Quantitative U S Fund Manager Performance Evaluation
| GQLVX Fund | USD 12.49 0.07 0.56% |
The fund holds a Beta of 0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantitative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantitative is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Quantitative U S has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Quantitative is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreQuantitative |
Quantitative Relative Risk vs. Return Landscape
If you would invest 1,253 in Quantitative U S on December 22, 2024 and sell it today you would lose (4.00) from holding Quantitative U S or give up 0.32% of portfolio value over 90 days. Quantitative U S is currently producing negative expected returns and takes up 0.7718% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Quantitative, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Quantitative Current Valuation
Fairly Valued
Today
Please note that Quantitative's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Quantitative U S holds a recent Real Value of $12.53 per share. The prevailing price of the fund is $12.49. We determine the value of Quantitative U S from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Quantitative is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Quantitative Mutual Fund. However, Quantitative's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 12.49 | Real 12.53 | Hype 12.49 | Naive 12.62 |
The intrinsic value of Quantitative's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Quantitative's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Quantitative U S helps investors to forecast how Quantitative mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Quantitative more accurately as focusing exclusively on Quantitative's fundamentals will not take into account other important factors: Quantitative Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantitative's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Quantitative U S, and traders can use it to determine the average amount a Quantitative's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0031
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GQLVX |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Quantitative is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Quantitative by adding Quantitative to a well-diversified portfolio.
Quantitative Fundamentals Growth
Quantitative Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Quantitative, and Quantitative fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Quantitative Mutual Fund performance.
| Total Asset | 2.58 M | ||||
About Quantitative Performance
Evaluating Quantitative's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Quantitative has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Quantitative has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal market circumstances, the Portfolio invests at least 80 percent of the value of its net assets in common stocks of large cap companies tied economically to the U.S. The Advisor considers a company to be tied economically to the U.S. if the company 1 is organized under the laws of the U.S., 2 maintains its principal place of business in the U.S., 3 is traded principally in the U.S. or 4 at the time of purchase, is included in a U.S. equity index managed by SP Global Ratings or FTSE Russell.Things to note about Quantitative U S performance evaluation
Checking the ongoing alerts about Quantitative for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Quantitative U S help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Quantitative U S generated a negative expected return over the last 90 days | |
| The fund retains 99.29% of its assets under management (AUM) in equities |
- Analyzing Quantitative's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Quantitative's stock is overvalued or undervalued compared to its peers.
- Examining Quantitative's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Quantitative's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Quantitative's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Quantitative's mutual fund. These opinions can provide insight into Quantitative's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Quantitative Mutual Fund
Quantitative financial ratios help investors to determine whether Quantitative 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 Quantitative with respect to the benefits of owning Quantitative security.
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