James Micro Cap Fund Market Value
| JMCRX Fund | USD 21.60 0.27 1.27% |
| Symbol | James |
James Micro '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 James Micro'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 James Micro.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in James Micro on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding James Micro Cap or generate 0.0% return on investment in James Micro over 90 days. James Micro is related to or competes with Driehaus Micro, Victory Integrity, Zacks Small-cap, Towle Deep, and Zacks Small. The fund invests primarily in equity securities of foreign and domestic companies that the Adviser believes are underval... More
James Micro 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 James Micro'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 James Micro Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0115 | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.89 |
James Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for James Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as James Micro's standard deviation. In reality, there are many statistical measures that can use James Micro historical prices to predict the future James Micro's volatility.| Risk Adjusted Performance | 0.1854 | |||
| Jensen Alpha | 0.0433 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | 0.2567 |
James Micro Cap Backtested Returns
James Micro appears to be very steady, given 3 months investment horizon. James Micro Cap holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for James Micro Cap, which you can use to evaluate the volatility of the entity. Please utilize James Micro's Risk Adjusted Performance of 0.1854, downside deviation of 1.05, and Market Risk Adjusted Performance of 0.2667 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.85, which attests to possible diversification benefits within a given portfolio. James Micro returns are very sensitive to returns on the market. As the market goes up or down, James Micro is expected to follow.
Auto-correlation | 0.74 |
Good predictability
James Micro Cap has good predictability. Overlapping area represents the amount of predictability between James Micro time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 James Micro Cap price movement. The serial correlation of 0.74 indicates that around 74.0% of current James Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
James Micro Cap lagged returns against current returns
Autocorrelation, which is James Micro 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 James Micro's mutual fund expected returns. We can calculate the autocorrelation of James Micro returns to help us make a trade decision. For example, suppose you find that James Micro 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 |
James Micro 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 James Micro mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if James Micro mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in James Micro mutual fund over time.
Current vs Lagged Prices |
| Timeline |
James Micro Lagged Returns
When evaluating James Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of James Micro mutual fund have on its future price. James Micro 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, James Micro autocorrelation shows the relationship between James Micro mutual fund current value and its past values and can show if there is a momentum factor associated with investing in James Micro Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in James Mutual Fund
James Micro financial ratios help investors to determine whether James 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 James with respect to the benefits of owning James Micro security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |