Us Small Cap Fund Market Value
| RSCRX Fund | USD 30.49 0.49 1.63% |
| Symbol | RSCRX |
Us 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 Us 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 Us Small.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Us Small on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Us Small Cap or generate 0.0% return on investment in Us Small over 720 days. Us Small is related to or competes with Barings Active, Mirova Global, California Bond, Versatile Bond, T Rowe, and Multisector Bond. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Us 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 Us 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 Us Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.13 |
Us Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Small's standard deviation. In reality, there are many statistical measures that can use Us Small historical prices to predict the future Us Small's volatility.| Risk Adjusted Performance | 0.0629 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0603 |
Us Small Cap Backtested Returns
At this stage we consider RSCRX Mutual Fund to be somewhat reliable. Us Small Cap retains Efficiency (Sharpe Ratio) of 0.0771, which indicates the fund had a 0.0771% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Us Small, which you can use to evaluate the volatility of the fund. Please validate Us Small's Downside Deviation of 1.06, mean deviation of 0.852, and Risk Adjusted Performance of 0.0629 to confirm if the risk estimate we provide is consistent with the expected return of 0.0955%. The entity owns a Beta (Systematic Risk) of 1.42, which indicates 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, Us Small will likely underperform.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Us Small Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Us Small time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Us Small Cap price movement. The serial correlation of -0.19 indicates that over 19.0% of current Us Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Us Small Cap lagged returns against current returns
Autocorrelation, which is Us 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 Us Small's mutual fund expected returns. We can calculate the autocorrelation of Us Small returns to help us make a trade decision. For example, suppose you find that Us 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 |
Us 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 Us Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us 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 Us Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Small Lagged Returns
When evaluating Us Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Small mutual fund have on its future price. Us 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, Us Small autocorrelation shows the relationship between Us Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us 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 RSCRX Mutual Fund
Us Small financial ratios help investors to determine whether RSCRX 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 RSCRX with respect to the benefits of owning Us Small security.
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