Mid Capitalization Portfolio Fund Technical Analysis
| SPMAX Fund | USD 9.96 0.14 1.39% |
As of the 26th of January, Mid Capitalization secures the Coefficient Of Variation of 699.87, mean deviation of 1.75, and Risk Adjusted Performance of 0.1134. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mid Capitalization, as well as the relationship between them.
Mid Capitalization Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mid, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MidMid |
Mid Capitalization '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 Mid Capitalization'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 Mid Capitalization.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Mid Capitalization on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Mid Capitalization Portfolio or generate 0.0% return on investment in Mid Capitalization over 90 days. Mid Capitalization is related to or competes with Bbh Intermediate, Gmo High, Ambrus Core, Barings Us, Artisan High, Doubleline Global, and Rbc Ultra-short. The Portfolio will normally invest at least 80 percent of its total assets in equity securities of companies whose stock... More
Mid Capitalization 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 Mid Capitalization'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 Mid Capitalization Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1297 | |||
| Maximum Drawdown | 49.35 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.15 |
Mid Capitalization Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mid Capitalization's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mid Capitalization's standard deviation. In reality, there are many statistical measures that can use Mid Capitalization historical prices to predict the future Mid Capitalization's volatility.| Risk Adjusted Performance | 0.1134 | |||
| Jensen Alpha | 0.7949 | |||
| Total Risk Alpha | 0.2839 | |||
| Sortino Ratio | 0.734 | |||
| Treynor Ratio | 1.33 |
Mid Capitalization January 26, 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 | 0.1134 | |||
| Market Risk Adjusted Performance | 1.34 | |||
| Mean Deviation | 1.75 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 699.87 | |||
| Standard Deviation | 5.93 | |||
| Variance | 35.2 | |||
| Information Ratio | 0.1297 | |||
| Jensen Alpha | 0.7949 | |||
| Total Risk Alpha | 0.2839 | |||
| Sortino Ratio | 0.734 | |||
| Treynor Ratio | 1.33 | |||
| Maximum Drawdown | 49.35 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.15 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (2.39) | |||
| Skewness | 7.69 | |||
| Kurtosis | 61.26 |
Mid Capitalization Backtested Returns
Mid Capitalization appears to be slightly risky, given 3 months investment horizon. Mid Capitalization has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. By analyzing Mid Capitalization's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please exercise Mid Capitalization's Coefficient Of Variation of 699.87, risk adjusted performance of 0.1134, and Mean Deviation of 1.75 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mid Capitalization's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mid Capitalization is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
Mid Capitalization Portfolio has insignificant predictability. Overlapping area represents the amount of predictability between Mid Capitalization time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Mid Capitalization price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Mid Capitalization price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Mid Capitalization technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Mid Capitalization Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Mid Capitalization volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Mid Capitalization Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Mid Capitalization Portfolio on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Mid Capitalization Portfolio based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Mid Capitalization price pattern first instead of the macroeconomic environment surrounding Mid Capitalization. By analyzing Mid Capitalization's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Mid Capitalization's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Mid Capitalization specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mid Capitalization January 26, 2026 Technical Indicators
Most technical analysis of Mid help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Mid from various momentum indicators to cycle indicators. When you analyze Mid charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1134 | |||
| Market Risk Adjusted Performance | 1.34 | |||
| Mean Deviation | 1.75 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 699.87 | |||
| Standard Deviation | 5.93 | |||
| Variance | 35.2 | |||
| Information Ratio | 0.1297 | |||
| Jensen Alpha | 0.7949 | |||
| Total Risk Alpha | 0.2839 | |||
| Sortino Ratio | 0.734 | |||
| Treynor Ratio | 1.33 | |||
| Maximum Drawdown | 49.35 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.15 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (2.39) | |||
| Skewness | 7.69 | |||
| Kurtosis | 61.26 |
Mid Capitalization January 26, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Mid stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 9.96 | ||
| Day Typical Price | 9.96 | ||
| Price Action Indicator | (0.07) |
Other Information on Investing in Mid Mutual Fund
Mid Capitalization financial ratios help investors to determine whether Mid 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 Mid with respect to the benefits of owning Mid Capitalization security.
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