Tcm Small Cap Fund Market Value
| TCMSX Fund | USD 46.55 0.29 0.62% |
| Symbol | Tcm |
Tcm Small '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 Tcm Small'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 Tcm Small.
| 11/17/2025 |
| 12/17/2025 |
If you would invest 0.00 in Tcm Small on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Tcm Small Cap or generate 0.0% return on investment in Tcm Small over 30 days. Tcm Small is related to or competes with Century Small, Royce Premier, Royce Opportunity, First Eagle, Fidelity Stock, Transamerica Capital, and World Growth. Under normal circumstances, the fund invests at least 80 percent of its net assets in investments tied to small-capitalization growth companies. More
Tcm Small 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 Tcm Small'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 Tcm Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.75 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.37 |
Tcm Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcm Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcm Small's standard deviation. In reality, there are many statistical measures that can use Tcm Small historical prices to predict the future Tcm Small's volatility.| Risk Adjusted Performance | 0.0352 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0385 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tcm Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tcm Small Cap Backtested Returns
At this stage we consider Tcm Mutual Fund to be very steady. Tcm Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tcm Small Cap, which you can use to evaluate the volatility of the fund. Please validate Tcm Small's Risk Adjusted Performance of 0.0352, semi deviation of 1.92, and Coefficient Of Variation of 2368.85 to confirm if the risk estimate we provide is consistent with the expected return of 8.0E-4%. 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, Tcm Small will likely underperform.
Auto-correlation | -0.41 |
Modest reverse predictability
Tcm Small Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Tcm Small time series from 17th of November 2025 to 2nd of December 2025 and 2nd of December 2025 to 17th of December 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 Tcm Small Cap price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Tcm Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Tcm Small Cap lagged returns against current returns
Autocorrelation, which is Tcm Small 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 Tcm Small's mutual fund expected returns. We can calculate the autocorrelation of Tcm Small returns to help us make a trade decision. For example, suppose you find that Tcm Small 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 |
Tcm Small 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 Tcm Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcm Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tcm Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcm Small Lagged Returns
When evaluating Tcm Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcm Small mutual fund have on its future price. Tcm Small 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, Tcm Small autocorrelation shows the relationship between Tcm Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcm Small 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.Other Information on Investing in Tcm Mutual Fund
Tcm Small financial ratios help investors to determine whether Tcm 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 Tcm with respect to the benefits of owning Tcm Small security.
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