Royce Quant Small Cap Etf Price on November 27, 2024
| SQLV Etf | USD 45.51 0.03 0.07% |
Below is the normalized historical share price chart for Royce Quant Small Cap extending back to July 13, 2017. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Royce Quant stands at 45.51, as last reported on the 30th of November, with the highest price reaching 45.76 and the lowest price hitting 45.51 during the day.
If you're considering investing in Royce Etf, it is important to understand the factors that can impact its price. At this stage we consider Royce Etf to be very steady. Royce Quant Small maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Royce Quant Small, which you can use to evaluate the volatility of the etf. Please check Royce Quant's Coefficient Of Variation of 833.43, semi deviation of 0.8271, and Risk Adjusted Performance of 0.0961 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%.
Royce Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 21.89 | 200 Day MA 40.7391 | 1 y Volatility 20.49 | 50 Day MA 42.6156 | Inception Date 2017-07-12 |
Royce |
Sharpe Ratio = 0.1423
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Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Royce Quant is performing at about 11% 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 Royce Quant by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 1.2 K |
Royce Quant Valuation on November 27, 2024
It is possible to determine the worth of Royce Quant on a given historical date. On November 27, 2024 Royce was worth 45.51 at the beginning of the trading date compared to the closed value of 45.48. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Royce Quant etf. Still, in general, we apply an absolute valuation method to find Royce Quant's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Royce Quant where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Royce Quant's related companies.
| Open | High | Low | Close | Volume | |
| 45.61 | 45.61 | 45.29 | 45.41 | 1,200 | |
11/27/2024 | 45.51 | 45.51 | 45.48 | 45.48 | 300.00 |
| 45.76 | 45.76 | 45.51 | 45.51 | 600.00 |
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Royce Quant Trading Date Momentum on November 27, 2024
| On November 29 2024 Royce Quant Small Cap was traded for 45.51 at the closing time. The top price for the day was 45.76 and the lowest listed price was 45.51 . The trading volume for the day was 600. The trading history from November 29, 2024 was a factor to the next trading day price increase. The trading price change against the next closing price was 0.07% . The trading delta at closing time against the current closing price is 0.62% . |
Royce Quant Small Fundamentals Correlations and Trends
By evaluating Royce Quant's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Royce Quant's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Royce financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Royce Quant Etf history
Royce Quant investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Royce is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Royce Quant Small will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Royce Quant stock prices may prove useful in developing a viable investing in Royce Quant
The fund primarily invests in equity securities of small-capitalization companies that are traded in the United States and meet certain criteria using a proprietary methodology created by the funds subadviser. Legg Small-Cap is traded on NASDAQ Exchange in the United States.
Royce Quant Etf Technical Analysis
Royce Quant technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Price Boundaries
Royce Quant Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Royce Quant Small Cap cannot be verified against its exchange. Please verify the symbol is currently traded on NASDAQ Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Royce Quant November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Royce Quant etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Royce Quant shares will generate the highest return on investment. By undertsting and applying Royce Quant etf market strength indicators, traders can identify Royce Quant Small Cap entry and exit signals to maximize returns
Royce Quant Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Royce Quant's price direction in advance. Along with the technical and fundamental analysis of Royce Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Royce to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0961 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0253 | |||
| Treynor Ratio | 0.101 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Royce Quant Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
The market value of Royce Quant Small is measured differently than its book value, which is the value of Royce that is recorded on the company's balance sheet. Investors also form their own opinion of Royce Quant's value that differs from its market value or its book value, called intrinsic value, which is Royce Quant's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Royce Quant's market value can be influenced by many factors that don't directly affect Royce Quant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Royce Quant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Royce Quant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Royce Quant'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.