Sp Midcap Index Fund Technical Analysis
| SPMIX Fund | USD 27.15 0.27 0.98% |
As of the 26th of January, Sp Midcap owns the Risk Adjusted Performance of 0.1242, downside deviation of 0.9507, and Mean Deviation of 0.809. In relation to fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of Sp Midcap Index, as well as the relationship between them.
Sp Midcap Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SPMIX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SPMIXSPMIX |
Sp 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 Sp 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 Sp Midcap.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Sp Midcap on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Sp Midcap Index or generate 0.0% return on investment in Sp Midcap over 90 days. Sp Midcap is related to or competes with T Rowe, Transamerica Intermediate, Multisector Bond, California Municipal, T Rowe, and Georgia Tax-free. The SP MidCap 400 Index includes the common stocks of 400 medium-sized U.S More
Sp 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 Sp 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 Sp Midcap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9507 | |||
| Information Ratio | 0.0959 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.81 |
Sp Midcap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sp Midcap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sp Midcap's standard deviation. In reality, there are many statistical measures that can use Sp Midcap historical prices to predict the future Sp Midcap's volatility.| Risk Adjusted Performance | 0.1242 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.115 | |||
| Treynor Ratio | 0.165 |
Sp Midcap 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 | 0.1242 | |||
| Market Risk Adjusted Performance | 0.175 | |||
| Mean Deviation | 0.809 | |||
| Semi Deviation | 0.675 | |||
| Downside Deviation | 0.9507 | |||
| Coefficient Of Variation | 607.12 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.0959 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.115 | |||
| Treynor Ratio | 0.165 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.81 | |||
| Downside Variance | 0.9038 | |||
| Semi Variance | 0.4556 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 1.53 | |||
| Kurtosis | 6.31 |
Sp Midcap Index Backtested Returns
At this stage we consider SPMIX Mutual Fund to be very steady. Sp Midcap Index retains Efficiency (Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Sp Midcap, which you can use to evaluate the volatility of the fund. Please validate Sp Midcap's Downside Deviation of 0.9507, risk adjusted performance of 0.1242, and Mean Deviation of 0.809 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity owns a Beta (Systematic Risk) of 1.08, which indicates a somewhat significant risk relative to the market. Sp Midcap returns are very sensitive to returns on the market. As the market goes up or down, Sp Midcap is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Sp Midcap Index has good predictability. Overlapping area represents the amount of predictability between Sp Midcap 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 Sp Midcap Index price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Sp Midcap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Sp Midcap 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.
Sp Midcap Index 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 Sp Midcap Index volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sp Midcap 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 Sp Midcap Index 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 Sp Midcap Index based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sp Midcap Index price pattern first instead of the macroeconomic environment surrounding Sp Midcap Index. By analyzing Sp Midcap'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 Sp Midcap'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 Sp Midcap specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sp Midcap January 26, 2026 Technical Indicators
Most technical analysis of SPMIX 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 SPMIX from various momentum indicators to cycle indicators. When you analyze SPMIX 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 | 0.1242 | |||
| Market Risk Adjusted Performance | 0.175 | |||
| Mean Deviation | 0.809 | |||
| Semi Deviation | 0.675 | |||
| Downside Deviation | 0.9507 | |||
| Coefficient Of Variation | 607.12 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.0959 | |||
| Jensen Alpha | 0.104 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.115 | |||
| Treynor Ratio | 0.165 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.81 | |||
| Downside Variance | 0.9038 | |||
| Semi Variance | 0.4556 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 1.53 | |||
| Kurtosis | 6.31 |
Sp Midcap 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 SPMIX 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 | 27.15 | ||
| Day Typical Price | 27.15 | ||
| Price Action Indicator | (0.14) |
Other Information on Investing in SPMIX Mutual Fund
Sp Midcap financial ratios help investors to determine whether SPMIX 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 SPMIX with respect to the benefits of owning Sp Midcap security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |