Tfa Quantitative Fund Price on November 6, 2024
| TFAQX Fund | USD 11.52 0.15 1.32% |
Below is the normalized historical share price chart for Tfa Quantitative extending back to May 18, 2020. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Tfa Quantitative stands at 11.52, as last reported on the 27th of December, with the highest price reaching 11.52 and the lowest price hitting 11.52 during the day.
If you're considering investing in Tfa Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Tfa Mutual Fund to be very steady. Tfa Quantitative owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tfa Quantitative, which you can use to evaluate the volatility of the fund. Please validate Tfa Quantitative's Risk Adjusted Performance of 0.1033, semi deviation of 0.8922, and Coefficient Of Variation of 777.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Tfa Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Tfa |
Sharpe Ratio = 0.1186
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| Cash | TFAQX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Tfa Quantitative is performing at about 9% of its full potential. 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 it to a well-diversified portfolio.
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Tfa Quantitative Valuation on November 6, 2024
It is possible to determine the worth of Tfa Quantitative on a given historical date. On November 6, 2024 Tfa was worth 11.15 at the beginning of the trading date compared to the closed value of 11.15. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Tfa Quantitative mutual fund. Still, in general, we apply an absolute valuation method to find Tfa Quantitative's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Tfa Quantitative where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Tfa Quantitative's related companies.
| Open | High | Low | Close | Volume | |
| 10.87 | 10.87 | 10.87 | 10.87 | 1.00 | |
11/06/2024 | 11.15 | 11.15 | 11.15 | 11.15 | 1.00 |
| 11.27 | 11.27 | 11.27 | 11.27 | 1.00 |
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Tfa Quantitative Trading Date Momentum on November 6, 2024
| On November 07 2024 Tfa Quantitative was traded for 11.27 at the closing time. The highest daily price throughout the period was 11.27 and the lowest price was 11.27 . There was no trading activity during the period 1.0. Lack of trading volume on 11/07/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 1.08% . The trading price change to current closing price is 1.17% . |
Tfa Quantitative Fundamentals Correlations and Trends
By evaluating Tfa Quantitative's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Tfa Quantitative's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Tfa financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Tfa Quantitative Mutual Fund history
Tfa Quantitative investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Tfa is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Tfa Quantitative will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Tfa Quantitative stock prices may prove useful in developing a viable investing in Tfa Quantitative
The fund invests, under normal market conditions, in long, inverse, leveraged and unleveraged mutual funds and exchange-traded funds focused on major global equity indices, industry sectors and factor styles. The fund may invest in inverse funds, which are funds that are designed to provide returns that are the inverse, or opposite of a specific benchmark or index. In managing the funds portfolio, the adviser will engage in frequent trading, resulting in a high portfolio turnover rate.
Tfa Quantitative Mutual Fund Technical Analysis
Tfa Quantitative technical mutual fund 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, fund market cycles, or different charting patterns.
Price Boundaries
Tfa Quantitative Period Price Range
Low | December 27, 2024
| High |
0.00 | 0.00 |
Tfa Quantitative cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Tfa Quantitative December 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Tfa Quantitative mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tfa Quantitative shares will generate the highest return on investment. By undertsting and applying Tfa Quantitative mutual fund market strength indicators, traders can identify Tfa Quantitative entry and exit signals to maximize returns
Tfa Quantitative Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Tfa Quantitative's price direction in advance. Along with the technical and fundamental analysis of Tfa Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Tfa to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1033 | |||
| Jensen Alpha | 0.1049 | |||
| Total Risk Alpha | 0.0568 | |||
| Sortino Ratio | 0.0561 | |||
| Treynor Ratio | 4.22 |
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| Volume Indicators |
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.
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