Wasatch Small Cap Fund Market Value
| WAAEX Fund | USD 39.69 0.42 1.05% |
| Symbol | Wasatch |
Wasatch Small '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 Wasatch Small'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 Wasatch Small.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Wasatch Small on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Wasatch Small Cap or generate 0.0% return on investment in Wasatch Small over 90 days. Wasatch Small is related to or competes with Johcm Emerging, Sentinel Small, Columbia Convertible, Vaughan Nelson, Vaughan Nelson, Natixis Us, and Calvert Emerging. The fund invests primarily in small growth companies More
Wasatch Small 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 Wasatch Small'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 Wasatch Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0155 | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.29 |
Wasatch Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wasatch Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wasatch Small's standard deviation. In reality, there are many statistical measures that can use Wasatch Small historical prices to predict the future Wasatch Small's volatility.| Risk Adjusted Performance | 0.0648 | |||
| Jensen Alpha | 0.0033 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.016 | |||
| Treynor Ratio | 0.0711 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wasatch Small'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.
Wasatch Small 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 | 0.0648 | |||
| Market Risk Adjusted Performance | 0.0811 | |||
| Mean Deviation | 0.8828 | |||
| Semi Deviation | 0.9947 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 1198.21 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.33 | |||
| Information Ratio | 0.0155 | |||
| Jensen Alpha | 0.0033 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.016 | |||
| Treynor Ratio | 0.0711 | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.9894 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 0.1629 | |||
| Kurtosis | 0.062 |
Wasatch Small Cap Backtested Returns
At this stage we consider Wasatch Mutual Fund to be very steady. Wasatch Small Cap shows Sharpe Ratio of 0.053, which attests that the fund had a 0.053 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Wasatch Small Cap, which you can use to evaluate the volatility of the fund. Please check out Wasatch Small's Market Risk Adjusted Performance of 0.0811, downside deviation of 1.11, and Mean Deviation of 0.8828 to validate if the risk estimate we provide is consistent with the expected return of 0.0617%. The entity maintains a market beta of 1.21, which attests to 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, Wasatch Small will likely underperform.
Auto-correlation | -0.02 |
Very weak reverse predictability
Wasatch Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Wasatch Small 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 Wasatch Small Cap price movement. The serial correlation of -0.02 indicates that only 2.0% of current Wasatch Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
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 Wasatch Mutual Fund
Wasatch Small financial ratios help investors to determine whether Wasatch 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 Wasatch with respect to the benefits of owning Wasatch Small security.
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