Rbc Small Cap Fund Market Value
| RBVAX Fund | USD 16.22 0.14 0.86% |
| Symbol | Rbc |
Rbc 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 Rbc 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 Rbc Small.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Rbc Small on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Rbc Small Cap or generate 0.0% return on investment in Rbc Small over 30 days. Rbc Small is related to or competes with Ms Global, Gmo Emerging, Barings Us, Rational/pier, Ab Bond, and Artisan High. The fund normally invests at least 80 percent of its assets in common stocks of small companies that are considered to b... More
Rbc 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 Rbc 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 Rbc Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0137 | |||
| Maximum Drawdown | 10.4 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.69 |
Rbc Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Small's standard deviation. In reality, there are many statistical measures that can use Rbc Small historical prices to predict the future Rbc Small's volatility.| Risk Adjusted Performance | 0.0664 | |||
| Jensen Alpha | 0.0158 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0151 | |||
| Treynor Ratio | 0.0841 |
Rbc Small Cap Backtested Returns
At this stage we consider Rbc Mutual Fund to be very steady. Rbc Small Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.075, which implies the entity had a 0.075 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rbc Small Cap, which you can use to evaluate the volatility of the fund. Please check Rbc Small's Coefficient Of Variation of 1332.97, semi deviation of 0.9107, and Risk Adjusted Performance of 0.0664 to confirm if the risk estimate we provide is consistent with the expected return of 0.0963%. The fund holds a Beta of 1.03, which implies a somewhat significant risk relative to the market. Rbc Small returns are very sensitive to returns on the market. As the market goes up or down, Rbc Small is expected to follow.
Auto-correlation | 0.07 |
Virtually no predictability
Rbc Small Cap has virtually no predictability. Overlapping area represents the amount of predictability between Rbc Small time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rbc Small Cap price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Rbc Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rbc Small Cap lagged returns against current returns
Autocorrelation, which is Rbc Small mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Rbc Small's mutual fund expected returns. We can calculate the autocorrelation of Rbc Small returns to help us make a trade decision. For example, suppose you find that Rbc Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Rbc Small regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Rbc Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbc Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Small Lagged Returns
When evaluating Rbc Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Small mutual fund have on its future price. Rbc Small autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Rbc Small autocorrelation shows the relationship between Rbc Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Small Cap.
Regressed Prices |
| Timeline |
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 Rbc Mutual Fund
Rbc Small financial ratios help investors to determine whether Rbc 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 Rbc with respect to the benefits of owning Rbc Small security.
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