Midcap Sp 400 Fund Market Value
| PMFMX Fund | USD 24.39 0.20 0.83% |
| Symbol | Midcap |
Midcap Sp '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 Midcap Sp'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 Midcap Sp.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Midcap Sp on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Midcap Sp 400 or generate 0.0% return on investment in Midcap Sp over 90 days. Midcap Sp is related to or competes with Strategic Asset, Strategic Asset, Strategic Asset, Strategic Asset, International Equity, Strategic Asset, and International Small. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Midcap Sp 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 Midcap Sp'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 Midcap Sp 400 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8049 | |||
| Information Ratio | 0.166 | |||
| Maximum Drawdown | 10.22 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.84 |
Midcap Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Midcap Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Midcap Sp's standard deviation. In reality, there are many statistical measures that can use Midcap Sp historical prices to predict the future Midcap Sp's volatility.| Risk Adjusted Performance | 0.1773 | |||
| Jensen Alpha | 0.2915 | |||
| Total Risk Alpha | 0.1693 | |||
| Sortino Ratio | 0.2772 | |||
| Treynor Ratio | 7.99 |
Midcap Sp March 3, 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 | 0.1773 | |||
| Market Risk Adjusted Performance | 8.0 | |||
| Mean Deviation | 0.8083 | |||
| Semi Deviation | 0.3185 | |||
| Downside Deviation | 0.8049 | |||
| Coefficient Of Variation | 442.08 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.81 | |||
| Information Ratio | 0.166 | |||
| Jensen Alpha | 0.2915 | |||
| Total Risk Alpha | 0.1693 | |||
| Sortino Ratio | 0.2772 | |||
| Treynor Ratio | 7.99 | |||
| Maximum Drawdown | 10.22 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.84 | |||
| Downside Variance | 0.6478 | |||
| Semi Variance | 0.1014 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 3.54 | |||
| Kurtosis | 20.38 |
Midcap Sp 400 Backtested Returns
Midcap Sp appears to be very steady, given 3 months investment horizon. Midcap Sp 400 has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Midcap Sp, which you can use to evaluate the volatility of the fund. Please exercise Midcap Sp's Risk Adjusted Performance of 0.1773, mean deviation of 0.8083, and Downside Deviation of 0.8049 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.0368, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Midcap Sp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Midcap Sp is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Midcap Sp 400 has very good predictability. Overlapping area represents the amount of predictability between Midcap Sp time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 Midcap Sp 400 price movement. The serial correlation of 0.85 indicates that around 85.0% of current Midcap Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Midcap Mutual Fund
Midcap Sp financial ratios help investors to determine whether Midcap 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 Midcap with respect to the benefits of owning Midcap Sp security.
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