Small Capitalization Portfolio Fund Manager Performance Evaluation

SSCYX Fund  USD 6.39  0.07  1.11%   
The entity has a beta of 1.43, 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 Capitalization will likely underperform.

Risk-Adjusted Performance

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Over the last 90 days Small Capitalization Portfolio has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Small Capitalization 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 Ratio2.2300
  

Small Capitalization Relative Risk vs. Return Landscape

If you would invest  649.00  in Small Capitalization Portfolio on February 27, 2024 and sell it today you would lose (10.00) from holding Small Capitalization Portfolio or give up 1.54% of portfolio value over 90 days. Small Capitalization Portfolio is currently producing negative expected returns and takes up 1.0079% volatility of returns over 90 trading days. Put another way, 8% 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 Capitalization is expected to under-perform the market. In addition to that, the company is 1.71 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.08 per unit of volatility.

Small Capitalization Current Valuation

Fairly Valued
Today
6.39
Please note that Small Capitalization's price fluctuation is not too volatile at this time. At this time, the fund appears to be fairly valued. Small Capitalization has a current Real Value of $6.37 per share. The regular price of the fund is $6.39. We determine the value of Small Capitalization 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 Capitalization Portfolio 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 Capitalization. Since Small Capitalization is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Small Mutual Fund. However, Small Capitalization'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  6.39 Real  6.37 Hype  6.39 Naive  6.2
The real value of Small Mutual Fund, also known as its intrinsic value, is the underlying worth of Small Capitalization Mutual Fund, which is reflected in its stock price. It is based on Small Capitalization's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Small Capitalization'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 Capitalization'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.
6.37
Real Value
7.38
Upside
Estimating the potential upside or downside of Small Capitalization Portfolio 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 Capitalization more accurately as focusing exclusively on Small Capitalization's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
6.316.386.45
Details
Hype
Prediction
LowEstimatedHigh
5.386.397.40
Details
Naive
Forecast
LowNext ValueHigh
5.196.207.21
Details

Small Capitalization Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Small Capitalization's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Small Capitalization Portfolio, and traders can use it to determine the average amount a Small Capitalization'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 = -0.0191

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Negative ReturnsSSCYX

Estimated Market Risk

 1.01
  actual daily
8
92% of assets are more volatile

Expected Return

 -0.02
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.02
  actual daily
0
Most of other assets perform better
Based on monthly moving average Small Capitalization is not performing at its full potential. However, 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 Capitalization by adding Small Capitalization to a well-diversified portfolio.

Small Capitalization Fundamentals Growth

Small Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Small Capitalization, and Small Capitalization 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 Capitalization Performance

To evaluate Small Capitalization 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 Capitalization 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 Capitalization 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.
The fund will normally invest at least 80 percent of its total assets in common stocks of companies whose stock market capitalizations fall within the range of capitalizations in the Russell 2000 Index. The Russell 2000 Index is reconstituted annually at the midpoint of the calendar year. Under adverse market conditions, the fund may also make temporary investments in investment grade debt securities.

Things to note about Small Capitalization performance evaluation

Checking the ongoing alerts about Small Capitalization for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Small Capitalization help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Small Capitalization generated a negative expected return over the last 90 days
The fund maintains 96.57% of its assets in stocks
Evaluating Small Capitalization's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Small Capitalization's mutual fund performance include:
  • Analyzing Small Capitalization'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 Capitalization's stock is overvalued or undervalued compared to its peers.
  • Examining Small Capitalization'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 Capitalization's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Small Capitalization's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Small Capitalization's mutual fund. These opinions can provide insight into Small Capitalization's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Small Capitalization's mutual fund performance is not an exact science, and many factors can impact Small Capitalization'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 World Market Map to better understand how to build diversified portfolios, which includes a position in Small Capitalization Portfolio. 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 manufacturing.
You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Please note, there is a significant difference between Small Capitalization's value and its price as these two are different measures arrived at by different means. Investors typically determine if Small Capitalization is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Small Capitalization'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.