Quantified Stf Fund Market Value
| QSTFX Fund | USD 19.40 0.01 0.05% |
| Symbol | Quantified |
Quantified Stf '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 Quantified Stf'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 Quantified Stf.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Quantified Stf on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Quantified Stf Fund or generate 0.0% return on investment in Quantified Stf over 30 days. Quantified Stf is related to or competes with Columbia Income, Ashmore Emerging, Ashmore Emerging, Blackrock Gov, and Invesco Limited. The funds investment adviser delegates execution of the funds investment strategy to the Subadviser, Flexible Plan Inves... More
Quantified Stf 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 Quantified Stf'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 Quantified Stf Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1355 | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.75 |
Quantified Stf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Stf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Stf's standard deviation. In reality, there are many statistical measures that can use Quantified Stf historical prices to predict the future Quantified Stf's volatility.| Risk Adjusted Performance | 0.1308 | |||
| Jensen Alpha | 0.1956 | |||
| Total Risk Alpha | 0.1736 | |||
| Sortino Ratio | 0.1392 | |||
| Treynor Ratio | 0.2547 |
Quantified Stf Backtested Returns
At this stage we consider Quantified Mutual Fund to be very steady. Quantified Stf maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantified Stf, which you can use to evaluate the volatility of the fund. Please check Quantified Stf's Semi Deviation of 0.9417, risk adjusted performance of 0.1308, and Coefficient Of Variation of 628.45 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The fund holds a Beta of 0.85, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantified Stf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Stf is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Quantified Stf Fund has good predictability. Overlapping area represents the amount of predictability between Quantified Stf time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th of December 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 Quantified Stf price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Quantified Stf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Quantified Stf lagged returns against current returns
Autocorrelation, which is Quantified Stf 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 Quantified Stf's mutual fund expected returns. We can calculate the autocorrelation of Quantified Stf returns to help us make a trade decision. For example, suppose you find that Quantified Stf 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 |
Quantified Stf 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 Quantified Stf mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Stf mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantified Stf mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Stf Lagged Returns
When evaluating Quantified Stf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Stf mutual fund have on its future price. Quantified Stf 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, Quantified Stf autocorrelation shows the relationship between Quantified Stf mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Stf Fund.
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 Quantified Mutual Fund
Quantified Stf financial ratios help investors to determine whether Quantified 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 Quantified with respect to the benefits of owning Quantified Stf security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |