Royce Quant Small Cap Etf Z Score
| SQLV Etf | USD 46.01 0.06 0.13% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret Royce Quant Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why Royce Quant Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
Royce Quant Z-Score Analysis
The module uses available fundamental data of Royce Quant to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out
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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated 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. Meanwhile, Royce Quant's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Royce Quant on November 20, 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 | 0.8497 | |||
| Information Ratio | 0.0824 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.29 |
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 | 0.1068 | |||
| Jensen Alpha | 0.086 | |||
| Total Risk Alpha | 0.0739 | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | 0.1218 |
Royce Quant February 18, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1068 | |||
| Market Risk Adjusted Performance | 0.1318 | |||
| Mean Deviation | 0.849 | |||
| Semi Deviation | 0.6821 | |||
| Downside Deviation | 0.8497 | |||
| Coefficient Of Variation | 763.77 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.0824 | |||
| Jensen Alpha | 0.086 | |||
| Total Risk Alpha | 0.0739 | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | 0.1218 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.29 | |||
| Downside Variance | 0.722 | |||
| Semi Variance | 0.4652 | |||
| Expected Short fall | (1.04) | |||
| Skewness | 0.6074 | |||
| Kurtosis | 0.3352 |
Royce Quant Small Backtested Returns
Royce Quant appears to be very steady, given 3 months investment horizon. Royce Quant Small maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the entity had a 0.23 % 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 evaluate Royce Quant's Risk Adjusted Performance of 0.1068, coefficient of variation of 763.77, and Semi Deviation of 0.6821 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 1.09, 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 | 0.59 |
Modest predictability
Royce Quant Small Cap has modest predictability. Overlapping area represents the amount of predictability between Royce Quant time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 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 0.59 indicates that roughly 59.0% of current Royce Quant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
Based on the company's disclosures, Royce Quant Small Cap has a Z Score of 0.0. This indicator is about the same for the Franklin Templeton Investments average (which is currently at 0.0) family and about the same as Small Value (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
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 8.11 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 for 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 manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Royce Fundamentals
| Number Of Employees | 553 | |||
| Beta | 1.11 | |||
| Total Asset | 20.56 M | |||
| One Year Return | 9.00 % | |||
| Three Year Return | 6.90 % | |||
| Five Year Return | 7.10 % | |||
| 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.
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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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated 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. Meanwhile, Royce Quant's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.