Quantified Pattern Recognition Fund Manager Performance Evaluation
| QSPMX Fund | USD 11.30 0.04 0.36% |
The fund holds a Beta of -0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quantified Pattern are expected to decrease at a much lower rate. During the bear market, Quantified Pattern is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Quantified Pattern Recognition has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's primary indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio Date | 1st of November 2022 |
Quantified |
Quantified Pattern Relative Risk vs. Return Landscape
If you would invest 1,203 in Quantified Pattern Recognition on December 27, 2024 and sell it today you would lose (73.00) from holding Quantified Pattern Recognition or give up 6.07% of portfolio value over 90 days. Quantified Pattern Recognition is currently producing negative expected returns and takes up 0.8208% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Quantified, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Quantified Pattern Current Valuation
Overvalued
Today
Please note that Quantified Pattern's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Quantified Pattern holds a recent Real Value of $10.49 per share. The prevailing price of the fund is $11.3. We determine the value of Quantified Pattern 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 Quantified Pattern is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Quantified Mutual Fund. However, Quantified Pattern'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 11.3 | Real 10.49 | Hype 11.3 | Naive 11.41 |
The intrinsic value of Quantified Pattern'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 Quantified Pattern'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 Quantified Pattern Recognition helps investors to forecast how Quantified 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 Quantified Pattern more accurately as focusing exclusively on Quantified Pattern's fundamentals will not take into account other important factors: Quantified Pattern Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Pattern's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Quantified Pattern Recognition, and traders can use it to determine the average amount a Quantified Pattern'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 = -0.123
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QSPMX |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Quantified Pattern 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 Quantified Pattern by adding Quantified Pattern to a well-diversified portfolio.
Quantified Pattern Fundamentals Growth
Quantified Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Quantified Pattern, and Quantified Pattern 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 Quantified Mutual Fund performance.
About Quantified Pattern Performance
Evaluating Quantified Pattern's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Quantified Pattern 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 Quantified Pattern 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.
The fund primarily invests in equity index mutual funds, unaffiliated equity index exchange traded funds , futures contracts, equity index swaps and cash equivalents. It invests in ETFs and mutual funds that are not affiliated with the Adviser or Subadviser. The Subadviser seeks to achieve the funds investment objective by identifying daily patterns in stock indexes or sectors within stock market indexes that it has found to be determinative of probable future price direction.Things to note about Quantified Pattern performance evaluation
Checking the ongoing alerts about Quantified Pattern for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Quantified Pattern help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Quantified Pattern generated a negative expected return over the last 90 days | |
| The fund maintains about 88.51% of its assets in cash |
- Analyzing Quantified Pattern'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 Quantified Pattern's stock is overvalued or undervalued compared to its peers.
- Examining Quantified Pattern'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 Quantified Pattern's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Quantified Pattern's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Quantified Pattern's mutual fund. These opinions can provide insight into Quantified Pattern's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Quantified Mutual Fund
Quantified Pattern 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 Pattern security.
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