Returns
At this stage we consider PUTNAM Mutual Fund to be very steady. Putnam Vertible Secu maintains Sharpe Ratio (i.e., Efficiency) of 0.0681, which implies the entity had a 0.0681 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Putnam Vertible Secu, which you can use to evaluate the volatility of the fund. Please check Putnam Convertible's Risk Adjusted Performance of 0.0243, coefficient of variation of 3259.88, and Semi Deviation of 0.9541 to confirm if the risk estimate we provide is consistent with the expected return of 0.0616%. The fund holds a Beta of 0.7, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Putnam Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding Putnam Convertible is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Putnam Vertible Securities has very weak reverse predictability. Overlapping area represents the amount of predictability between Putnam Convertible time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Putnam Vertible Secu price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Putnam Convertible price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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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 PUTNAM Mutual Fund
Putnam Convertible financial ratios help investors to determine whether PUTNAM 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 PUTNAM with respect to the benefits of owning Putnam Convertible security.
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