Quantified Managed Income Fund Market Value
| QBDSX Fund | USD 8.36 0.02 0.24% |
| Symbol | Quantified |
Quantified Managed '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 Managed'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 Managed.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Quantified Managed on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Quantified Managed Income or generate 0.0% return on investment in Quantified Managed over 360 days. Quantified Managed is related to or competes with Spectrum Advisors, Ontrack Core, Ontrack Core, Spectrum Unconstrained, Quantified Market, Quantified Market, and Spectrum Low. The fund invests primarily in income-producing securities More
Quantified Managed 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 Managed'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 Managed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3575 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.4796 |
Quantified Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Managed's standard deviation. In reality, there are many statistical measures that can use Quantified Managed historical prices to predict the future Quantified Managed's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Managed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Quantified Managed Income Backtested Returns
At this stage we consider Quantified Mutual Fund to be very steady. Quantified Managed Income maintains Sharpe Ratio (i.e., Efficiency) of 0.0015, which implies the entity had a 0.0015% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantified Managed Income, which you can use to evaluate the volatility of the fund. Please check Quantified Managed's Coefficient Of Variation of 7436.41, semi deviation of 0.2692, and insignificant Risk Adjusted Performance to confirm if the risk estimate we provide is consistent with the expected return of 5.0E-4%. The fund holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quantified Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Managed is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Quantified Managed Income has good predictability. Overlapping area represents the amount of predictability between Quantified Managed time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. 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 Managed Income price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Quantified Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Quantified Managed Income lagged returns against current returns
Autocorrelation, which is Quantified Managed 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 Managed's mutual fund expected returns. We can calculate the autocorrelation of Quantified Managed returns to help us make a trade decision. For example, suppose you find that Quantified Managed 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 Managed 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 Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Managed 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 Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Managed Lagged Returns
When evaluating Quantified Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Managed mutual fund have on its future price. Quantified Managed 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 Managed autocorrelation shows the relationship between Quantified Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Managed Income.
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 Quantified Mutual Fund
Quantified Managed 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 Managed security.
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