Q3 All Season Systematic Fund Market Value
| QASOX Fund | 10.04 0.11 1.11% |
| Symbol | QASOX |
Q3 All '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 Q3 All'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 Q3 All.
| 05/31/2024 |
| 12/27/2024 |
If you would invest 0.00 in Q3 All on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Q3 All Season Systematic or generate 0.0% return on investment in Q3 All over 210 days. Q3 All is related to or competes with Q3 All, Q3 All, Q3 All, Rbc Bluebay, Oakmark Select, and Putnam Floating. Under normal circumstances, the fund invests primarily in a combination of futures contracts on the SP 500 or NASDAQ , a... More
Q3 All 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 Q3 All'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 Q3 All Season Systematic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0983 | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 1.11 |
Q3 All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Q3 All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Q3 All's standard deviation. In reality, there are many statistical measures that can use Q3 All historical prices to predict the future Q3 All's volatility.| Risk Adjusted Performance | 0.1192 | |||
| Jensen Alpha | 0.0784 | |||
| Total Risk Alpha | 0.0626 | |||
| Sortino Ratio | 0.0539 | |||
| Treynor Ratio | 9.25 |
Q3 All Season Backtested Returns
At this stage we consider QASOX Mutual Fund to be very steady. Q3 All Season retains Efficiency (Sharpe Ratio) of 0.15, which implies the fund had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Q3 All, which you can use to evaluate the volatility of the entity. Please check Q3 All's standard deviation of 0.5739, and Market Risk Adjusted Performance of 9.26 to confirm if the risk estimate we provide is consistent with the expected return of 0.0878%. The entity owns a Beta (Systematic Risk) of 0.0085, which implies not very significant fluctuations relative to the market. As returns on the market increase, Q3 All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Q3 All is expected to be smaller as well.
Auto-correlation | -0.63 |
Very good reverse predictability
Q3 All Season Systematic has very good reverse predictability. Overlapping area represents the amount of predictability between Q3 All time series from 31st of May 2024 to 13th of September 2024 and 13th of September 2024 to 27th 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 Q3 All Season price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Q3 All price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Q3 All Season lagged returns against current returns
Autocorrelation, which is Q3 All 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 Q3 All's mutual fund expected returns. We can calculate the autocorrelation of Q3 All returns to help us make a trade decision. For example, suppose you find that Q3 All 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 |
Q3 All 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 Q3 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Q3 All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Q3 All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Q3 All Lagged Returns
When evaluating Q3 All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Q3 All mutual fund have on its future price. Q3 All 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, Q3 All autocorrelation shows the relationship between Q3 All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Q3 All Season Systematic.
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 QASOX Mutual Fund
Q3 All financial ratios help investors to determine whether QASOX 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 QASOX with respect to the benefits of owning Q3 All security.
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