Royce Micro Cap Fund Market Value
| RYMCX Fund | USD 8.87 0.08 0.91% |
| Symbol | Royce |
Royce Micro-cap '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 Micro-cap'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 Micro-cap.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Royce Micro-cap on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Micro Cap Fund or generate 0.0% return on investment in Royce Micro-cap over 90 days. Royce Micro-cap is related to or competes with Artisan Small, Needham Aggressive, Crafword Dividend, Qs Defensive, and Growth Fund. The fund invests the funds assets primarily in equity securities of micro-cap companies More
Royce Micro-cap 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 Micro-cap'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 Micro Cap Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.1416 | |||
| Maximum Drawdown | 20.29 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.72 |
Royce Micro-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Micro-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Micro-cap's standard deviation. In reality, there are many statistical measures that can use Royce Micro-cap historical prices to predict the future Royce Micro-cap's volatility.| Risk Adjusted Performance | 0.1408 | |||
| Jensen Alpha | 0.2729 | |||
| Total Risk Alpha | 0.1317 | |||
| Sortino Ratio | 0.2623 | |||
| Treynor Ratio | 0.2254 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Royce Micro-cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Royce Micro-cap January 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 | 0.1408 | |||
| Market Risk Adjusted Performance | 0.2354 | |||
| Mean Deviation | 1.37 | |||
| Semi Deviation | 0.9283 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 552.76 | |||
| Standard Deviation | 2.64 | |||
| Variance | 6.99 | |||
| Information Ratio | 0.1416 | |||
| Jensen Alpha | 0.2729 | |||
| Total Risk Alpha | 0.1317 | |||
| Sortino Ratio | 0.2623 | |||
| Treynor Ratio | 0.2254 | |||
| Maximum Drawdown | 20.29 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.72 | |||
| Downside Variance | 2.04 | |||
| Semi Variance | 0.8617 | |||
| Expected Short fall | (1.67) | |||
| Skewness | 4.98 | |||
| Kurtosis | 34.16 |
Royce Micro Cap Backtested Returns
Royce Micro-cap appears to be somewhat reliable, given 3 months investment horizon. Royce Micro Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Royce Micro Cap, which you can use to evaluate the volatility of the fund. Please evaluate Royce Micro-cap's Risk Adjusted Performance of 0.1408, semi deviation of 0.9283, and Coefficient Of Variation of 552.76 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 2.08, 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 Micro-cap will likely underperform.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Royce Micro Cap Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Royce Micro-cap time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Micro Cap price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Royce Micro-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Micro-cap 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 Micro-cap security.
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