Quantified Market Leaders Fund Market Value
| QMLFX Fund | USD 11.65 0.16 1.35% |
| Symbol | Quantified |
Quantified Market '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 Market'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 Market.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Quantified Market on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Quantified Market Leaders or generate 0.0% return on investment in Quantified Market over 720 days. Quantified Market is related to or competes with Ab All, Siit Emerging, Transamerica Emerging, Rbc Emerging, and Doubleline Emerging. The fund will typically invest primarily in equity or investment grade fixed income securities either directly through i... More
Quantified Market 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 Market'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 Market Leaders upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 7.48 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.32 |
Quantified Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Market's standard deviation. In reality, there are many statistical measures that can use Quantified Market historical prices to predict the future Quantified Market's volatility.| Risk Adjusted Performance | 0.071 | |||
| Jensen Alpha | 0.122 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0109 | |||
| Treynor Ratio | (2.24) |
Quantified Market Leaders Backtested Returns
At this stage we consider Quantified Mutual Fund to be not too volatile. Quantified Market Leaders maintains Sharpe Ratio (i.e., Efficiency) of 0.0733, which implies the entity had a 0.0733% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Quantified Market Leaders, which you can use to evaluate the volatility of the fund. Please check Quantified Market's Coefficient Of Variation of 1152.65, semi deviation of 1.33, and Risk Adjusted Performance of 0.071 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The fund holds a Beta of -0.0522, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quantified Market are expected to decrease at a much lower rate. During the bear market, Quantified Market is likely to outperform the market.
Auto-correlation | 0.29 |
Poor predictability
Quantified Market Leaders has poor predictability. Overlapping area represents the amount of predictability between Quantified Market time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Market Leaders price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Quantified Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Quantified Market Leaders lagged returns against current returns
Autocorrelation, which is Quantified Market 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 Market's mutual fund expected returns. We can calculate the autocorrelation of Quantified Market returns to help us make a trade decision. For example, suppose you find that Quantified Market 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 Market 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 Market mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Market 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 Market mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Market Lagged Returns
When evaluating Quantified Market's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Market mutual fund have on its future price. Quantified Market 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 Market autocorrelation shows the relationship between Quantified Market mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Market Leaders.
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 Market 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 Market security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
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| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |