Fiera Capital Smallmid Cap Fund Market Value
| APSRX Fund | USD 16.20 0.17 1.06% |
| Symbol | Fiera |
Fiera Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Fiera Capital's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Fiera Capital.
| 05/07/2025 |
| 07/06/2025 |
If you would invest 0.00 in Fiera Capital on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Fiera Capital Smallmid Cap or generate 0.0% return on investment in Fiera Capital over 60 days. Fiera Capital is related to or competes with Needham Small, Nt International, Siit Small, Ep Emerging, Qs Small, and Aqr Small. The Subadvisor seeks to achieve the funds investment objective by investing in a diversified portfolio of common stocks ... More
Fiera Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fiera Capital's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Fiera Capital Smallmid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.0249 | |||
| Maximum Drawdown | 14.26 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.59 |
Fiera Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiera Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiera Capital's standard deviation. In reality, there are many statistical measures that can use Fiera Capital historical prices to predict the future Fiera Capital's volatility.| Risk Adjusted Performance | 0.1321 | |||
| Jensen Alpha | 0.0322 | |||
| Total Risk Alpha | 0.0254 | |||
| Sortino Ratio | 0.022 | |||
| Treynor Ratio | 0.129 |
Fiera Capital Smallmid Backtested Returns
Fiera Capital appears to be not too volatile, given 3 months investment horizon. Fiera Capital Smallmid secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fiera Capital Smallmid Cap, which you can use to evaluate the volatility of the entity. Please utilize Fiera Capital's Downside Deviation of 2.3, mean deviation of 1.14, and Coefficient Of Variation of 1253.55 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.18, which means 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, Fiera Capital will likely underperform.
Auto-correlation | -0.21 |
Weak reverse predictability
Fiera Capital Smallmid Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Fiera Capital time series from 7th of May 2025 to 6th of June 2025 and 6th of June 2025 to 6th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fiera Capital Smallmid price movement. The serial correlation of -0.21 indicates that over 21.0% of current Fiera Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Fiera Capital Smallmid lagged returns against current returns
Autocorrelation, which is Fiera Capital mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Fiera Capital's mutual fund expected returns. We can calculate the autocorrelation of Fiera Capital returns to help us make a trade decision. For example, suppose you find that Fiera Capital has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Fiera Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Fiera Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiera Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiera Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fiera Capital Lagged Returns
When evaluating Fiera Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiera Capital mutual fund have on its future price. Fiera Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Fiera Capital autocorrelation shows the relationship between Fiera Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fiera Capital Smallmid Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Fiera Mutual Fund
Fiera Capital financial ratios help investors to determine whether Fiera 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 Fiera with respect to the benefits of owning Fiera Capital security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |