Northern Small Cap Fund Technical Analysis
| NOSGX Fund | USD 10.48 -0.05 -0.47% |
Market data as of the 11th of March 2026 shows Northern Small priced at 10.48 per share. Measured indicators report Risk Adjusted Performance of 0.0506, mean deviation of 0.7655, and Downside Deviation of 1.04. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
Northern Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Northern, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to NorthernNorthern |
Northern Small 'What if' Analysis
Running a what-if backtest on Northern Small Cap 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 Northern Small's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
If you invested 0.00 in Northern Small on December 11, 2025 and closed the position today, you would earn 0.00 in cumulative gains. Overall, this is a 0.0% return on investment in Northern Small in aggregate over 90 days.. Northern Small is related to or competes with Columbia Seligman, LSV SMALL, CONGRESS MID, GUIDEMARK(R) LARGE, Doubleline Yield, John Hancock, and RMB Mendon. The comparison helps frame competitive context. The fund will invest at least 80 percent of its net assets in equity securities of small capitalization companies, which... More
Northern Small Upside and Downside Indicators Summary
Upside and downside indicators for Northern Small summarize momentum balance and potential range context for the fund. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0651 | |||
| Maximum Drawdown | 4.92 | |||
| Value At Risk | -1.82 | |||
| Potential Upside | 1.66 |
Northern Small Market Risk Indicators Summary
Market risk indicators summarize volatility and return dispersion for Northern Small. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0506 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0642 | |||
| Treynor Ratio | 0.0484 |
Mean reversion in Northern Small's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Northern Small 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 | 0.0506 | |||
| Market Risk Adjusted Performance | 0.0584 | |||
| Mean Deviation | 0.7655 | |||
| Semi Deviation | 0.9041 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 1600.15 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0651 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0642 | |||
| Treynor Ratio | 0.0484 | |||
| Maximum Drawdown | 4.92 | |||
| Value At Risk | -1.82 | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 0.8174 | |||
| Expected Short fall | -0.88 | |||
| Skewness | 0.1442 | |||
| Kurtosis | 0.5873 |
Northern Small Cap Backtested Returns
Northern Small currently shows a very low volatility profile across the evaluation window. It has a Sharpe Ratio of 0.0191, which indicates that 0.0191 units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please assess metrics such as mean deviation of 0.7655, risk-adjusted performance of 0.0506, and Downside Deviation of 1.04 to validate implied volatility levels. The fund shows a Beta (market volatility) of 1.11, which alludes to a somewhat significant risk relative to the market. Northern Small returns are very sensitive to returns on the market. As the market goes up or down, Northern Small is expected to follow.
Auto-correlation | -0.35 |
Poor reverse predictability
Northern Small Cap exhibits poor reverse predictability. Autocorrelation measures the degree of predictability between Northern Small time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Northern Small Cap may be projected. A serial correlation of -0.35 indicates that nearly 35.0% of current Northern Small price fluctuations can be explained by its historical price movements. Given that Northern Small Cap has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Northern Small technical mutual fund analysis uses price and volume transformations to study behavior. The view references moving averages, RSI, regressions, and chart pattern signals.
Northern Small Cap Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Northern Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Northern Small Technical Analysis
Technical analysis of Northern Small focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Support and resistance levels frame risk boundaries for observed price regimes.
Unless otherwise specified, financial data for Northern Small Cap is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Northern Small Technical Indicators
A technical review of Northern Small Cap can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0506 | |||
| Market Risk Adjusted Performance | 0.0584 | |||
| Mean Deviation | 0.7655 | |||
| Semi Deviation | 0.9041 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 1600.15 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0651 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0642 | |||
| Treynor Ratio | 0.0484 | |||
| Maximum Drawdown | 4.92 | |||
| Value At Risk | -1.82 | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 0.8174 | |||
| Expected Short fall | -0.88 | |||
| Skewness | 0.1442 | |||
| Kurtosis | 0.5873 |
Northern Small March 11, 2026 Daily Trend Indicators
A technical review of Northern Small Cap can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 10.48 | ||
| Day Typical Price | 10.48 | ||
| Price Action Indicator | -0.02 |