Small Pany Fund Market Value

FOSCX Fund  USD 28.48  0.17  0.59%   
Small Company's market value is the price at which a share of Small Company trades on a public exchange. It measures the collective expectations of Small Pany Fund investors about its performance. Small Company is trading at 28.48 as of the 26th of March 2025; that is 0.59 percent decrease since the beginning of the trading day. The fund's open price was 28.65.
With this module, you can estimate the performance of a buy and hold strategy of Small Pany Fund and determine expected loss or profit from investing in Small Company over a given investment horizon. Check out Small Company Correlation, Small Company Volatility and Small Company Alpha and Beta module to complement your research on Small Company.
Symbol

Please note, there is a significant difference between Small Company's value and its price as these two are different measures arrived at by different means. Investors typically determine if Small Company is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Small Company's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Small Company '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 Company'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 Company.
0.00
12/26/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/26/2025
0.00
If you would invest  0.00  in Small Company on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Small Pany Fund or generate 0.0% return on investment in Small Company over 90 days. Small Company is related to or competes with International Fund, Parnassus Mid, Balanced Fund, Short-intermediate, and Large Cap. Under normal market conditions, the Advisor intends to invest at least 80 percent of its assets in common stocks and sec... More

Small Company 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 Company'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 Pany Fund upside and downside potential and time the market with a certain degree of confidence.

Small Company Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Company's standard deviation. In reality, there are many statistical measures that can use Small Company historical prices to predict the future Small Company's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Small Company's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
27.4828.4829.48
Details
Intrinsic
Valuation
LowRealHigh
27.7928.7929.79
Details
Naive
Forecast
LowNextHigh
27.9828.9829.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.4328.4429.45
Details

Small Pany Fund Backtested Returns

Small Pany Fund 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. Small Pany Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Small Company's Risk Adjusted Performance of (0.12), coefficient of variation of (690.08), and Variance of 1.13 to confirm the risk estimate we provide. The entity has a beta of 0.92, which indicates possible diversification benefits within a given portfolio. Small Company returns are very sensitive to returns on the market. As the market goes up or down, Small Company is expected to follow.

Auto-correlation

    
  -0.68  

Very good reverse predictability

Small Pany Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Small Company time series from 26th of December 2024 to 9th of February 2025 and 9th of February 2025 to 26th of March 2025. 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 Pany Fund price movement. The serial correlation of -0.68 indicates that around 68.0% of current Small Company price fluctuation can be explain by its past prices.
Correlation Coefficient-0.68
Spearman Rank Test-0.43
Residual Average0.0
Price Variance1.28
Small ReturnsSmall Lagged ReturnsDiversified AwaySmall ReturnsSmall Lagged ReturnsDiversified Away100%

Small Pany Fund lagged returns against current returns

Autocorrelation, which is Small Company mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Small Company's mutual fund expected returns. We can calculate the autocorrelation of Small Company returns to help us make a trade decision. For example, suppose you find that Small Company has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
JavaScript chart by amCharts 3.21.15Feb 10Feb 15Feb 20Feb 25MarMar 07Mar 12Mar 17Mar 22-10%-8%-6%-4%-2%0%2% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Small Company regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Small Company mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Small Company mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Small Company mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 15Feb 20Feb 25MarMar 07Mar 12Mar 17Mar 2227.528.028.529.029.530.030.531.0
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Small Company Lagged Returns

When evaluating Small Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Small Company mutual fund have on its future price. Small Company autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Small Company autocorrelation shows the relationship between Small Company mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Small Pany Fund.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar27.528.028.529.029.530.030.531.031.5
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Small Mutual Fund

Small Company financial ratios help investors to determine whether Small 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 with respect to the benefits of owning Small Company security.
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