Small Cap Value Fund Probability of Future Mutual Fund Price Finishing Under 11.34
| JSCAX Fund | USD 16.88 0.07 0.42% |
Small |
Small Cap Target Price Odds to finish below 11.34
The tendency of Small Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 11.34 or more in 90 days |
| 16.88 | 90 days | 11.34 | near 1 |
Based on a normal probability distribution, the odds of Small Cap to drop to $ 11.34 or more in 90 days from now is near 1 (This Small Cap Value probability density function shows the probability of Small Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Small Cap Value price to stay between $ 11.34 and its current price of $16.88 at the end of the 90-day period is near 1 .
Assuming the 90 days horizon Small Cap has a beta of 0.22. This indicates as returns on the market go up, Small Cap average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Small Cap Value will be expected to be much smaller as well. Additionally Small Cap Value has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Small Cap Price Density |
| Price |
Predictive Modules for Small Cap
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Small Cap Value. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Small Cap Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Small Cap is not an exception. The market had few large corrections towards the Small Cap's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Small Cap Value, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Small Cap within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.14 | |
β | Beta against Dow Jones | 0.22 | |
σ | Overall volatility | 0.74 | |
Ir | Information ratio | -0.11 |
Small Cap Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Small Cap for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Small Cap Value can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Small Cap Value generated a negative expected return over the last 90 days | |
| The fund retains 97.53% of its assets under management (AUM) in equities |
Small Cap Technical Analysis
Small Cap's future price can be derived by breaking down and analyzing its technical indicators over time. Small Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Small Cap Value. In general, you should focus on analyzing Small Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Small Cap Predictive Forecast Models
Small Cap's time-series forecasting models is one of many Small Cap's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Small Cap's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Small Cap Value
Checking the ongoing alerts about Small Cap for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Small Cap Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Small Cap Value generated a negative expected return over the last 90 days | |
| The fund retains 97.53% of its assets under management (AUM) in equities |
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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