Small Pany Fund Market Value
| FOSCX Fund | USD 28.12 0.54 1.96% |
| Symbol | Small |
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Small Company on December 15, 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.18 |
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.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 3.34 |
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.
Small Pany Fund Backtested Returns
Small Pany Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the fund had a -0.21 % return per unit of risk over the last 3 months. Small Pany Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Small Company's Risk Adjusted Performance of (0.23), variance of 1.53, and Coefficient Of Variation of (378.11) to confirm the risk estimate we provide. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Small Company are expected to decrease at a much lower rate. During the bear market, Small Company is likely to outperform the market.
Auto-correlation | -0.49 |
Modest reverse predictability
Small Pany Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Small Company time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 -0.49 indicates that about 49.0% of current Small Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
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 |
| 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 |
| 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 |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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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