Small Pany Value Fund Technical Analysis
SMALL COMPANY Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SMALL, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SMALLSMALL |
What if' Analysis
Historical what-if analysis for Small Pany Value is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Used properly, this review provides context for deciding whether SMALL COMPANY's historical reward profile was stable enough to support the current thesis.
| 12/22/2025 |
| 03/22/2026 |
Starting with 0.00 in SMALL COMPANY on December 22, 2025 and exiting today would record 0.00 in aggregate return. Overall, this is a 0.0% net return in SMALL COMPANY overall over 90 days. The data captures price, volume, and timing inputs from exchange activity. Peers such as ABBEY CAPITAL, AB BOND, Fidelity Sai, Lord Abbett, ASG MANAGED, AB BOND, and INFLATION-PROTECTED operate in a similar space as SMALL COMPANY. The fund invests at least 80 percent of its net assets in equity securities of small-capitalization companies More
SMALL COMPANY Upside and Downside Indicators Summary
These indicators describe how SMALL COMPANY momentum evolves across recent price ranges. The information is sourced from historical market data.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0994 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | -1.87 | |||
| Potential Upside | 1.77 |
Volatility and Risk Indicators for SMALL COMPANY Dashboard
Risk measures here provide context on SMALL COMPANY's return distribution and drawdown behavior. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.018 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.1456 | |||
| Sortino Ratio | 0.0996 | |||
| Treynor Ratio | -0.05 |
Experienced market participants anticipate that SMALL COMPANY's price will even out over time. Periods when SMALL COMPANY's deviates significantly from its historical mean may warrant further fundamental analysis. Experienced SMALL COMPANY's investors use mean reversion as a complement to momentum analysis.
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 | 0.018 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.8413 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 5259.55 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.21 | |||
| Information Ratio | 0.0994 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.1456 | |||
| Sortino Ratio | 0.0996 | |||
| Treynor Ratio | -0.05 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | -1.87 | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 1.1 | |||
| Expected Short fall | -0.89 | |||
| Skewness | 0.1734 | |||
| Kurtosis | 0.2315 |
Small Pany Value Backtested Returns
SMALL COMPANY remains characterized by a very low volatility profile within the selected investment span. It has a Sharpe Ratio of 0.019, which indicates that 0.019 units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please review metrics such as Coefficient Of Variation of 5259.55, risk-adjusted performance of 0.018, and Semi Deviation of 1.05 to assess internal risk calibration. The fund shows a Beta (Systematic Risk) of -0.2, which alludes to very low measured sensitivity to broad market movements. the mildly negative beta suggests SMALL COMPANY provides a partial hedge against market-wide declines.
Auto-correlation | -0.69 |
Very good reverse predictability
Serial correlation analysis for Small Pany Value reveals very good reverse predictability across the intervals from 22nd of December 2025 to 5th of February 2026 and from 5th of February 2026 to 22nd of March 2026. The degree of alignment between past and current intervals shapes expectations about Small Pany Value's price persistence. At -0.69, around 69.0% of current SMALL COMPANY price movement aligns with historical price trajectory. Given that Small Pany Value has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
Technical signals for SMALL COMPANY are derived from price and volume activity. It is based on recorded price and volume patterns over time.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Small Pany Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SMALL COMPANY focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Oscillator extremes can precede mean reversion under certain regimes.
For Small Pany Value, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardSMALL COMPANY Technical Indicators
A technical review of Small Pany Value 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 | 0.018 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.8413 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 5259.55 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.21 | |||
| Information Ratio | 0.0994 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.1456 | |||
| Sortino Ratio | 0.0996 | |||
| Treynor Ratio | -0.05 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | -1.87 | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 1.1 | |||
| Expected Short fall | -0.89 | |||
| Skewness | 0.1734 | |||
| Kurtosis | 0.2315 |
March 22, 2026 Daily Trend Indicators
A technical review of Small Pany Value 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 | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 36.82 | ||
| Day Typical Price | 36.82 | ||
| Price Action Indicator | -0.26 |