Royce Opportunity Fund Market Value
| ROFIX Fund | USD 18.15 0.43 2.31% |
| Symbol | Royce |
Royce Opportunity '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 Royce Opportunity'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 Royce Opportunity.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Royce Opportunity on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Opportunity Fund or generate 0.0% return on investment in Royce Opportunity over 90 days. Royce Opportunity is related to or competes with Saat Moderate, T Rowe, T Rowe, Jp Morgan, Transamerica Asset, T Rowe, and Calvert Moderate. The funds investment adviser invests the funds assets primarily in equity securities of small-cap companies in an attemp... More
Royce Opportunity 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 Royce Opportunity'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 Royce Opportunity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.1946 | |||
| Maximum Drawdown | 13.66 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.77 |
Royce Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Opportunity's standard deviation. In reality, there are many statistical measures that can use Royce Opportunity historical prices to predict the future Royce Opportunity's volatility.| Risk Adjusted Performance | 0.187 | |||
| Jensen Alpha | 0.3098 | |||
| Total Risk Alpha | 0.2626 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.243 |
Royce Opportunity February 23, 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 | 0.187 | |||
| Market Risk Adjusted Performance | 0.253 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 0.7191 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 421.12 | |||
| Standard Deviation | 1.88 | |||
| Variance | 3.54 | |||
| Information Ratio | 0.1946 | |||
| Jensen Alpha | 0.3098 | |||
| Total Risk Alpha | 0.2626 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.243 | |||
| Maximum Drawdown | 13.66 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.77 | |||
| Downside Variance | 1.45 | |||
| Semi Variance | 0.517 | |||
| Expected Short fall | (1.46) | |||
| Skewness | 3.01 | |||
| Kurtosis | 16.65 |
Royce Opportunity Backtested Returns
Royce Opportunity appears to be very steady, given 3 months investment horizon. Royce Opportunity maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Royce Opportunity, which you can use to evaluate the volatility of the fund. Please evaluate Royce Opportunity's Semi Deviation of 0.7191, coefficient of variation of 421.12, and Risk Adjusted Performance of 0.187 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.8, which implies 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, Royce Opportunity will likely underperform.
Auto-correlation | 0.63 |
Good predictability
Royce Opportunity Fund has good predictability. Overlapping area represents the amount of predictability between Royce Opportunity time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 Royce Opportunity price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Royce Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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 Royce Mutual Fund
Royce Opportunity financial ratios help investors to determine whether Royce 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 Royce with respect to the benefits of owning Royce Opportunity security.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. |