Small Cap Value Fund Manager Performance Evaluation

The entity has a beta of 1.59, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Small Cap will likely underperform.

Risk-Adjusted Performance

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Over the last 90 days Small Cap Value has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, Small Cap is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Expense Ratio Date1st of August 2022
Expense Ratio1.3400
  

Small Cap Relative Risk vs. Return Landscape

If you would invest  1,021  in Small Cap Value on December 29, 2023 and sell it today you would earn a total of  49.00  from holding Small Cap Value or generate 4.8% return on investment over 90 days. Small Cap Value is currently producing 0.0817% returns and takes up 1.1078% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Small, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Small Cap is expected to generate 1.66 times less return on investment than the market. In addition to that, the company is 1.95 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.24 per unit of volatility.

Small Cap Current Valuation

Undervalued
Today
10.70
Please note that Small Cap's price fluctuation is relatively risky at this time. At this time, the fund appears to be undervalued. Small Cap Value has a current Real Value of $1.27 per share. The regular price of the fund is $10.7. We determine the value of Small Cap Value from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Our valuation method for Small Cap Value is useful when determining the fair value of the Small mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Small Cap. Since Small Cap is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Small Mutual Fund. However, Small Cap's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  10.7 Real  1.27 Hype  0.0 Naive  10.7
The real value of Small Mutual Fund, also known as its intrinsic value, is the underlying worth of Small Cap Value Mutual Fund, which is reflected in its stock price. It is based on Small Cap's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Small Cap's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Small Cap's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
1.27
Real Value
2.38
Upside
Estimating the potential upside or downside of Small Cap Value helps investors to forecast how Small mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Small Cap more accurately as focusing exclusively on Small Cap's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.8910.2510.61
Details
Hype
Prediction
LowEstimatedHigh
0.000.001.11
Details
Potential
Annual Dividend
LowForecastedHigh
0.010.010.01
Details

Small Cap Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Cap's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Small Cap Value, and traders can use it to determine the average amount a Small Cap's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0738

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Estimated Market Risk

 1.11
  actual daily
9
91% of assets are more volatile

Expected Return

 0.08
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.07
  actual daily
5
95% of assets perform better
Based on monthly moving average Small Cap is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Small Cap by adding it to a well-diversified portfolio.

Small Cap Fundamentals Growth

Small Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Small Cap, and Small Cap fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Small Mutual Fund performance.

About Small Cap Performance

To evaluate Small Cap Value Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Small Cap generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Small Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Small Cap Value market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Small's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Under normal market conditions, the portfolio managers will invest at least 80 percent of the funds net assets in small cap companies. American Century is traded on NASDAQ Exchange in the United States.

Things to note about Small Cap Value performance evaluation

Checking the ongoing alerts about Small Cap for important developments is a great way to find new opportunities for your next move. Mutual Fund 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.
The fund holds 99.14% of its assets under management (AUM) in equities
Evaluating Small Cap's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Small Cap's mutual fund performance include:
  • Analyzing Small Cap's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Small Cap's stock is overvalued or undervalued compared to its peers.
  • Examining Small Cap's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Small Cap's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Small Cap's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Small Cap's mutual fund. These opinions can provide insight into Small Cap's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Small Cap's mutual fund performance is not an exact science, and many factors can impact Small Cap's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Small Cap Value. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in main economic indicators.
Note that the Small Cap Value information on this page should be used as a complementary analysis to other Small Cap's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Small Mutual Fund analysis

When running Small Cap's price analysis, check to measure Small Cap's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Small Cap is operating at the current time. Most of Small Cap's value examination focuses on studying past and present price action to predict the probability of Small Cap's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Small Cap's price. Additionally, you may evaluate how the addition of Small Cap to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Small Cap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Small Cap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Small Cap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.