Tfa Quantitative Fund Manager Performance Evaluation
| TFAQX Fund | USD 9.56 0.21 2.15% |
The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tfa Quantitative are expected to decrease at a much lower rate. During the bear market, Tfa Quantitative is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Tfa Quantitative has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in May 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
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Tfa Quantitative Relative Risk vs. Return Landscape
If you would invest 1,135 in Tfa Quantitative on January 17, 2025 and sell it today you would lose (179.00) from holding Tfa Quantitative or give up 15.77% of portfolio value over 90 days. Tfa Quantitative is currently producing negative expected returns and takes up 1.9197% volatility of returns over 90 trading days. Put another way, 17% of traded mutual funds are less volatile than Tfa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Tfa Quantitative Current Valuation
Overvalued
Today
Please note that Tfa Quantitative's price fluctuation is not too volatile at this time. At this time, the fund appears to be overvalued. Tfa Quantitative has a current Real Value of $9.12 per share. The regular price of the fund is $9.56. We determine the value of Tfa Quantitative from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Tfa Quantitative is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Tfa Mutual Fund. However, Tfa Quantitative's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.56 | Real 9.12 | Hype 9.77 |
The intrinsic value of Tfa Quantitative's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Tfa Quantitative's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Tfa Quantitative helps investors to forecast how Tfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Tfa Quantitative more accurately as focusing exclusively on Tfa Quantitative's fundamentals will not take into account other important factors: Tfa Quantitative Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tfa Quantitative's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Tfa Quantitative, and traders can use it to determine the average amount a Tfa Quantitative's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1323
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TFAQX |
Estimated Market Risk
| 1.92 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Tfa Quantitative is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Tfa Quantitative by adding Tfa Quantitative to a well-diversified portfolio.
Tfa Quantitative Fundamentals Growth
Tfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Tfa Quantitative, and Tfa Quantitative fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Tfa Mutual Fund performance.
| Total Asset | 34.05 M | ||||
About Tfa Quantitative Performance
Evaluating Tfa Quantitative's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Tfa Quantitative has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Tfa Quantitative has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests, under normal circumstances, in long, inverse, leveraged and unleveraged mutual funds and exchange-traded funds focused on major global equity indices, industry sectors and factor styles. Tfa Quantitiative is traded on NASDAQ Exchange in the United States.Things to note about Tfa Quantitative performance evaluation
Checking the ongoing alerts about Tfa Quantitative for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Tfa Quantitative help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Tfa Quantitative generated a negative expected return over the last 90 days | |
| The fund maintains about 30.5% of its assets in cash |
- Analyzing Tfa Quantitative's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Tfa Quantitative's stock is overvalued or undervalued compared to its peers.
- Examining Tfa Quantitative's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Tfa Quantitative's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Tfa Quantitative's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Tfa Quantitative's mutual fund. These opinions can provide insight into Tfa Quantitative's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Tfa Mutual Fund
Tfa Quantitative financial ratios help investors to determine whether Tfa 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 Tfa with respect to the benefits of owning Tfa Quantitative security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |