Small Cap Value Profund Fund Technical Analysis
| SVPIX Fund | USD 122.42 0.22 0.18% |
As of the 28th of January, Small-cap Value has the Semi Deviation of 0.8482, risk adjusted performance of 0.0925, and Coefficient Of Variation of 829.8. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Small Cap Value, as well as the relationship between them.
Small-cap Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Small-cap, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to Small-capSmall-cap |
Small-cap Value '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 Small-cap Value'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 Small-cap Value.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Small-cap Value on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Small Cap Value Profund or generate 0.0% return on investment in Small-cap Value over 90 days. Small-cap Value is related to or competes with Tax-managed, Small Cap, Brown Advisory, Diversified Income, Madison Diversified, and Fidelity Advisor. The fund invests in financial instruments that the fund Advisors believes, in combination, should track the performance ... More
Small-cap Value 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 Small-cap Value'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 Small Cap Value Profund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0537 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.29 |
Small-cap Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small-cap Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small-cap Value's standard deviation. In reality, there are many statistical measures that can use Small-cap Value historical prices to predict the future Small-cap Value's volatility.| Risk Adjusted Performance | 0.0925 | |||
| Jensen Alpha | 0.046 | |||
| Total Risk Alpha | 0.0214 | |||
| Sortino Ratio | 0.0628 | |||
| Treynor Ratio | 0.1059 |
Small-cap Value January 28, 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 | 0.0925 | |||
| Market Risk Adjusted Performance | 0.1159 | |||
| Mean Deviation | 0.9011 | |||
| Semi Deviation | 0.8482 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 829.8 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.41 | |||
| Information Ratio | 0.0537 | |||
| Jensen Alpha | 0.046 | |||
| Total Risk Alpha | 0.0214 | |||
| Sortino Ratio | 0.0628 | |||
| Treynor Ratio | 0.1059 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.7195 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.3434 | |||
| Kurtosis | 0.3138 |
Small Cap Value Backtested Returns
At this stage we consider Small-cap Mutual Fund to be very steady. Small Cap Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Small Cap Value Profund, which you can use to evaluate the volatility of the fund. Please validate Small-cap Value's Coefficient Of Variation of 829.8, risk adjusted performance of 0.0925, and Semi Deviation of 0.8482 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 1.26, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Small-cap Value will likely underperform.
Auto-correlation | 0.58 |
Modest predictability
Small Cap Value Profund has modest predictability. Overlapping area represents the amount of predictability between Small-cap Value time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Small Cap Value price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Small-cap Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 9.01 |
Small-cap Value 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.
Small Cap Value Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Small Cap Value across different markets.
About Small-cap Value 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 Small Cap Value Profund 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 Small Cap Value Profund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Small Cap Value price pattern first instead of the macroeconomic environment surrounding Small Cap Value. By analyzing Small-cap Value'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 Small-cap Value'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 Small-cap Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Small-cap Value January 28, 2026 Technical Indicators
Most technical analysis of Small-cap 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 Small-cap from various momentum indicators to cycle indicators. When you analyze Small-cap 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 | 0.0925 | |||
| Market Risk Adjusted Performance | 0.1159 | |||
| Mean Deviation | 0.9011 | |||
| Semi Deviation | 0.8482 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 829.8 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.41 | |||
| Information Ratio | 0.0537 | |||
| Jensen Alpha | 0.046 | |||
| Total Risk Alpha | 0.0214 | |||
| Sortino Ratio | 0.0628 | |||
| Treynor Ratio | 0.1059 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.7195 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.3434 | |||
| Kurtosis | 0.3138 |
Small Cap Value One Year Return
Based on the recorded statements, Small Cap Value Profund has an One Year Return of 9.9471%. This is 80.95% lower than that of the ProFunds family and significantly higher than that of the Small Value category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Small-cap Value January 28, 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 Small-cap 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 | 1.00 | ||
| Day Median Price | 122.42 | ||
| Day Typical Price | 122.42 | ||
| Price Action Indicator | (0.11) |
Other Information on Investing in Small-cap Mutual Fund
Small-cap Value financial ratios help investors to determine whether Small-cap 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 Small-cap with respect to the benefits of owning Small-cap Value security.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |