Prudential Qma Large Cap Fund Market Value
| PTMAX Fund | USD 22.44 0.01 0.04% |
| Symbol | Prudential |
Prudential Qma '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 Prudential Qma'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 Prudential Qma.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Prudential Qma on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Prudential Qma Large Cap or generate 0.0% return on investment in Prudential Qma over 90 days. Prudential Qma is related to or competes with Rbc Emerging, Nuveen Managed, Dws Emerging, Investec Emerging, Calvert Emerging, Siit Emerging, and Hartford Emerging. The fund normally invests at least 80 percent of its investable assets in equity and equity-related securities of large ... More
Prudential Qma 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 Prudential Qma'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 Prudential Qma Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.864 | |||
| Information Ratio | 0.1274 | |||
| Maximum Drawdown | 12.78 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.38 |
Prudential Qma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prudential Qma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prudential Qma's standard deviation. In reality, there are many statistical measures that can use Prudential Qma historical prices to predict the future Prudential Qma's volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.221 | |||
| Total Risk Alpha | 0.1404 | |||
| Sortino Ratio | 0.2315 | |||
| Treynor Ratio | 0.4254 |
Prudential Qma January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1262 | |||
| Market Risk Adjusted Performance | 0.4354 | |||
| Mean Deviation | 0.7334 | |||
| Semi Deviation | 0.4989 | |||
| Downside Deviation | 0.864 | |||
| Coefficient Of Variation | 600.65 | |||
| Standard Deviation | 1.57 | |||
| Variance | 2.46 | |||
| Information Ratio | 0.1274 | |||
| Jensen Alpha | 0.221 | |||
| Total Risk Alpha | 0.1404 | |||
| Sortino Ratio | 0.2315 | |||
| Treynor Ratio | 0.4254 | |||
| Maximum Drawdown | 12.78 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 0.7465 | |||
| Semi Variance | 0.2489 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 5.16 | |||
| Kurtosis | 35.22 |
Prudential Qma Large Backtested Returns
Prudential Qma appears to be out of control, given 3 months investment horizon. Prudential Qma Large maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Prudential Qma Large, which you can use to evaluate the volatility of the fund. Please evaluate Prudential Qma's Coefficient Of Variation of 600.65, semi deviation of 0.4989, and Risk Adjusted Performance of 0.1262 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.59, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Prudential Qma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prudential Qma is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Prudential Qma Large Cap has below average predictability. Overlapping area represents the amount of predictability between Prudential Qma time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Prudential Qma Large price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Prudential Qma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Prudential Mutual Fund
Prudential Qma financial ratios help investors to determine whether Prudential 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 Prudential with respect to the benefits of owning Prudential Qma security.
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