Tcm Small Cap Fund Technical Analysis
| TCMSX Fund | USD 45.03 -0.21 -0.46% |
As of the 15th of March 2026, Tcm Small indicates a price level of 45.03 per share. Price-based signals reflect Risk Adjusted Performance of 0.0154, semi deviation of 1.39, and Coefficient Of Variation of 7201.57. The model quantifies price stability and directional movement. Relative volatility positioning is benchmarked against peers.
Tcm 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 Tcm, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TcmTcm |
What if' Analysis
Running a what-if backtest on Tcm 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 Tcm Small's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
A 0.00 position in Tcm Small initiated on December 15, 2025 and held to today would record 0.00 in total gains. That corresponds to a 0.0% cumulative return in Tcm Small overall over 90 days. Tcm Small competes with or is related to CENTURY SMALL, ROYCE PREMIER, ROYCE OPPORTUNITY, FIRST EAGLE, FIDELITY STOCK, TRANSAMERICA CAPITAL, and WORLD GROWTH. Peer context helps frame relative positioning. Under normal circumstances, the fund invests at least 80 percent of its net assets in investments tied to small-capitalization growth companies. More
Momentum Range Indicators for Tcm Small Overview
Upside/downside measures for Tcm Small frame directional pressure and range behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | -2.37 | |||
| Potential Upside | 1.9 |
Volatility and Risk Indicators for Tcm Small Overview
These indicators track Tcm Small's volatility and return range dynamics. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0154 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | 0.0893 | |||
| Sortino Ratio | 0.0384 | |||
| Treynor Ratio | 0.0071 |
Mean reversion in Tcm Small is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
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 | 0.0154 | |||
| Market Risk Adjusted Performance | 0.0171 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.42 | |||
| Coefficient Of Variation | 7201.57 | |||
| Standard Deviation | 1.41 | |||
| Variance | 2.0 | |||
| Information Ratio | 0.0385 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | 0.0893 | |||
| Sortino Ratio | 0.0384 | |||
| Treynor Ratio | 0.0071 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | -2.37 | |||
| Potential Upside | 1.9 | |||
| Downside Variance | 2.01 | |||
| Semi Variance | 1.93 | |||
| Expected Short fall | -1.11 | |||
| Skewness | 0.0196 | |||
| Kurtosis | 0.7267 |
Tcm Small Cap Backtested Returns
Tcm Small posts a very low volatility profile during the defined timeframe. It has a Sharpe Ratio of -0.0388, which indicates that -0.0388 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 Semi Deviation of 1.39, risk-adjusted performance of 0.0154, and Coefficient Of Variation of 7201.57 to examine volatility dispersion. The fund maintains a market beta of 1.36, which implies a somewhat significant risk relative to the market. Market upswings tend to lift Tcm Small more than average, but downturns carry a proportionally larger impact on returns.
Auto-correlation | -0.62 |
Very good reverse predictability
The autocorrelation profile for Tcm Small Cap registers very good reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Tcm Small Cap's near-term price behavior. A serial correlation of -0.62 indicates that roughly 62.0% of current Tcm Small price fluctuations can be explained by its historical price movements. Given that Tcm Small Cap has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 2.21 |
Technical analysis for Tcm Small evaluates price and volume patterns over time. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Tcm Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Tcm Small focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Technical signals complement fundamental exposure context.
The analytics block for Tcm Small Cap relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardTcm Small Technical Indicators
A technical review of Tcm 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 | 0.0154 | |||
| Market Risk Adjusted Performance | 0.0171 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.42 | |||
| Coefficient Of Variation | 7201.57 | |||
| Standard Deviation | 1.41 | |||
| Variance | 2.0 | |||
| Information Ratio | 0.0385 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | 0.0893 | |||
| Sortino Ratio | 0.0384 | |||
| Treynor Ratio | 0.0071 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | -2.37 | |||
| Potential Upside | 1.9 | |||
| Downside Variance | 2.01 | |||
| Semi Variance | 1.93 | |||
| Expected Short fall | -1.11 | |||
| Skewness | 0.0196 | |||
| Kurtosis | 0.7267 |
March 15, 2026 Daily Trend Indicators
A technical review of Tcm 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 | 45.03 | ||
| Day Typical Price | 45.03 | ||
| Price Action Indicator | -0.11 |