Royce Quant Small Cap Etf Fundamentals
| SQLV Etf | USD 45.15 0.85 1.85% |
As of the 24th of January, Royce Quant holds the Coefficient Of Variation of 876.39, risk adjusted performance of 0.0864, and Semi Deviation of 0.7025. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Royce Quant, as well as the relationship between them. Please check Royce Quant Small market risk adjusted performance, variance, as well as the relationship between the Variance and potential upside to decide if Royce Quant Small is priced some-what accurately, providing market reflects its current price of 45.15 per share.
Royce Quant's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Royce Quant's valuation are provided below:Royce Quant Small Cap does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. 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.
Royce Quant '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 Royce Quant's etf 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 Royce Quant.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Royce Quant on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Quant Small Cap or generate 0.0% return on investment in Royce Quant over 90 days. Royce Quant is related to or competes with Amplify Cash, First Trust, First Trust, VanEck Brazil, Jpmorgan Active, Matthews China, and Neuberger Berman. The fund primarily invests in equity securities of small-capitalization companies that are traded in the United States a... More
Royce Quant 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 Royce Quant's etf 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 Royce Quant Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8416 | |||
| Information Ratio | 0.0374 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.27 |
Royce Quant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Quant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Quant's standard deviation. In reality, there are many statistical measures that can use Royce Quant historical prices to predict the future Royce Quant's volatility.| Risk Adjusted Performance | 0.0864 | |||
| Jensen Alpha | 0.0337 | |||
| Total Risk Alpha | 0.0112 | |||
| Sortino Ratio | 0.0454 | |||
| Treynor Ratio | 0.0999 |
Royce Quant January 24, 2026 Technical Indicators
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0864 | |||
| Market Risk Adjusted Performance | 0.1099 | |||
| Mean Deviation | 0.7825 | |||
| Semi Deviation | 0.7025 | |||
| Downside Deviation | 0.8416 | |||
| Coefficient Of Variation | 876.39 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0374 | |||
| Jensen Alpha | 0.0337 | |||
| Total Risk Alpha | 0.0112 | |||
| Sortino Ratio | 0.0454 | |||
| Treynor Ratio | 0.0999 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 0.7082 | |||
| Semi Variance | 0.4935 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.5842 | |||
| Kurtosis | 0.8656 |
Royce Quant Small Backtested Returns
At this stage we consider Royce Etf to be very steady. Royce Quant Small maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine 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 876.39, risk adjusted performance of 0.0864, and Semi Deviation of 0.7025 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 1.07, which implies a somewhat significant risk relative to the market. Royce Quant returns are very sensitive to returns on the market. As the market goes up or down, Royce Quant is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Royce Quant Small Cap has good predictability. Overlapping area represents the amount of predictability between Royce Quant time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Royce Quant Small price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Royce Quant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Royce Quant Small Cap has a Beta of 1.17. This is much higher than that of the Franklin Templeton Investments family and significantly higher than that of the Small Value category. The beta for all United States etfs is notably lower than that of the firm.
Royce Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Royce Quant's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Royce Quant could also be used in its relative valuation, which is a method of valuing Royce Quant by comparing valuation metrics of similar companies.Royce Quant is currently under evaluation in beta as compared to similar ETFs.
Royce Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Royce Quant's current stock value. Our valuation model uses many indicators to compare Royce Quant value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Royce Quant competition to find correlations between indicators driving Royce Quant's intrinsic value. More Info.Royce Quant Small Cap is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 5.64 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Royce Quant by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Royce Quant
The fund invests 99.84% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Royce Quant's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Royce Quant will likely underperform.
Royce Fundamentals
| Number Of Employees | 553 | |||
| Beta | 1.17 | |||
| Total Asset | 20.56 M | |||
| One Year Return | 6.60 % | |||
| Three Year Return | 8.80 % | |||
| Five Year Return | 8.30 % | |||
| Net Asset | 20.56 M | |||
| Last Dividend Paid | 0.086 | |||
| Equity Positions Weight | 99.84 % |
About Royce Quant Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Royce Quant Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Royce Quant using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Royce Quant Small Cap based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.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.
Thematic Opportunities
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Check out Royce Quant Piotroski F Score and Royce Quant Altman Z Score analysis. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.