Royce Quant Small Cap Etf Performance
| SQLV Etf | USD 38.14 0.33 0.86% |
The etf holds a Beta of -0.0352, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Royce Quant are expected to decrease at a much lower rate. During the bear market, Royce Quant is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Royce Quant Small Cap has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Etf's essential indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the fund sophisticated investors. ...more
| In Threey Sharp Ratio | 0.04 |
Royce |
Royce Quant Relative Risk vs. Return Landscape
If you would invest 4,258 in Royce Quant Small Cap on December 24, 2024 and sell it today you would lose (444.00) from holding Royce Quant Small Cap or give up 10.43% of portfolio value over 90 days. Royce Quant Small Cap is currently does not generate positive expected returns and assumes 1.024% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than Royce, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Royce Quant Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Quant's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Royce Quant Small Cap, and traders can use it to determine the average amount a Royce Quant'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 = -0.174
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SQLV |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Royce Quant 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 Royce Quant by adding Royce Quant to a well-diversified portfolio.
Royce Quant Fundamentals Growth
Royce Etf prices reflect investors' perceptions of the future prospects and financial health of Royce Quant, and Royce Quant 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 Royce Etf performance.
| Total Asset | 20.56 M | |||
About Royce Quant Performance
Evaluating Royce Quant's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Royce Quant 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 Royce Quant 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 securities of small-capitalization companies that are traded in the United States and meet certain criteria using a proprietary methodology created by the funds subadviser. Legg Small-Cap is traded on NASDAQ Exchange in the United States.| Royce Quant Small generated a negative expected return over the last 90 days | |
| The fund maintains 99.84% of its assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Royce Quant Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
The market value of Royce Quant Small is measured differently than its book value, which is the value of Royce that is recorded on the company's balance sheet. Investors also form their own opinion of Royce Quant's value that differs from its market value or its book value, called intrinsic value, which is Royce Quant's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Royce Quant's market value can be influenced by many factors that don't directly affect Royce Quant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Royce Quant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Royce Quant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Royce Quant's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.