Small Capitalization Portfolio Fund Technical Analysis
| SSCYX Fund | USD 6.14 0.03 0.49% |
As of the 20th of February, Small Capitalization has the Coefficient Of Variation of 600.23, risk adjusted performance of 0.1337, and Semi Deviation of 0.9141. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Small Capitalization, as well as the relationship between them.
Small Capitalization 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 |
Small 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 Small 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 Small Capitalization.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Small Capitalization on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Small Capitalization Portfolio or generate 0.0% return on investment in Small Capitalization over 90 days. Small Capitalization is related to or competes with Wasatch Small, The Gabelli, Principal Lifetime, Vanguard Diversified, Blackrock, Small Cap, and Aqr Diversified. The fund will normally invest at least 80 percent of its total assets in common stocks of companies whose stock market c... More
Small 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 Small 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 Small Capitalization Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.1335 | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.28 |
Small Capitalization Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Capitalization's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Small Capitalization's standard deviation. In reality, there are many statistical measures that can use Small Capitalization historical prices to predict the future Small Capitalization's volatility.| Risk Adjusted Performance | 0.1337 | |||
| Jensen Alpha | 0.2849 | |||
| Total Risk Alpha | 0.1757 | |||
| Sortino Ratio | 0.2127 | |||
| Treynor Ratio | 0.6627 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Small Capitalization'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 Capitalization February 20, 2026 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 | 0.1337 | |||
| Market Risk Adjusted Performance | 0.6727 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 0.9141 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 600.23 | |||
| Standard Deviation | 1.92 | |||
| Variance | 3.69 | |||
| Information Ratio | 0.1335 | |||
| Jensen Alpha | 0.2849 | |||
| Total Risk Alpha | 0.1757 | |||
| Sortino Ratio | 0.2127 | |||
| Treynor Ratio | 0.6627 | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 1.45 | |||
| Semi Variance | 0.8356 | |||
| Expected Short fall | (1.44) | |||
| Skewness | 3.62 | |||
| Kurtosis | 22.01 |
Small Capitalization Backtested Returns
Small Capitalization appears to be somewhat reliable, given 3 months investment horizon. Small Capitalization owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Small Capitalization Portfolio, which you can use to evaluate the volatility of the fund. Please review Small Capitalization's Coefficient Of Variation of 600.23, risk adjusted performance of 0.1337, and Semi Deviation of 0.9141 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Small Capitalization's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small Capitalization is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Small Capitalization Portfolio has good predictability. Overlapping area represents the amount of predictability between Small Capitalization time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 2026. 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 Capitalization price movement. The serial correlation of 0.67 indicates that around 67.0% of current Small Capitalization price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Small Capitalization technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Small Capitalization Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Capitalization volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Small Capitalization Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Small Capitalization Portfolio on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Small Capitalization Portfolio based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Small Capitalization price pattern first instead of the macroeconomic environment surrounding Small Capitalization. By analyzing Small Capitalization's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Small Capitalization's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Small Capitalization specific price patterns or momentum indicators. Please read more on our technical analysis page.
Small Capitalization February 20, 2026 Technical Indicators
Most technical analysis of Small help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Small from various momentum indicators to cycle indicators. When you analyze Small charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1337 | |||
| Market Risk Adjusted Performance | 0.6727 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 0.9141 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 600.23 | |||
| Standard Deviation | 1.92 | |||
| Variance | 3.69 | |||
| Information Ratio | 0.1335 | |||
| Jensen Alpha | 0.2849 | |||
| Total Risk Alpha | 0.1757 | |||
| Sortino Ratio | 0.2127 | |||
| Treynor Ratio | 0.6627 | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 1.45 | |||
| Semi Variance | 0.8356 | |||
| Expected Short fall | (1.44) | |||
| Skewness | 3.62 | |||
| Kurtosis | 22.01 |
Small Capitalization February 20, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Small stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 6.14 | ||
| Day Typical Price | 6.14 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Small Mutual Fund
Small Capitalization 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 Capitalization security.
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