Tfa Quantitative Fund Market Value
| TFAQX Fund | USD 10.43 0.20 1.96% |
| Symbol | Tfa |
Tfa Quantitative '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 Tfa Quantitative'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 Tfa Quantitative.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Tfa Quantitative on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Tfa Quantitative or generate 0.0% return on investment in Tfa Quantitative over 90 days. Tfa Quantitative is related to or competes with Vy Goldman, Investment Managers, Goldman Sachs, International Investors, Deutsche Gold, and Gold And. The fund invests, under normal market conditions, in long, inverse, leveraged and unleveraged mutual funds and exchange-... More
Tfa Quantitative 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 Tfa Quantitative'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 Tfa Quantitative upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 1.53 |
Tfa Quantitative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tfa Quantitative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tfa Quantitative's standard deviation. In reality, there are many statistical measures that can use Tfa Quantitative historical prices to predict the future Tfa Quantitative's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.0008) | |||
| Treynor Ratio | (0.18) |
Tfa Quantitative Backtested Returns
Tfa Quantitative owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the fund had a -0.14 % return per unit of risk over the last 3 months. Tfa Quantitative exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tfa Quantitative's Variance of 1.53, coefficient of variation of (848.67), and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. Tfa Quantitative returns are very sensitive to returns on the market. As the market goes up or down, Tfa Quantitative is expected to follow.
Auto-correlation | -0.22 |
Weak reverse predictability
Tfa Quantitative has weak reverse predictability. Overlapping area represents the amount of predictability between Tfa Quantitative time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Tfa Quantitative price movement. The serial correlation of -0.22 indicates that over 22.0% of current Tfa Quantitative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Tfa Quantitative lagged returns against current returns
Autocorrelation, which is Tfa Quantitative 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 Tfa Quantitative's mutual fund expected returns. We can calculate the autocorrelation of Tfa Quantitative returns to help us make a trade decision. For example, suppose you find that Tfa Quantitative 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 |
Tfa Quantitative 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 Tfa Quantitative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tfa Quantitative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tfa Quantitative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tfa Quantitative Lagged Returns
When evaluating Tfa Quantitative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tfa Quantitative mutual fund have on its future price. Tfa Quantitative 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, Tfa Quantitative autocorrelation shows the relationship between Tfa Quantitative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tfa Quantitative.
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 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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