Small Cap Competition

Mutual Funds . USA . 
Fund . Small Cap Value Fund
BRSVX Fund  USD 40.43  2.67  6.19%   
Small Cap Value competes with Aggressive Investors, Ultra Small, Omni Small, and Income Fund; as well as few others. The fund is listed under Small Value category and is part of Bridgeway family. The entity is thematically classified as Small Value Funds. Analyzing Small Cap competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Small Cap to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Small Cap Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Small Cap competition on your existing holdings.
  
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Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Small Cap'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.
Hype
Prediction
LowEstimatedHigh
39.0940.4341.77
Details
Intrinsic
Valuation
LowRealHigh
39.4840.8242.16
Details

Small Cap Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Small Cap and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Small and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Small Cap Value does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
CSCO
+ 0.95
BRAGX
CSCO
+ 0.94
ELFNX
ELFNX
+ 0.93
BRAGX
BRUSX
+ 0.92
BRAGX
BRSVX
+ 0.91
BRAGX
BRUSX
+ 0.91
BRSVX
  
High negative correlations   
CSCO
- 0.24
VEMBX
ACP
- 0.23
VEMBX
MCD
- 0.17
BRUSX
MCD
- 0.09
BOSVX
MCD
- 0.09
BRAGX
MCD
- 0.08
BRSVX

Risk-Adjusted Indicators

There is a big difference between Small Mutual Fund performing well and Small Cap Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Small Cap's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BRAGX  0.62  0.26  0.26  1.02  0.15 
(0.79)
 2.00 
(0.95)
 5.47 
BRSVX  0.92  0.14  0.05  0.72  0.77 
(1.19)
 2.01 
(1.54)
 8.56 
BRUSX  1.02  0.11  0.13  0.20  0.77 
(1.21)
 2.15 
(1.97)
 6.49 
BOSVX  1.01 (0.13)(0.03) 0.03  1.51 
(1.08)
 2.11 
(1.50)
 8.98 
AMECX  0.30 (0.01)(0.22) 0.10  0.23 
(0.35)
 0.66 
(0.46)
 1.81 
VEMBX  0.20  0.01 (0.42) 0.42  0.16 
(0.25)
 0.39 
(0.39)
 1.49 
ACP  0.45 (0.03) 0.00 (0.08) 0.00 
 0.00 
 0.95 
(0.93)
 3.29 
ELFNX  0.49  0.06  0.03  0.20  0.47 
(0.52)
 1.27 
(1.01)
 4.10 
MCD  0.76 (0.03)(0.06) 0.06  1.36 
(0.68)
 1.48 
(1.53)
 6.70 
CSCO  0.70  0.18  0.22  0.31  0.36 
(0.84)
 1.72 
(0.91)
 6.38 
All Fundamental Data

Small Cap Competitive Analysis

The better you understand Small Cap competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Small Cap's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Small Cap's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
BRSVX BRAGX BRUSX BOSVX AMECX VEMBX ACP ELFNX MCD CSCO
 6.19 
 40.43 
Small
 1.88 
 100.77 
Aggressive
 1.53 
 33.51 
Ultra
 1.28 
 19.31 
Omni
 0.46 
 25.91 
Income
 0.19 
 10.24 
Vanguard
 2.59 
 6.01 
Aberdeen
 0.73 
 99.86 
Elfun
 0.18 
 296.63 
McDonalds
 0.44 
 58.85 
Cisco
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Not too volatile
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
OK
Solid
Good
Very Weak
Modest
Weak
Very Weak
Good
Very Weak
Solid
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Low
Low
Low
Low
Low
Very Low
Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Under Valued
Under Valued
Fairly Valued
Fairly Valued
Fairly Valued
Fairly Valued
Fairly Valued
Fairly Valued
Fairly Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Buy
Buy
Trade Advice
(90 Days Macroaxis Advice)
Hold
Strong Buy
Strong Buy
Strong Hold
Hold
Cautious Hold
Cautious Hold
Buy
Hold
Strong Buy
Current Ratio
N/A
N/A
N/A
N/A
N/A
N/A
0.12
N/A
1.65
1.45
Net Asset
549.58 M
150.98 M
82.39 M
918.39 M
118.35 B
100.86 M
N/A
2.94 B
56.15 B
124.41 B
Profit Margin
N/A
N/A
N/A
N/A
N/A
N/A
-88.34
N/A
0.32
0.18
EBITDA
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
13.9 B
15.75 B
Price To Book
1.32
1.99
1.06
1.18
2.93
N/A
0.81
2.92
N/A
5.17
Operating Margin
N/A
N/A
N/A
N/A
N/A
N/A
80.48
N/A
0.47
0.17
Current Valuation
N/A
N/A
N/A
N/A
N/A
N/A
314.41 M
N/A
267.68 B
247.18 B
Five Year Return
17.64
13.88
17.68
14.28
7.65
4.56
2.79
17.74
2.3
2.92
Retained Earnings
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
63.48 B
1.09 B
Current Asset
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
9.64 B
78.72 B
One Year Return
22.71
48.92
31.69
22.78
19.53
12.65
13.74
38.4
N/A
N/A
Beta
N/A
N/A
N/A
N/A
N/A
N/A
0.96
N/A
0.74
0.82
Cash Position Weight
3.06
1.08
N/A
0.08
9.79
8.38
N/A
0.51
N/A
N/A
Equity Positions Weight
96.94
98.92
99.05
99.91
64.65
N/A
N/A
99.49
N/A
N/A
Number Of Employees
1
1
1
1
1
1
9
1
100 K
90.4 K
Shares Outstanding
N/A
N/A
N/A
N/A
N/A
N/A
24.8 M
N/A
716.62 M
3.98 B
Three Year Return
6.2
11.04
8.49
8.64
6.01
2.65
1.41
13.3
N/A
N/A
Cash Flow From Operations
N/A
N/A
N/A
N/A
N/A
N/A
(96.44 M)
N/A
9.61 B
10.88 B
Annual Yield
0.008
0.0061
N/A
0.013
0.0326
0.0024
0.0057
0.0082
0.0235
0.0273
Total Debt
N/A
N/A
N/A
N/A
N/A
N/A
110 M
N/A
53.09 B
30.96 B
Return On Equity
N/A
N/A
N/A
N/A
N/A
N/A
-11.11
N/A
N/A
0.21
Bond Positions Weight
N/A
N/A
N/A
N/A
3.17
90.76
N/A
N/A
N/A
N/A
Return On Asset
N/A
N/A
N/A
N/A
N/A
N/A
4.36
N/A
0.14
0.0628
Number Of Shares Shorted
N/A
N/A
N/A
N/A
N/A
N/A
376.06 K
N/A
9.97 M
56.75 M
Book Value Per Share
N/A
N/A
N/A
N/A
N/A
N/A
8.8
N/A
-7.22
11.35
Minimum Initial Investment
2 K
2 K
2 K
N/A
N/A
N/A
N/A
500
N/A
N/A
Current Liabilities
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.95 B
24.91 B
Total Asset
N/A
N/A
N/A
1.29 B
74.92 B
2.06 B
N/A
3.97 B
56.15 B
124.41 B
Last Dividend Paid
0.2
0.72
0.49
0.19
0.17
0.03
1.2
0.69
6.68
1.19
Debt To Equity
N/A
N/A
N/A
N/A
N/A
N/A
0.44
N/A
4.35
0.25
Short Ratio
N/A
N/A
N/A
N/A
N/A
N/A
2.51
N/A
2.9
2.81
Target Price
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
321.51
61.91
Shares Owned By Institutions
N/A
N/A
N/A
N/A
N/A
N/A
19.54
N/A
73.19
79.17
Market Capitalization
N/A
N/A
N/A
N/A
N/A
N/A
224.29 M
N/A
212.19 B
233.35 B
Price To Earning
15.06
15.07
6.45
14.72
19.48
N/A
3.43
22.79
39.39
17.95
Price To Earnings To Growth
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.71
2.64
Price To Sales
0.61
0.68
0.34
0.58
2.18
N/A
6.2
3.38
8.18
4.4
Net Income
N/A
N/A
N/A
N/A
N/A
N/A
(27.33 M)
N/A
8.47 B
10.32 B
Earnings Per Share
N/A
N/A
N/A
N/A
N/A
N/A
2.09
N/A
11.4
2.33
Shares Owned By Insiders
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.18
0.05
Year To Date Return
11.78
42.11
17.38
11.09
14.16
9.27
8.8
31.24
N/A
N/A
Revenue
N/A
N/A
N/A
N/A
N/A
N/A
28.63 M
N/A
25.49 B
53.8 B
Ten Year Return
6.03
8.27
4.19
N/A
8.23
N/A
N/A
14.44
N/A
N/A
Working Capital
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.13 B
(3.72 B)
Cash And Equivalents
N/A
N/A
N/A
N/A
N/A
N/A
1.63 M
N/A
2.58 B
10.12 B
Cash Per Share
N/A
N/A
N/A
N/A
N/A
N/A
0.09
N/A
3.86
4.82
Gross Profit
N/A
N/A
N/A
N/A
N/A
N/A
25.42 M
N/A
13.21 B
35.75 B
Day Typical Price
40.43
100.77
33.51
19.31
25.91
10.24
6.04
99.86
296.76
59.06
Accumulation Distribution
N/A
N/A
N/A
N/A
N/A
N/A
106463.0
N/A
23559.65
339965.0
Daily Balance Of Power
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
(0.94)
(9,223,372,036,855)
0.1536
0.2261
Period Momentum Indicator
(2.67)
(1.93)
(0.52)
(0.25)
(0.12)
(0.02)
(0.16)
(0.73)
0.53
0.26
Rate Of Daily Change
0.94
0.98
0.98
0.99
1.0
1.0
0.97
0.99
1.0
1.0
Day Median Price
40.43
100.77
33.51
19.31
25.91
10.24
6.06
99.86
296.83
59.17
Price Action Indicator
(1.34)
(0.97)
(0.26)
(0.12)
(0.06)
(0.01)
(0.12)
(0.37)
0.07
(0.19)
Coefficient Of Variation
777.26
289.85
477.05
2472.72
764.21
1445.12
(40,359)
480.08
2755.78
340.93
Mean Deviation
0.9228
0.6238
1.02
1.01
0.297
0.1963
0.452
0.4866
0.7558
0.7022
Jensen Alpha
0.1392
0.2559
0.1112
(0.13)
(0.01)
0.006
(0.03)
0.0568
(0.03)
0.1805
Total Risk Alpha
(0.05)
0.1513
0.0564
(0.21)
(0.02)
(0.03)
(0.13)
0.025
(0.15)
0.1252
Sortino Ratio
0.0541
0.2567
0.1319
(0.03)
(0.22)
(0.42)
N/A
0.0296
(0.06)
0.2206
Downside Variance
0.8874
0.4588
1.25
2.9
0.1157
0.0626
N/A
0.5483
2.03
0.5921
Standard Deviation
1.36
0.8649
1.3
1.7
0.3713
0.2625
0.7735
0.7027
1.1
1.0
Kurtosis
8.99
2.41
0.4112
11.16
(0.08)
3.07
14.87
2.5
6.77
3.65
Potential Upside
2.01
2.0
2.15
2.11
0.6587
0.3933
0.9494
1.27
1.48
1.72
Treynor Ratio
0.7217
1.02
0.1989
0.0348
0.0974
0.4231
(0.08)
0.1963
0.0597
0.3137
Maximum Drawdown
8.56
5.47
6.49
8.98
1.81
1.49
3.29
4.1
6.7
6.38
Variance
1.86
0.748
1.68
2.88
0.1379
0.0689
0.5982
0.4938
1.22
1.01
Market Risk Adjusted Performance
0.7317
1.03
0.2089
0.0448
0.1074
0.4331
(0.07)
0.2063
0.0697
0.3237
Risk Adjusted Performance
0.0976
0.2509
0.1558
0.035
0.0851
0.0325
(0)
0.1502
0.0297
0.2147
Skewness
2.06
0.6991
0.3794
(0.11)
0.0352
0.9686
(2.68)
(0.16)
(1.79)
1.09
Semi Deviation
0.7669
0.1513
0.7715
1.51
0.2348
0.1591
N/A
0.4714
1.36
0.3637
Information Ratio
0.0374
0.2011
0.1137
(0.03)
(0.20)
(0.40)
(0.16)
0.0312
(0.08)
0.1692
Value At Risk
(1.54)
(0.95)
(1.97)
(1.50)
(0.46)
(0.39)
(0.93)
(1.01)
(1.53)
(0.91)
Expected Short fall
(1.19)
(0.79)
(1.21)
(1.08)
(0.35)
(0.25)
N/A
(0.52)
(0.68)
(0.84)
Downside Deviation
0.942
0.6774
1.12
1.7
0.3401
0.2502
N/A
0.7405
1.42
0.7695
Semi Variance
0.5882
0.0229
0.5953
2.28
0.0551
0.0253
N/A
0.2223
1.84
0.1323

Small Cap Competition Performance Charts

Five steps to successful analysis of Small Cap Competition

Small Cap's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Small Cap Value in relation to its competition. Small Cap's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Small Cap in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Small Cap's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Small Cap Value, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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Other Information on Investing in Small Mutual Fund

Small Cap 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 Cap security.
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