Quantified Government Income Fund Market Value
| QGITX Fund | USD 6.97 0.01 0.14% |
| Symbol | Quantified |
Quantified Government '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 Government'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 Government.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Quantified Government on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Quantified Government Income or generate 0.0% return on investment in Quantified Government over 90 days. Quantified Government is related to or competes with T Rowe, T Rowe, Locorr Long/short, Arrow Managed, Credit Suisse, and Nuveen Nwq. The fund invests at least 80 percent of its net assets in U.S More
Quantified Government 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 Government'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 Government Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3093 | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.7278 |
Quantified Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Government's standard deviation. In reality, there are many statistical measures that can use Quantified Government historical prices to predict the future Quantified Government's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0533 | |||
| Treynor Ratio | 0.3675 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Government'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 Government Backtested Returns
At this stage we consider Quantified Mutual Fund to be very steady. Quantified Government maintains Sharpe Ratio (i.e., Efficiency) of 0.0314, which implies the entity had a 0.0314 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Quantified Government, which you can use to evaluate the volatility of the fund. Please check Quantified Government's Variance of 0.1675, risk adjusted performance of (0.02), and Coefficient Of Variation of (7,191) to confirm if the risk estimate we provide is consistent with the expected return of 0.0128%. The fund holds a Beta of -0.0427, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quantified Government are expected to decrease at a much lower rate. During the bear market, Quantified Government is likely to outperform the market.
Auto-correlation | -0.57 |
Good reverse predictability
Quantified Government Income has good reverse predictability. Overlapping area represents the amount of predictability between Quantified Government time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Government price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Quantified Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Quantified Government lagged returns against current returns
Autocorrelation, which is Quantified Government 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 Government's mutual fund expected returns. We can calculate the autocorrelation of Quantified Government returns to help us make a trade decision. For example, suppose you find that Quantified Government 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 Government 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 Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Government 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 Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Government Lagged Returns
When evaluating Quantified Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Government mutual fund have on its future price. Quantified Government 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 Government autocorrelation shows the relationship between Quantified Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Government Income.
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 Government 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 Government security.
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