Small Cap Value Profund Fund Manager Performance Evaluation
| SVPSX Fund | USD 77.32 1.72 2.28% |
The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Small-cap Value returns are very sensitive to returns on the market. As the market goes up or down, Small-cap Value is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Small Cap Value Profund has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
...more| Expense Ratio | 2.7800 |
Small-cap |
Small-cap Value Relative Risk vs. Return Landscape
If you would invest 9,071 in Small Cap Value Profund on December 16, 2024 and sell it today you would lose (1,339) from holding Small Cap Value Profund or give up 14.76% of portfolio value over 90 days. Small Cap Value Profund is currently producing negative expected returns and takes up 1.1653% volatility of returns over 90 trading days. Put another way, 10% of traded mutual funds are less volatile than Small-cap, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Small-cap Value Current Valuation
Fairly Valued
Today
Please note that Small-cap Value's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Small Cap Value has a current Real Value of $77.17 per share. The regular price of the fund is $77.32. We determine the value of Small Cap Value from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Small-cap Value is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Small-cap Mutual Fund. However, Small-cap Value's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 77.32 | Real 77.17 | Hype 77.32 | Naive 76.13 |
The intrinsic value of Small-cap Value's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Small-cap Value's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Small Cap Value Profund helps investors to forecast how Small-cap mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Small-cap Value more accurately as focusing exclusively on Small-cap Value's fundamentals will not take into account other important factors: Small-cap Value Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small-cap Value's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Small Cap Value Profund, and traders can use it to determine the average amount a Small-cap Value's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2186
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVPSX |
Estimated Market Risk
| 1.17 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Small-cap Value is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Small-cap Value by adding Small-cap Value to a well-diversified portfolio.
Small-cap Value Fundamentals Growth
Small-cap Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Small-cap Value, and Small-cap Value fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Small-cap Mutual Fund performance.
| Price To Earning | 10.28 X | ||||
| Price To Book | 1.49 X | ||||
| Price To Sales | 0.64 X | ||||
| Total Asset | 15.74 M | ||||
About Small-cap Value Performance
Evaluating Small-cap Value's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Small-cap Value has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Small-cap Value has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests in financial instruments that the fund Advisors believes, in combination, should track the performance of the index. The index is designed to provide a comprehensive measure of small-cap U.S. equity value performance. It is a market capitalization-weighted index comprising of stocks from the SP SmallCap 600 that have been identified as being on the value end of the growth-value spectrum as determined by SP Dow Jones Indices LLC.Things to note about Small Cap Value performance evaluation
Checking the ongoing alerts about Small-cap Value for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Small Cap Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Small Cap Value generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Small Cap Value maintains 99.76% of its assets in stocks |
- Analyzing Small-cap Value's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Small-cap Value's stock is overvalued or undervalued compared to its peers.
- Examining Small-cap Value's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Small-cap Value's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Small-cap Value's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Small-cap Value's mutual fund. These opinions can provide insight into Small-cap Value's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
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| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |