Walden Smid Cap Fund Market Value
| WASMX Fund | USD 25.36 0.26 1.04% |
| Symbol | Walden |
Walden Smid '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 Smid'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 Smid.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Walden Smid on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Walden Smid Cap or generate 0.0% return on investment in Walden Smid over 90 days. Walden Smid is related to or competes with Eaton Vance, Walden Equity, Pear Tree, Amg River, Manning Napier, Artisan Emerging, and T Rowe. The fund invests at least 80 percent of its assets in a diversified portfolio of domestic equity securities of small and... More
Walden Smid 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 Smid'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 Smid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7946 | |||
| Information Ratio | 0.0271 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.84 |
Walden Smid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walden Smid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walden Smid's standard deviation. In reality, there are many statistical measures that can use Walden Smid historical prices to predict the future Walden Smid's volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.0335 | |||
| Total Risk Alpha | 0.0188 | |||
| Sortino Ratio | 0.0298 | |||
| Treynor Ratio | 0.1 |
Walden Smid 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 | 0.0873 | |||
| Market Risk Adjusted Performance | 0.11 | |||
| Mean Deviation | 0.6443 | |||
| Semi Deviation | 0.6289 | |||
| Downside Deviation | 0.7946 | |||
| Coefficient Of Variation | 932.11 | |||
| Standard Deviation | 0.8726 | |||
| Variance | 0.7615 | |||
| Information Ratio | 0.0271 | |||
| Jensen Alpha | 0.0335 | |||
| Total Risk Alpha | 0.0188 | |||
| Sortino Ratio | 0.0298 | |||
| Treynor Ratio | 0.1 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.84 | |||
| Downside Variance | 0.6314 | |||
| Semi Variance | 0.3955 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 0.4266 | |||
| Kurtosis | 0.6577 |
Walden Smid Cap Backtested Returns
At this stage we consider Walden Mutual Fund to be very steady. Walden Smid Cap shows Sharpe Ratio of 0.17, which attests that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Walden Smid Cap, which you can use to evaluate the volatility of the fund. Please check out Walden Smid's Downside Deviation of 0.7946, mean deviation of 0.6443, and Market Risk Adjusted Performance of 0.11 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The entity maintains a market beta of 0.84, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Walden Smid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walden Smid is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Walden Smid Cap has average predictability. Overlapping area represents the amount of predictability between Walden Smid 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 Walden Smid Cap price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Walden Smid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 Smid 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 Smid security.
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