Investment Quality Bond Fund Market Value
| SQBCX Fund | USD 9.18 0.03 0.33% |
| Symbol | Investment |
Investment Quality '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 Investment Quality'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 Investment Quality.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Investment Quality on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Investment Quality Bond or generate 0.0% return on investment in Investment Quality over 30 days. Investment Quality is related to or competes with Vanguard Short-term, Vanguard Short-term, Vanguard Short-term, Vanguard Short-term, Vanguard Short-term, Lord Abbett, and Lord Abbett. The Portfolio is a fund of funds. The Portfolios main investment strategy is to invest in unaffiliated registered invest... More
Investment Quality 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 Investment Quality'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 Investment Quality Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.58) | |||
| Maximum Drawdown | 1.18 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.33 |
Investment Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment Quality's standard deviation. In reality, there are many statistical measures that can use Investment Quality historical prices to predict the future Investment Quality's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.5533 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investment Quality'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.
Investment Quality Bond Backtested Returns
Investment Quality Bond holds Efficiency (Sharpe) Ratio of -0.082, which attests that the entity had a -0.082% return per unit of risk over the last 3 months. Investment Quality Bond exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investment Quality's Standard Deviation of 0.2477, risk adjusted performance of (0.08), and Market Risk Adjusted Performance of 0.5633 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0532, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investment Quality are expected to decrease at a much lower rate. During the bear market, Investment Quality is likely to outperform the market.
Auto-correlation | -0.48 |
Modest reverse predictability
Investment Quality Bond has modest reverse predictability. Overlapping area represents the amount of predictability between Investment Quality time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Investment Quality Bond price movement. The serial correlation of -0.48 indicates that about 48.0% of current Investment Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Investment Quality Bond lagged returns against current returns
Autocorrelation, which is Investment Quality 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 Investment Quality's mutual fund expected returns. We can calculate the autocorrelation of Investment Quality returns to help us make a trade decision. For example, suppose you find that Investment Quality 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 |
Investment Quality 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 Investment Quality mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment Quality mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment Quality mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Investment Quality Lagged Returns
When evaluating Investment Quality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment Quality mutual fund have on its future price. Investment Quality 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, Investment Quality autocorrelation shows the relationship between Investment Quality mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Investment Quality Bond.
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 Investment Mutual Fund
Investment Quality financial ratios help investors to determine whether Investment 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 Investment with respect to the benefits of owning Investment Quality security.
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |