Undiscovered Managers Behavioral Fund Market Value
| UBVCX Fund | USD 74.45 2.21 3.06% |
| Symbol | Undiscovered |
Undiscovered Managers '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 Undiscovered Managers' 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 Undiscovered Managers.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Undiscovered Managers on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Undiscovered Managers Behavioral or generate 0.0% return on investment in Undiscovered Managers over 90 days. Undiscovered Managers is related to or competes with Shelton Green, Franklin Natural, Energy Fund, World Energy, Firsthand Alternative, New Alternatives, and Gmo Resources. The fund seeks to achieve its objective by investing in common stocks of U.S More
Undiscovered Managers 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 Undiscovered Managers' 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 Undiscovered Managers Behavioral upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8236 | |||
| Information Ratio | 0.1502 | |||
| Maximum Drawdown | 11.57 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 2.97 |
Undiscovered Managers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Undiscovered Managers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Undiscovered Managers' standard deviation. In reality, there are many statistical measures that can use Undiscovered Managers historical prices to predict the future Undiscovered Managers' volatility.| Risk Adjusted Performance | 0.1453 | |||
| Jensen Alpha | 0.2251 | |||
| Total Risk Alpha | 0.1778 | |||
| Sortino Ratio | 0.2954 | |||
| Treynor Ratio | 0.2231 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Undiscovered Managers' 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.
Undiscovered Managers February 5, 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 | 0.1453 | |||
| Market Risk Adjusted Performance | 0.2331 | |||
| Mean Deviation | 0.93 | |||
| Semi Deviation | 0.4823 | |||
| Downside Deviation | 0.8236 | |||
| Coefficient Of Variation | 526.13 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.62 | |||
| Information Ratio | 0.1502 | |||
| Jensen Alpha | 0.2251 | |||
| Total Risk Alpha | 0.1778 | |||
| Sortino Ratio | 0.2954 | |||
| Treynor Ratio | 0.2231 | |||
| Maximum Drawdown | 11.57 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 2.97 | |||
| Downside Variance | 0.6783 | |||
| Semi Variance | 0.2326 | |||
| Expected Short fall | (1.27) | |||
| Skewness | 3.56 | |||
| Kurtosis | 19.91 |
Undiscovered Managers Backtested Returns
Undiscovered Managers appears to be very steady, given 3 months investment horizon. Undiscovered Managers owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Undiscovered Managers Behavioral, which you can use to evaluate the volatility of the fund. Please review Undiscovered Managers' Coefficient Of Variation of 526.13, risk adjusted performance of 0.1453, and Semi Deviation of 0.4823 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.34, 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, Undiscovered Managers will likely underperform.
Auto-correlation | 0.57 |
Modest predictability
Undiscovered Managers Behavioral has modest predictability. Overlapping area represents the amount of predictability between Undiscovered Managers time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Undiscovered Managers price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Undiscovered Managers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 2.04 |
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 Undiscovered Mutual Fund
Undiscovered Managers financial ratios help investors to determine whether Undiscovered 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 Undiscovered with respect to the benefits of owning Undiscovered Managers security.
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