Sp Smallcap Index Fund Market Value
| SMLKX Fund | USD 21.72 0.24 1.12% |
| Symbol | SMLKX |
Sp Smallcap '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 Sp Smallcap'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 Sp Smallcap.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Sp Smallcap on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Sp Smallcap Index or generate 0.0% return on investment in Sp Smallcap over 90 days. Sp Smallcap is related to or competes with Emerald Banking, Amg River, Riverpark Large, Emerald Banking, Tributary Nebraska, Emerald Banking, and Amg Managers. The SP SmallCap 600 Index includes common stocks of 600 small U.S More
Sp Smallcap 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 Sp Smallcap'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 Sp Smallcap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9697 | |||
| Information Ratio | 0.1398 | |||
| Maximum Drawdown | 11.54 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.61 |
Sp Smallcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sp Smallcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sp Smallcap's standard deviation. In reality, there are many statistical measures that can use Sp Smallcap historical prices to predict the future Sp Smallcap's volatility.| Risk Adjusted Performance | 0.1526 | |||
| Jensen Alpha | 0.2102 | |||
| Total Risk Alpha | 0.1662 | |||
| Sortino Ratio | 0.2339 | |||
| Treynor Ratio | 0.2247 |
Sp Smallcap February 16, 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 | 0.1526 | |||
| Market Risk Adjusted Performance | 0.2347 | |||
| Mean Deviation | 1.01 | |||
| Semi Deviation | 0.637 | |||
| Downside Deviation | 0.9697 | |||
| Coefficient Of Variation | 546.79 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.63 | |||
| Information Ratio | 0.1398 | |||
| Jensen Alpha | 0.2102 | |||
| Total Risk Alpha | 0.1662 | |||
| Sortino Ratio | 0.2339 | |||
| Treynor Ratio | 0.2247 | |||
| Maximum Drawdown | 11.54 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.61 | |||
| Downside Variance | 0.9403 | |||
| Semi Variance | 0.4058 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 3.09 | |||
| Kurtosis | 16.78 |
Sp Smallcap Index Backtested Returns
Sp Smallcap appears to be very steady, given 3 months investment horizon. Sp Smallcap Index retains Efficiency (Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Sp Smallcap, which you can use to evaluate the volatility of the fund. Please review Sp Smallcap's Mean Deviation of 1.01, downside deviation of 0.9697, and Risk Adjusted Performance of 0.1526 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 1.28, 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, Sp Smallcap will likely underperform.
Auto-correlation | 0.76 |
Good predictability
Sp Smallcap Index has good predictability. Overlapping area represents the amount of predictability between Sp Smallcap time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Sp Smallcap Index price movement. The serial correlation of 0.76 indicates that around 76.0% of current Sp Smallcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
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 SMLKX Mutual Fund
Sp Smallcap financial ratios help investors to determine whether SMLKX 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 SMLKX with respect to the benefits of owning Sp Smallcap security.
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