Quantified Stf Fund Market Value
| QSTAX Fund | USD 15.04 0.08 0.53% |
| Symbol | Quantified |
Quantified Stf '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 Stf'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 Stf.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Quantified Stf on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Quantified Stf Fund or generate 0.0% return on investment in Quantified Stf over 90 days. Quantified Stf is related to or competes with Vanguard Diversified, Omni Small-cap, Small-midcap Dividend, Artisan Small, Calamos International, and Kinetics Small. The funds investment adviser delegates execution of the funds investment strategy to the Subadviser, Flexible Plan Inves... More
Quantified Stf 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 Stf'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 Stf Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 2.54 |
Quantified Stf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Stf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Stf's standard deviation. In reality, there are many statistical measures that can use Quantified Stf historical prices to predict the future Quantified Stf's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.0132 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0084 | |||
| Treynor Ratio | 0.1062 |
Quantified Stf February 12, 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 | 0.0543 | |||
| Market Risk Adjusted Performance | 0.1162 | |||
| Mean Deviation | 1.28 | |||
| Semi Deviation | 1.71 | |||
| Downside Deviation | 1.96 | |||
| Coefficient Of Variation | 1641.49 | |||
| Standard Deviation | 1.97 | |||
| Variance | 3.87 | |||
| Information Ratio | 0.0084 | |||
| Jensen Alpha | 0.0132 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0084 | |||
| Treynor Ratio | 0.1062 | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 2.54 | |||
| Downside Variance | 3.86 | |||
| Semi Variance | 2.92 | |||
| Expected Short fall | (1.39) | |||
| Skewness | 1.11 | |||
| Kurtosis | 7.18 |
Quantified Stf Backtested Returns
Quantified Stf appears to be not too volatile, given 3 months investment horizon. Quantified Stf maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Quantified Stf, which you can use to evaluate the volatility of the fund. Please evaluate Quantified Stf's Risk Adjusted Performance of 0.0543, semi deviation of 1.71, and Coefficient Of Variation of 1641.49 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.03, which implies a somewhat significant risk relative to the market. Quantified Stf returns are very sensitive to returns on the market. As the market goes up or down, Quantified Stf is expected to follow.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Quantified Stf Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Quantified Stf time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 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 Quantified Stf price movement. The serial correlation of -0.2 indicates that over 20.0% of current Quantified Stf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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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 Stf 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 Stf security.
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