Small Cap Value Profund Fund Technical Analysis
| SVPIX Fund | USD 117.19 0.45 0.39% |
As of the 20th of March, shares of SMALL-CAP VALUE change hands at 117.19 per share. Momentum and volatility readings indicate Variance of 1.15, coefficient of variation of -25,780, and Risk Adjusted Performance of -0.0005. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
SMALL-CAP VALUE 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-CAP, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SMALL-CAPSMALL-CAP |
What if' Analysis
Running a what-if backtest on Small Cap Value Profund 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 provides context for deciding whether SMALL-CAP VALUE's historical reward profile was stable enough to support the current thesis.
| 12/20/2025 |
| 03/20/2026 |
An initial 0.00 allocation to SMALL-CAP VALUE on December 20, 2025 held through today would generate 0.00 in overall return. The change equals a 0.0% net return in SMALL-CAP VALUE overall over a 90 day window. SMALL-CAP VALUE has comparable peers such as NATIONWIDE GROWTH, CHASE GROWTH, L Abbett, Aston Montag, QS GROWTH, Artisan Small, and Crafword Dividend. This provides context for relative positioning. Peer groups are typically defined by sector, industry, or business model similarity. The data shown is informational and should not be interpreted as guidance. The fund invests in financial instruments that the fund Advisors believes, in combination, should track the performance ... More
Momentum Range Indicators for SMALL-CAP VALUE Signals
Directional momentum for SMALL-CAP VALUE is captured through indicators that track upside and downside price ranges. This context describes price behavior relative to short-term momentum benchmarks. The data captures price, volume, and timing inputs from exchange activity. The content reflects structured data inputs rather than subjective analysis.
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | -1.81 | |||
| Potential Upside | 2.01 |
Volatility and Risk Indicators for SMALL-CAP VALUE Dashboard
Historical risk measures for SMALL-CAP VALUE describe how the price has varied across observation periods. The risk signals are presented as context for understanding price variability. The information reflects structured market data collected across trading periods.| Risk Adjusted Performance | -0.0005 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | 0.1004 | |||
| Treynor Ratio | -0.01 |
The mean reversion principle applied to SMALL-CAP VALUE'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 | -0.0005 | |||
| Market Risk Adjusted Performance | -0.0026 | |||
| Mean Deviation | 0.7977 | |||
| Coefficient Of Variation | -25,780 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.0662 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | 0.1004 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | -1.81 | |||
| Potential Upside | 2.01 | |||
| Skewness | 0.1322 | |||
| Kurtosis | 0.6045 |
Small Cap Value Backtested Returns
SMALL-CAP VALUE presents a very low volatility profile within the defined horizon. It has a Sharpe Ratio of close to zero, evidencing risk-calibrated returns. We identified twenty-one technical indicators influencing the company's volatility profile. Please review metrics such as Variance of 1.15, coefficient of variation of -25,780, and risk-adjusted performance of -0.0005 to review dispersion measures. The fund secures a Beta (Market Risk) of 1.12, which means a somewhat significant risk relative to the market. SMALL-CAP VALUE tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.6 |
Good reverse predictability
Small Cap Value Profund exhibits good reverse predictability. Autocorrelation measures the degree of predictability between SMALL-CAP VALUE time series from 20th of December 2025 to 3rd of February 2026 and from 3rd of February 2026 to 20th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in SMALL-CAP VALUE that may carry forward. The measured coefficient of -0.6 means roughly 60.0% of SMALL-CAP VALUE's recent price variance traces back to prior period behavior. Given that Small Cap Value Profund has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 11.04 |
The framework analyzes SMALL-CAP VALUE using price and volume data. The structure incorporates trend and momentum indicators.
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 Cap Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SMALL-CAP VALUE focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for Small Cap Value Profund come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsSMALL-CAP VALUE Technical Indicators
Investors following Small Cap Value Profund often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.0005 | |||
| Market Risk Adjusted Performance | -0.0026 | |||
| Mean Deviation | 0.7977 | |||
| Coefficient Of Variation | -25,780 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.0662 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | 0.1004 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | -1.81 | |||
| Potential Upside | 2.01 | |||
| Skewness | 0.1322 | |||
| Kurtosis | 0.6045 |
Small Cap Value One Year Return
Based on the recorded statements, Small Cap Value Profund has an One Year Return of 16.74%. The ProFunds family average is 67.94% above this level, and the Small Value category average is notably below. SMALL-CAP VALUE is also notably higher than the broader all United States funds average.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 20, 2026 Daily Trend Indicators
Investors following Small Cap Value Profund often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 117.19 | ||
| Day Typical Price | 117.19 | ||
| Price Action Indicator | 0.23 |