Royce Quant Small Cap Etf Performance
| SQLV Etf | USD 45.48 0.07 0.15% |
The etf holds a Beta of 1.52, which implies 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, Royce Quant will likely underperform.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Royce Quant Small Cap are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal essential indicators, Royce Quant may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | When the Price of Talks, People Listen - Stock Traders Daily | 11/15/2024 |
| In Threey Sharp Ratio | 0.07 |
Royce |
Royce Quant Relative Risk vs. Return Landscape
If you would invest 4,170 in Royce Quant Small Cap on August 30, 2024 and sell it today you would earn a total of 378.00 from holding Royce Quant Small Cap or generate 9.06% return on investment over 90 days. Royce Quant Small Cap is currently generating 0.1471% in daily expected returns and assumes 1.3815% risk (volatility on return distribution) over the 90 days horizon. In different words, 12% of etfs are less volatile than Royce, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Royce Quant Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Quant's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Royce Quant Small Cap, and traders can use it to determine the average amount a Royce Quant'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 = 0.1065
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| Cash | Small Risk | SQLV | High Risk | Huge Risk |
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Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Royce Quant is performing at about 8% 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.
Royce Quant Fundamentals Growth
Royce Etf prices reflect investors' perceptions of the future prospects and financial health of Royce Quant, and Royce Quant 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 Royce Etf performance.
| Total Asset | 20.56 M | |||
About Royce Quant Performance
Evaluating Royce Quant's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Royce Quant has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Royce Quant has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
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.| Latest headline from news.google.com: When the Price of Talks, People Listen - Stock Traders Daily | |
| The fund maintains 99.84% of its assets in stocks |
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 Commodity Directory module to find actively traded commodities issued by global exchanges.
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.