Mid Capitalization Portfolio Fund Market Value

SMIPX Fund  USD 13.50  0.18  1.35%   
Mid Capitalization's market value is the price at which a share of Mid Capitalization trades on a public exchange. It measures the collective expectations of Mid Capitalization Portfolio investors about its performance. Mid Capitalization is trading at 13.50 as of the 1st of March 2025; that is 1.35 percent increase since the beginning of the trading day. The fund's open price was 13.32.
With this module, you can estimate the performance of a buy and hold strategy of Mid Capitalization Portfolio and determine expected loss or profit from investing in Mid Capitalization over a given investment horizon. Check out Mid Capitalization Correlation, Mid Capitalization Volatility and Mid Capitalization Alpha and Beta module to complement your research on Mid Capitalization.
Symbol

Please note, there is a significant difference between Mid Capitalization's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mid Capitalization is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mid Capitalization'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.

Mid Capitalization '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 Mid Capitalization'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 Mid Capitalization.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Mid Capitalization on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Mid Capitalization Portfolio or generate 0.0% return on investment in Mid Capitalization over 720 days. Mid Capitalization is related to or competes with Prudential Emerging, and Voya Government. The Portfolio will normally invest at least 80 percent of its total assets in equity securities of companies whose stock... More

Mid Capitalization 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 Mid Capitalization'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 Mid Capitalization Portfolio upside and downside potential and time the market with a certain degree of confidence.

Mid Capitalization Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mid Capitalization's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mid Capitalization's standard deviation. In reality, there are many statistical measures that can use Mid Capitalization historical prices to predict the future Mid Capitalization's volatility.
Hype
Prediction
LowEstimatedHigh
11.3913.5015.61
Details
Intrinsic
Valuation
LowRealHigh
11.8213.9316.04
Details

Mid Capitalization Backtested Returns

Mid Capitalization has Sharpe Ratio of -0.16, which conveys that the entity had a -0.16 % return per unit of risk over the last 3 months. Mid Capitalization exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mid Capitalization's Standard Deviation of 2.02, risk adjusted performance of (0.1), and Mean Deviation of 1.12 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.94, which conveys possible diversification benefits within a given portfolio. Mid Capitalization returns are very sensitive to returns on the market. As the market goes up or down, Mid Capitalization is expected to follow.

Auto-correlation

    
  -0.21  

Weak reverse predictability

Mid Capitalization Portfolio has weak reverse predictability. Overlapping area represents the amount of predictability between Mid Capitalization time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Mid Capitalization price movement. The serial correlation of -0.21 indicates that over 21.0% of current Mid Capitalization price fluctuation can be explain by its past prices.
Correlation Coefficient-0.21
Spearman Rank Test0.25
Residual Average0.0
Price Variance0.7

Mid Capitalization lagged returns against current returns

Autocorrelation, which is Mid Capitalization 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 Mid Capitalization's mutual fund expected returns. We can calculate the autocorrelation of Mid Capitalization returns to help us make a trade decision. For example, suppose you find that Mid Capitalization 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  

Mid Capitalization 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 Mid Capitalization mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mid Capitalization mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mid Capitalization mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Mid Capitalization Lagged Returns

When evaluating Mid Capitalization's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mid Capitalization mutual fund have on its future price. Mid Capitalization 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, Mid Capitalization autocorrelation shows the relationship between Mid Capitalization mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mid Capitalization Portfolio.
   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 Mid Mutual Fund

Mid Capitalization financial ratios help investors to determine whether Mid 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 Mid with respect to the benefits of owning Mid Capitalization security.
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency