Royce Pennsylvania Mutual Fund Market Value
| RPMIX Fund | USD 10.42 0.05 0.48% |
| Symbol | Royce |
Royce Pennsylvania '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 Pennsylvania'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 Pennsylvania.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Royce Pennsylvania on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Pennsylvania Mutual or generate 0.0% return on investment in Royce Pennsylvania over 90 days. Royce Pennsylvania is related to or competes with Delaware Healthcare, Live Oak, Eventide Healthcare, Putnam Global, and Vanguard Health. The fund invests at least 80 percent of its net assets in equity securities of such small-cap companies, under normal ci... More
Royce Pennsylvania 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 Pennsylvania'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 Pennsylvania Mutual upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1692 | |||
| Maximum Drawdown | 8.97 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.33 |
Royce Pennsylvania Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Pennsylvania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Pennsylvania's standard deviation. In reality, there are many statistical measures that can use Royce Pennsylvania historical prices to predict the future Royce Pennsylvania's volatility.| Risk Adjusted Performance | 0.1984 | |||
| Jensen Alpha | 0.2012 | |||
| Total Risk Alpha | 0.1635 | |||
| Sortino Ratio | 0.2287 | |||
| Treynor Ratio | 0.2462 |
Royce Pennsylvania February 12, 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 | 0.1984 | |||
| Market Risk Adjusted Performance | 0.2562 | |||
| Mean Deviation | 0.8929 | |||
| Semi Deviation | 0.4815 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 408.13 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.86 | |||
| Information Ratio | 0.1692 | |||
| Jensen Alpha | 0.2012 | |||
| Total Risk Alpha | 0.1635 | |||
| Sortino Ratio | 0.2287 | |||
| Treynor Ratio | 0.2462 | |||
| Maximum Drawdown | 8.97 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.33 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | 0.2319 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 2.18 | |||
| Kurtosis | 10.11 |
Royce Pennsylvania Mutual Backtested Returns
Royce Pennsylvania appears to be not too volatile, given 3 months investment horizon. Royce Pennsylvania Mutual maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Royce Pennsylvania Mutual, which you can use to evaluate the volatility of the fund. Please evaluate Royce Pennsylvania's Semi Deviation of 0.4815, coefficient of variation of 408.13, and Risk Adjusted Performance of 0.1984 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.32, 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 Pennsylvania will likely underperform.
Auto-correlation | 0.82 |
Very good predictability
Royce Pennsylvania Mutual has very good predictability. Overlapping area represents the amount of predictability between Royce Pennsylvania time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Pennsylvania Mutual price movement. The serial correlation of 0.82 indicates that around 82.0% of current Royce Pennsylvania price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 Pennsylvania 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 Pennsylvania security.
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