Smallcap Value Fund Market Value
| PLARX Fund | USD 11.71 0.06 0.51% |
| Symbol | Smallcap |
Smallcap Value '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 Smallcap Value'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 Smallcap Value.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Smallcap Value on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Smallcap Value Fund or generate 0.0% return on investment in Smallcap Value over 90 days. Smallcap Value is related to or competes with Jp Morgan, Eic Value, Small-midcap Dividend, Scharf Balanced, Delaware Limited-term, Auer Growth, and T Rowe. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Smallcap Value 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 Smallcap Value'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 Smallcap Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8855 | |||
| Information Ratio | 0.1471 | |||
| Maximum Drawdown | 10.26 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.53 |
Smallcap Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smallcap Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smallcap Value's standard deviation. In reality, there are many statistical measures that can use Smallcap Value historical prices to predict the future Smallcap Value's volatility.| Risk Adjusted Performance | 0.1499 | |||
| Jensen Alpha | 0.2188 | |||
| Total Risk Alpha | 0.1535 | |||
| Sortino Ratio | 0.2502 | |||
| Treynor Ratio | 0.2749 |
Smallcap Value 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 | 0.1499 | |||
| Market Risk Adjusted Performance | 0.2849 | |||
| Mean Deviation | 0.9288 | |||
| Semi Deviation | 0.4879 | |||
| Downside Deviation | 0.8855 | |||
| Coefficient Of Variation | 508.06 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.27 | |||
| Information Ratio | 0.1471 | |||
| Jensen Alpha | 0.2188 | |||
| Total Risk Alpha | 0.1535 | |||
| Sortino Ratio | 0.2502 | |||
| Treynor Ratio | 0.2749 | |||
| Maximum Drawdown | 10.26 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.53 | |||
| Downside Variance | 0.7841 | |||
| Semi Variance | 0.238 | |||
| Expected Short fall | (1.33) | |||
| Skewness | 2.95 | |||
| Kurtosis | 14.61 |
Smallcap Value Backtested Returns
Smallcap Value appears to be not too volatile, given 3 months investment horizon. Smallcap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Smallcap Value Fund, which you can use to evaluate the volatility of the fund. Please review Smallcap Value's Coefficient Of Variation of 508.06, semi deviation of 0.4879, and Risk Adjusted Performance of 0.1499 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.04, which indicates a somewhat significant risk relative to the market. Smallcap Value returns are very sensitive to returns on the market. As the market goes up or down, Smallcap Value is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Smallcap Value Fund has good predictability. Overlapping area represents the amount of predictability between Smallcap Value 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 Smallcap Value price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Smallcap Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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 Smallcap Mutual Fund
Smallcap Value financial ratios help investors to determine whether Smallcap 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 Smallcap with respect to the benefits of owning Smallcap Value security.
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