Quantified Rising Dividend Fund Market Value
| QRDTX Fund | USD 10.08 0.09 0.90% |
| Symbol | Quantified |
Quantified Rising '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 Rising'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 Rising.
| 05/28/2024 |
| 11/24/2024 |
If you would invest 0.00 in Quantified Rising on May 28, 2024 and sell it all today you would earn a total of 0.00 from holding Quantified Rising Dividend or generate 0.0% return on investment in Quantified Rising over 180 days. Quantified Rising is related to or competes with Spectrum Advisors, Ontrack Core, Ontrack Core, Spectrum Unconstrained, Quantified Market, Quantified Market, and Spectrum Low. Under normal circumstances, the fund invests at least 80 percent of its net assets in ETFs, closed-end funds and mutual ... More
Quantified Rising 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 Rising'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 Rising Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8527 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.49 |
Quantified Rising Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Rising's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Rising's standard deviation. In reality, there are many statistical measures that can use Quantified Rising historical prices to predict the future Quantified Rising's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0909 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Rising'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 Rising Backtested Returns
At this stage we consider Quantified Mutual Fund to be very steady. Quantified Rising maintains Sharpe Ratio (i.e., Efficiency) of 0.0983, which implies the entity had a 0.0983% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantified Rising, which you can use to evaluate the volatility of the fund. Please check Quantified Rising's Risk Adjusted Performance of 0.0927, coefficient of variation of 839.9, and Semi Deviation of 0.7414 to confirm if the risk estimate we provide is consistent with the expected return of 0.087%. The fund holds a Beta of 1.06, which implies a somewhat significant risk relative to the market. Quantified Rising returns are very sensitive to returns on the market. As the market goes up or down, Quantified Rising is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Quantified Rising Dividend has good predictability. Overlapping area represents the amount of predictability between Quantified Rising time series from 28th of May 2024 to 26th of August 2024 and 26th of August 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 Rising price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Quantified Rising price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Quantified Rising lagged returns against current returns
Autocorrelation, which is Quantified Rising 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 Rising's mutual fund expected returns. We can calculate the autocorrelation of Quantified Rising returns to help us make a trade decision. For example, suppose you find that Quantified Rising 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 Rising 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 Rising mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Rising 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 Rising mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Rising Lagged Returns
When evaluating Quantified Rising's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Rising mutual fund have on its future price. Quantified Rising 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 Rising autocorrelation shows the relationship between Quantified Rising mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Rising Dividend.
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 Rising 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 Rising security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |