Quantified Common Ground Fund Market Value
| QCGDX Fund | USD 15.33 0.28 1.86% |
| Symbol | Quantified |
Quantified Common '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 Common'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 Common.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Quantified Common on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Quantified Common Ground or generate 0.0% return on investment in Quantified Common over 60 days. Quantified Common is related to or competes with Health Care, Schwab Health, Alphacentric Lifesci, Eventide Healthcare, Eaton Vance, Hartford Healthcare, and Lord Abbett. The fund invests primarily in common stocks and bonds of issuers that the Subadviser considers compliant with both ESG a... More
Quantified Common 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 Common'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 Common Ground upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.28 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.16 |
Quantified Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Common's standard deviation. In reality, there are many statistical measures that can use Quantified Common historical prices to predict the future Quantified Common's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Common's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Quantified Common Ground Backtested Returns
Quantified Common Ground 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. Quantified Common Ground exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quantified Common's Coefficient Of Variation of (1,025), risk adjusted performance of (0.07), and Variance of 0.9097 to confirm the risk estimate we provide. The fund holds a Beta of 0.65, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantified Common's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Common is expected to be smaller as well.
Auto-correlation | -0.5 |
Modest reverse predictability
Quantified Common Ground has modest reverse predictability. Overlapping area represents the amount of predictability between Quantified Common time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 2025. 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 Common Ground price movement. The serial correlation of -0.5 indicates that about 50.0% of current Quantified Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Quantified Common Ground lagged returns against current returns
Autocorrelation, which is Quantified Common 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 Common's mutual fund expected returns. We can calculate the autocorrelation of Quantified Common returns to help us make a trade decision. For example, suppose you find that Quantified Common 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 Common 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 Common mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Common 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 Common mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Common Lagged Returns
When evaluating Quantified Common's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Common mutual fund have on its future price. Quantified Common 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 Common autocorrelation shows the relationship between Quantified Common mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Common Ground.
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 Common 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 Common security.
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