Small Pany Value Fund Market Value
| SCVAX Fund | USD 37.53 0.12 0.32% |
| Symbol | Small |
Small Company '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 Small Company'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 Small Company.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Small Company on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Small Pany Value or generate 0.0% return on investment in Small Company over 90 days. Small Company is related to or competes with Wasatch Large, Dreyfus Large, Jhancock Disciplined, Tiaa Cref, Calvert Large, Dana Large, and T Rowe. The fund invests at least 80 percent of its net assets in equity securities of small-capitalization companies More
Small Company 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 Small Company'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 Small Pany Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8555 | |||
| Information Ratio | 0.1446 | |||
| Maximum Drawdown | 6.54 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.42 |
Small Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Company's standard deviation. In reality, there are many statistical measures that can use Small Company historical prices to predict the future Small Company's volatility.| Risk Adjusted Performance | 0.1573 | |||
| Jensen Alpha | 0.2173 | |||
| Total Risk Alpha | 0.1303 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | 0.6409 |
Small Company January 24, 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 | 0.1573 | |||
| Market Risk Adjusted Performance | 0.6509 | |||
| Mean Deviation | 0.8769 | |||
| Semi Deviation | 0.6086 | |||
| Downside Deviation | 0.8555 | |||
| Coefficient Of Variation | 477.49 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.1446 | |||
| Jensen Alpha | 0.2173 | |||
| Total Risk Alpha | 0.1303 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | 0.6409 | |||
| Maximum Drawdown | 6.54 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.42 | |||
| Downside Variance | 0.7319 | |||
| Semi Variance | 0.3704 | |||
| Expected Short fall | (1.14) | |||
| Skewness | 1.14 | |||
| Kurtosis | 3.07 |
Small Pany Value Backtested Returns
Small Company appears to be very steady, given 3 months investment horizon. Small Pany Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Small Pany Value, which you can use to evaluate the volatility of the fund. Please review Small Company's Risk Adjusted Performance of 0.1573, coefficient of variation of 477.49, and Semi Deviation of 0.6086 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Small Company's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small Company is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Small Pany Value has below average predictability. Overlapping area represents the amount of predictability between Small Company time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Small Pany Value price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Small Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
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 Small Mutual Fund
Small Company financial ratios help investors to determine whether Small 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 Small with respect to the benefits of owning Small Company security.
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |