Palmer Square Ssi Fund Net Income
| PSCIX Fund | USD 10.06 0.01 0.1% |
Momentum
Sell Peaked
Oversold | Overbought |
As of the 14th of March 2026, shares of PALMER SQUARE change hands at 10.06 per share. Momentum and volatility readings indicate Downside Deviation of 0.1332, standard deviation of 0.0851, and Risk Adjusted Performance of 0.1153. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
A thorough review of PALMER SQUARE's financial statements uncovers patterns in revenue, profitability, and financial risk that are essential for forming an accurate valuation. Key drivers are shown below:Palmer Square Ssi does not currently have any fundamental trend indicators for analysis. Equity Screeners extend this analysis with cross-sector and cross-asset filtering.PALMER |
What if' Analysis
Running a what-if backtest on Palmer Square Ssi gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether PALMER SQUARE's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
An initial 0.00 allocation to PALMER SQUARE on December 14, 2025 held through today would generate 0.00 in total gains. That corresponds to a 0.0% total return in PALMER SQUARE overall over 90 days. PALMER SQUARE is often compared with PALMER SQUARE, Angel Oak, CALAMOS GLOBAL, BlackRock Floating, T ROWE, PRO-BLEND(R) CONSERVATIVE, and NEW COVENANT based on sector and business overlap. Peer context helps frame relative positioning. The fund seeks primarily to implement its strategy by investing in convertible securities, including convertible preferr... More
PALMER SQUARE Momentum Range Indicators Overview
This section highlights upside and downside signals that contextualize PALMER SQUARE price behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.1332 | |||
| Information Ratio | 0.6594 | |||
| Maximum Drawdown | 0.4024 | |||
| Value At Risk | -0.10 | |||
| Potential Upside | 0.1994 |
PALMER SQUARE Volatility and Risk Indicators Overview
This section presents risk metrics that describe PALMER SQUARE's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1153 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | 0.4211 | |||
| Treynor Ratio | 0.5367 |
The mean reversion principle applied to PALMER SQUARE's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
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 | 0.1153 | |||
| Market Risk Adjusted Performance | 0.5467 | |||
| Mean Deviation | 0.0647 | |||
| Downside Deviation | 0.1332 | |||
| Coefficient Of Variation | 399.99 | |||
| Standard Deviation | 0.0851 | |||
| Variance | 0.0072 | |||
| Information Ratio | 0.6594 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | 0.4211 | |||
| Treynor Ratio | 0.5367 | |||
| Maximum Drawdown | 0.4024 | |||
| Value At Risk | -0.10 | |||
| Potential Upside | 0.1994 | |||
| Downside Variance | 0.0178 | |||
| Semi Variance | -0.02 | |||
| Expected Short fall | -0.12 | |||
| Skewness | -0.12 | |||
| Kurtosis | 0.4954 |
Palmer Square Ssi Backtested Returns
PALMER SQUARE presents a very low volatility profile within the defined horizon. It has a Sharpe Ratio of 0.27, which indicates that 0.27 units of return per unit of risk over the last 3 months. We identified twenty-six technical indicators supporting this volatility profile. Please review metrics such as risk-adjusted performance of 0.1153, downside deviation of 0.1332, and standard deviation of 0.0851 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.021, which means relatively modest fluctuations relative to the market. PALMER SQUARE moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | 0.68 |
Good predictability
Palmer Square Ssi shows good predictability when comparing price series from 14th of December 2025 to 28th of January 2026 against from 28th of January 2026 to 14th of March 2026. A strong serial relationship would imply that PALMER SQUARE's recent trajectory contains information about its near-term direction. With a serial correlation of 0.68, around 68.0% of PALMER SQUARE's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Palmer Square Ssi reported net income of 0.0. This indicator is about the same for the Palmer Square average (which is currently at 0.0) family and about the same as Relative Value Arbitrage (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
PALMER Net Income Peer Comparison
Comparing PALMER SQUARE's Net Income to that of its competitors is a reliable method for assessing PALMER SQUARE relative investment value. Investors use this peer comparison to detect undervalued stocks with characteristics similar to PALMER SQUARE or to identify stronger additions to their.Palmer Square is currently under evaluation in net income among similar funds.
PALMER Financial Ratios Relationships
Comparative valuation applies peer-based financial ratios to assess PALMER SQUARE's relative market value. Exploring the interplay between PALMER SQUARE's financial ratios and those of its competitors can uncover valuation signals that standalone analysis misses. More Info.Palmer Square Ssi ranks first in price to earning among similar funds. It also ranks first in price to book among similar funds fabricating about 0.59 of Price To Book per Price To Earning. At 1.69 , Palmer Square Ssi's Price To Earning-to-Price To Book multiple reflects the spread between these metrics. Relative valuation frameworks compare PALMER SQUARE across key financial ratios.Fund Asset Allocation for PALMER SQUARE
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in stocks, cash.Asset allocation for PALMER SQUARE's involves dividing its investment portfolio among different asset categories - such as equities, bonds, and cash - to achieve the desired balance of risk and return.
The allocation within a mutual fund reflects its investment strategy and can span equities, fixed income, cash, and other assets depending on the fund's mandate. Fund managers make ongoing decisions about asset mix to align the portfolio with the fund's objectives and respond to.
PALMER Fundamentals
| Price To Earning | 4.50 X | ||||
| Price To Book | 2.67 X | ||||
| Price To Sales | 1.87 X | ||||
| Total Asset | 262.11 M | ||||
| Annual Yield | 0.04 % | ||||
| Year To Date Return | 1.00 % | ||||
| One Year Return | 6.82 % | ||||
| Three Year Return | 7.96 % | ||||
| Five Year Return | 4.25 % | ||||
| Net Asset | 262.97 M | ||||
| Minimum Initial Investment | 100 K | ||||
| Last Dividend Paid | 0.1 | ||||
| Cash Position Weight | 26.14 % | ||||
| Equity Positions Weight | 0.41 % |
Financial Metrics, Fundamentals & Methodology
A holdings-oriented review of PALMER SQUARE evaluates portfolio composition, mandate alignment, and exposure stability. Liquidity profile can affect NAV stability during market stress.
Inputs for Palmer Square Ssi come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Income statement, balance sheet, and cash-flow values follow GAAP or IFRS conventions as reported.