Royce Premier Fund Market Value
| RYPRX Fund | USD 12.09 0.09 0.75% |
| Symbol | Royce |
Royce Premier '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 Premier'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 Premier.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Royce Premier on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Premier Fund or generate 0.0% return on investment in Royce Premier over 90 days. Royce Premier is related to or competes with Royce Opportunity, Tcm Small, World Growth, Nationwide Geneva, Fidelity Stock, Transamerica Capital, and Vanguard Global. The funds investment adviser invests the funds assets in a limited number of equity securities of primarily small-cap co... More
Royce Premier 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 Premier'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 Premier Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9728 | |||
| Information Ratio | 0.1917 | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.86 |
Royce Premier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Premier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Premier's standard deviation. In reality, there are many statistical measures that can use Royce Premier historical prices to predict the future Royce Premier's volatility.| Risk Adjusted Performance | 0.1879 | |||
| Jensen Alpha | 0.3658 | |||
| Total Risk Alpha | 0.305 | |||
| Sortino Ratio | 0.4113 | |||
| Treynor Ratio | 0.2927 |
Royce Premier February 13, 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 | 0.1879 | |||
| Market Risk Adjusted Performance | 0.3027 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 0.3258 | |||
| Downside Deviation | 0.9728 | |||
| Coefficient Of Variation | 444.06 | |||
| Standard Deviation | 2.09 | |||
| Variance | 4.36 | |||
| Information Ratio | 0.1917 | |||
| Jensen Alpha | 0.3658 | |||
| Total Risk Alpha | 0.305 | |||
| Sortino Ratio | 0.4113 | |||
| Treynor Ratio | 0.2927 | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.86 | |||
| Downside Variance | 0.9462 | |||
| Semi Variance | 0.1061 | |||
| Expected Short fall | (1.45) | |||
| Skewness | 4.74 | |||
| Kurtosis | 31.0 |
Royce Premier Backtested Returns
Royce Premier appears to be not too volatile, given 3 months investment horizon. Royce Premier 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. By analyzing Royce Premier's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please evaluate Royce Premier's Coefficient Of Variation of 444.06, semi deviation of 0.3258, and Risk Adjusted Performance of 0.1879 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.57, 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 Premier will likely underperform.
Auto-correlation | 0.79 |
Good predictability
Royce Premier Fund has good predictability. Overlapping area represents the amount of predictability between Royce Premier time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Premier price movement. The serial correlation of 0.79 indicates that around 79.0% of current Royce Premier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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 Premier 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 Premier security.
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