Quantex Fund Retail Fund Market Value
| FLCGX Fund | USD 35.58 0.23 0.65% |
| Symbol | Quantex |
Quantex Fund '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 Quantex Fund'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 Quantex Fund.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Quantex Fund on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Quantex Fund Retail or generate 0.0% return on investment in Quantex Fund over 30 days. Quantex Fund is related to or competes with Muirfield Fund, Balanced Fund, Infrastructure Fund, and Global Opportunities. Under normal circumstances, the fund will invest at least 80 percent of its net assets in common stocks or underlying fu... More
Quantex Fund 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 Quantex Fund'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 Quantex Fund Retail upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 17.87 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.17 |
Quantex Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantex Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantex Fund's standard deviation. In reality, there are many statistical measures that can use Quantex Fund historical prices to predict the future Quantex Fund's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.42) |
Quantex Fund Retail Backtested Returns
Quantex Fund Retail maintains Sharpe Ratio (i.e., Efficiency) of -0.0813, which implies the entity had a -0.0813 % return per unit of risk over the last 3 months. Quantex Fund Retail exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quantex Fund's Variance of 4.57, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,184) to confirm the risk estimate we provide. The fund holds a Beta of 0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantex Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantex Fund is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Quantex Fund Retail has virtually no predictability. Overlapping area represents the amount of predictability between Quantex Fund time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Quantex Fund Retail price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Quantex Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Quantex Fund Retail lagged returns against current returns
Autocorrelation, which is Quantex Fund 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 Quantex Fund's mutual fund expected returns. We can calculate the autocorrelation of Quantex Fund returns to help us make a trade decision. For example, suppose you find that Quantex Fund 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 |
Quantex Fund 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 Quantex Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantex Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantex Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantex Fund Lagged Returns
When evaluating Quantex Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantex Fund mutual fund have on its future price. Quantex Fund 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, Quantex Fund autocorrelation shows the relationship between Quantex Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantex Fund Retail.
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 Quantex Mutual Fund
Quantex Fund financial ratios help investors to determine whether Quantex 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 Quantex with respect to the benefits of owning Quantex Fund security.
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