Zacks Small Cap E Fund Market Value
| ZSCIX Fund | USD 36.28 0.61 1.65% |
| 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.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Zacks Small-cap on December 2, 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 IShares Trust. 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 | 0.9621 | |||
| Information Ratio | 0.059 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (1.45) | |||
| 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 | 0.1128 | |||
| Jensen Alpha | 0.0569 | |||
| Total Risk Alpha | 0.0317 | |||
| Sortino Ratio | 0.065 | |||
| Treynor Ratio | 0.1331 |
Zacks Small-cap March 2, 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 | 0.1128 | |||
| Market Risk Adjusted Performance | 0.1431 | |||
| Mean Deviation | 0.8138 | |||
| Semi Deviation | 0.7511 | |||
| Downside Deviation | 0.9621 | |||
| Coefficient Of Variation | 695.58 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 | |||
| Information Ratio | 0.059 | |||
| Jensen Alpha | 0.0569 | |||
| Total Risk Alpha | 0.0317 | |||
| Sortino Ratio | 0.065 | |||
| Treynor Ratio | 0.1331 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 0.9257 | |||
| Semi Variance | 0.5642 | |||
| Expected Short fall | (0.90) | |||
| Skewness | 0.2587 | |||
| Kurtosis | 0.3415 |
Zacks Small Cap Backtested Returns
At this stage we consider Zacks Mutual Fund to be very steady. Zacks Small Cap shows Sharpe Ratio of 0.097, which attests that the fund had a 0.097 % 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 Market Risk Adjusted Performance of 0.1431, downside deviation of 0.9621, and Mean Deviation of 0.8138 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The entity maintains a market beta of 1.07, which attests to a somewhat significant risk relative to the market. Zacks Small-cap returns are very sensitive to returns on the market. As the market goes up or down, Zacks Small-cap is expected to follow.
Auto-correlation | -0.26 |
Weak reverse predictability
Zacks Small Cap E has weak reverse predictability. Overlapping area represents the amount of predictability between Zacks Small-cap time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 -0.26 indicates that nearly 26.0% of current Zacks Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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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.
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