Quantified Alternative Investment Fund Market Value
| QALAX Fund | USD 9.16 0.04 0.44% |
| Symbol | Quantified |
Quantified Alternative '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 Quantified Alternative'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 Quantified Alternative.
| 01/24/2024 |
| 01/18/2025 |
If you would invest 0.00 in Quantified Alternative on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Quantified Alternative Investment or generate 0.0% return on investment in Quantified Alternative over 360 days. Quantified Alternative is related to or competes with Spectrum Advisors, Ontrack Core, Ontrack Core, Spectrum Unconstrained, Quantified Market, Quantified Market, and Spectrum Low. The fund will primarily invest indirectly in alternative investments by using exchange-traded funds , open-end mutual fu... More
Quantified Alternative 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 Quantified Alternative'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 Quantified Alternative Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.57 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.8782 |
Quantified Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Alternative's standard deviation. In reality, there are many statistical measures that can use Quantified Alternative historical prices to predict the future Quantified Alternative's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.18) |
Quantified Alternative Backtested Returns
Quantified Alternative maintains Sharpe Ratio (i.e., Efficiency) of -0.0446, which implies the entity had a -0.0446% return per unit of risk over the last 3 months. Quantified Alternative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quantified Alternative's Risk Adjusted Performance of (0.05), variance of 0.32, and Coefficient Of Variation of (1,908) to confirm the risk estimate we provide. The fund holds a Beta of 0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quantified Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Alternative is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Quantified Alternative Investment has very weak reverse predictability. Overlapping area represents the amount of predictability between Quantified Alternative time series from 24th of January 2024 to 22nd of July 2024 and 22nd of July 2024 to 18th 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 Quantified Alternative price movement. The serial correlation of -0.03 indicates that only 3.0% of current Quantified Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Quantified Alternative lagged returns against current returns
Autocorrelation, which is Quantified Alternative 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 Quantified Alternative's mutual fund expected returns. We can calculate the autocorrelation of Quantified Alternative returns to help us make a trade decision. For example, suppose you find that Quantified Alternative 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 |
Quantified Alternative 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 Quantified Alternative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Alternative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantified Alternative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Alternative Lagged Returns
When evaluating Quantified Alternative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Alternative mutual fund have on its future price. Quantified Alternative 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, Quantified Alternative autocorrelation shows the relationship between Quantified Alternative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Alternative Investment.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Quantified Mutual Fund
Quantified Alternative financial ratios help investors to determine whether Quantified 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 Quantified with respect to the benefits of owning Quantified Alternative security.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |