Zacks Small Cap E Fund Market Value
| ZSCIX Fund | USD 36.06 0.21 0.58% |
| Symbol | Zacks |
Zacks Small-cap '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 Zacks Small-cap'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 Zacks Small-cap.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Zacks Small-cap on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Zacks Small Cap E or generate 0.0% return on investment in Zacks Small-cap over 90 days. Zacks Small-cap is related to or competes with American Beacon, Riverparkwedgewood, Icon Long/short, Exchange Listed, Advisory Research, Sp Midcap, and Columbia Pacific/asia. The fund pursues its investment objective by applying a hybrid research process which uses both quantitative and qualita... More
Zacks Small-cap 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 Zacks Small-cap'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 Zacks Small Cap E upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 5.12 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.97 |
Zacks Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zacks Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zacks Small-cap's standard deviation. In reality, there are many statistical measures that can use Zacks Small-cap historical prices to predict the future Zacks Small-cap's volatility.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | 0.4231 |
Zacks Small-cap 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 | 0.0656 | |||
| Market Risk Adjusted Performance | 0.4331 | |||
| Mean Deviation | 0.8436 | |||
| Semi Deviation | 0.9658 | |||
| Downside Deviation | 1.14 | |||
| Coefficient Of Variation | 1184.94 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.28 | |||
| Information Ratio | 0.0274 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | 0.4231 | |||
| Maximum Drawdown | 5.12 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.3 | |||
| Semi Variance | 0.9328 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.0986 | |||
| Kurtosis | 0.4501 |
Zacks Small Cap Backtested Returns
At this stage we consider Zacks Mutual Fund to be very steady. Zacks Small Cap shows Sharpe Ratio of 0.11, which attests that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Zacks Small Cap, which you can use to evaluate the volatility of the fund. Please check out Zacks Small-cap's Mean Deviation of 0.8436, downside deviation of 1.14, and Market Risk Adjusted Performance of 0.4331 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The entity maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zacks Small-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Zacks Small-cap is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Zacks Small Cap E has good predictability. Overlapping area represents the amount of predictability between Zacks Small-cap 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 Zacks Small Cap price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Zacks Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
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 Zacks Mutual Fund
Zacks Small-cap financial ratios help investors to determine whether Zacks 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 Zacks with respect to the benefits of owning Zacks Small-cap security.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |