Walden Midcap Fund Market Value
| WAMFX Fund | USD 23.31 0.31 1.35% |
| Symbol | Walden |
Walden Midcap '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 Walden Midcap'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 Walden Midcap.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Walden Midcap on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Walden Midcap Fund or generate 0.0% return on investment in Walden Midcap over 90 days. Walden Midcap is related to or competes with Prudential Qma, Nationwide Highmark, Nationwide Highmark, Hartford Schroders, Hartford Schroders, Hartford Schroders, and Ocm Mutual. The fund invests, under normal circumstances, at least 80 percent of its assets in a diversified portfolio of domestic e... More
Walden Midcap 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 Walden Midcap'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 Walden Midcap Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6878 | |||
| Information Ratio | 0.089 | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.6 |
Walden Midcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walden Midcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walden Midcap's standard deviation. In reality, there are many statistical measures that can use Walden Midcap historical prices to predict the future Walden Midcap's volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.1184 | |||
| Total Risk Alpha | 0.0759 | |||
| Sortino Ratio | 0.1409 | |||
| Treynor Ratio | 0.2446 |
Walden Midcap February 17, 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 | 0.1262 | |||
| Market Risk Adjusted Performance | 0.2546 | |||
| Mean Deviation | 0.6778 | |||
| Semi Deviation | 0.4399 | |||
| Downside Deviation | 0.6878 | |||
| Coefficient Of Variation | 652.89 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.089 | |||
| Jensen Alpha | 0.1184 | |||
| Total Risk Alpha | 0.0759 | |||
| Sortino Ratio | 0.1409 | |||
| Treynor Ratio | 0.2446 | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 0.473 | |||
| Semi Variance | 0.1935 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 2.97 | |||
| Kurtosis | 15.91 |
Walden Midcap Backtested Returns
Walden Midcap appears to be very steady, given 3 months investment horizon. Walden Midcap shows Sharpe Ratio of 0.21, which attests that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Walden Midcap, which you can use to evaluate the volatility of the fund. Please utilize Walden Midcap's Market Risk Adjusted Performance of 0.2546, downside deviation of 0.6878, and Mean Deviation of 0.6778 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Walden Midcap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walden Midcap is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Walden Midcap Fund has virtually no predictability. Overlapping area represents the amount of predictability between Walden Midcap time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Walden Midcap price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Walden Midcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Walden Mutual Fund
Walden Midcap financial ratios help investors to determine whether Walden 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 Walden with respect to the benefits of owning Walden Midcap security.
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