Royce Quant Small Cap Etf Market Value

SQLV Etf  USD 37.86  0.76  1.97%   
Royce Quant's market value is the price at which a share of Royce Quant trades on a public exchange. It measures the collective expectations of Royce Quant Small Cap investors about its performance. Royce Quant is selling for under 37.86 as of the 31st of March 2025; that is 1.97 percent decrease since the beginning of the trading day. The etf's lowest day price was 37.81.
With this module, you can estimate the performance of a buy and hold strategy of Royce Quant Small Cap and determine expected loss or profit from investing in Royce Quant over a given investment horizon. Check out Royce Quant Correlation, Royce Quant Volatility and Royce Quant Alpha and Beta module to complement your research on Royce Quant.
Symbol

The market value of Royce Quant Small is measured differently than its book value, which is the value of Royce that is recorded on the company's balance sheet. Investors also form their own opinion of Royce Quant's value that differs from its market value or its book value, called intrinsic value, which is Royce Quant's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Royce Quant's market value can be influenced by many factors that don't directly affect Royce Quant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Royce Quant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Royce Quant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Royce Quant's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Royce Quant '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 Royce Quant's etf 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 Royce Quant.
0.00
03/01/2025
No Change 0.00  0.0 
In 31 days
03/31/2025
0.00
If you would invest  0.00  in Royce Quant on March 1, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Quant Small Cap or generate 0.0% return on investment in Royce Quant over 30 days. Royce Quant is related to or competes with Vanguard Small, IShares Russell, IShares SP, Dimensional Targeted, IShares SP, SPDR SP, and Avantis Small. The fund primarily invests in equity securities of small-capitalization companies that are traded in the United States a... More

Royce Quant 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 Royce Quant's etf 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 Royce Quant Small Cap upside and downside potential and time the market with a certain degree of confidence.

Royce Quant Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Quant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Quant's standard deviation. In reality, there are many statistical measures that can use Royce Quant historical prices to predict the future Royce Quant's volatility.
Hype
Prediction
LowEstimatedHigh
36.7237.7838.84
Details
Intrinsic
Valuation
LowRealHigh
37.4638.5239.58
Details

Royce Quant Small Backtested Returns

Royce Quant Small maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the entity had a -0.17 % return per unit of risk over the last 3 months. Royce Quant Small exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Royce Quant's Coefficient Of Variation of (653.74), risk adjusted performance of (0.13), and Variance of 1.1 to confirm the risk estimate we provide. The etf holds a Beta of 1.03, which implies a somewhat significant risk relative to the market. Royce Quant returns are very sensitive to returns on the market. As the market goes up or down, Royce Quant is expected to follow.

Auto-correlation

    
  -0.08  

Very weak reverse predictability

Royce Quant Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Royce Quant time series from 1st of March 2025 to 16th of March 2025 and 16th of March 2025 to 31st of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Royce Quant Small price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Royce Quant price fluctuation can be explain by its past prices.
Correlation Coefficient-0.08
Spearman Rank Test-0.09
Residual Average0.0
Price Variance0.11
Royce ReturnsRoyce Lagged ReturnsDiversified AwayRoyce ReturnsRoyce Lagged ReturnsDiversified Away100%

Royce Quant Small lagged returns against current returns

Autocorrelation, which is Royce Quant etf'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 Royce Quant's etf expected returns. We can calculate the autocorrelation of Royce Quant returns to help us make a trade decision. For example, suppose you find that Royce Quant has exhibited high autocorrelation historically, and you observe that the etf 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   
JavaScript chart by amCharts 3.21.15Mar 17Mar 19Mar 21Mar 23Mar 25Mar 27Mar 29Mar 31-5%-4%-3%-2%-1%0%1% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Royce Quant 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 Royce Quant etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Royce Quant etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Royce Quant etf over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Mar 17Mar 19Mar 21Mar 23Mar 25Mar 27Mar 29Mar 3137.838.038.238.438.638.839.039.2
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Royce Quant Lagged Returns

When evaluating Royce Quant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Royce Quant etf have on its future price. Royce Quant 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, Royce Quant autocorrelation shows the relationship between Royce Quant etf current value and its past values and can show if there is a momentum factor associated with investing in Royce Quant Small Cap.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15MarMar 07Mar 11Mar 15Mar 19Mar 23Mar 27Mar 3137.538.038.539.0
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether Royce Quant Small is a strong investment it is important to analyze Royce Quant's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Royce Quant's future performance. For an informed investment choice regarding Royce Etf, refer to the following important reports:
Check out Royce Quant Correlation, Royce Quant Volatility and Royce Quant Alpha and Beta module to complement your research on Royce Quant.
You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Royce Quant technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of Royce Quant technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Royce Quant trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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