Mutual Quest Fund Market Value
| TEMQX Fund | USD 15.04 0.03 0.20% |
| Symbol | Mutual |
Mutual Quest '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 Mutual Quest'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 Mutual Quest.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Mutual Quest on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Mutual Quest or generate 0.0% return on investment in Mutual Quest over 30 days. Mutual Quest is related to or competes with Us Government, Us Government, Government Securities, Us Government, Us Government, Blackrock, and Inverse Government. The fund invests substantially to primarily in equity securities of U.S More
Mutual Quest 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 Mutual Quest'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 Mutual Quest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5153 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.65 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 0.7581 |
Mutual Quest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mutual Quest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mutual Quest's standard deviation. In reality, there are many statistical measures that can use Mutual Quest historical prices to predict the future Mutual Quest's volatility.| Risk Adjusted Performance | 0.041 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.0358 |
Mutual Quest Backtested Returns
At this stage we consider Mutual Mutual Fund to be very steady. Mutual Quest has Sharpe Ratio of 0.0582, which conveys that the entity had a 0.0582% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mutual Quest, which you can use to evaluate the volatility of the fund. Please verify Mutual Quest's Mean Deviation of 0.4377, risk adjusted performance of 0.041, and Downside Deviation of 0.5153 to check out if the risk estimate we provide is consistent with the expected return of 0.0319%. The fund secures a Beta (Market Risk) of 0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mutual Quest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mutual Quest is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Mutual Quest has very good predictability. Overlapping area represents the amount of predictability between Mutual Quest time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Mutual Quest price movement. The serial correlation of 0.83 indicates that around 83.0% of current Mutual Quest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mutual Quest lagged returns against current returns
Autocorrelation, which is Mutual Quest 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 Mutual Quest's mutual fund expected returns. We can calculate the autocorrelation of Mutual Quest returns to help us make a trade decision. For example, suppose you find that Mutual Quest 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 |
Mutual Quest 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 Mutual Quest mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mutual Quest mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mutual Quest mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mutual Quest Lagged Returns
When evaluating Mutual Quest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mutual Quest mutual fund have on its future price. Mutual Quest 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, Mutual Quest autocorrelation shows the relationship between Mutual Quest mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mutual Quest.
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 Mutual Mutual Fund
Mutual Quest financial ratios help investors to determine whether Mutual 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 Mutual with respect to the benefits of owning Mutual Quest security.
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