# Quantified Mutual Fund Market Value

QALTX | Fund | ## USD 9.65 0.03 0.31% |

Symbol | Quantified |

## Quantified Alternative '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 Alternative'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 Alternative.

07/20/2022 |
| 08/19/2022 |

If you would invest

**0.00**in Quantified Alternative on**July 20, 2022**and sell it all today you would**earn a total of 0.00**from holding Quantified Alternative Investment or generate**0.0%**return on investment in Quantified Alternative over**30**days. Quantified Alternative is related to or competes with Boeing. The fund will primarily invest indirectly in alternative investments by using exchange-traded funds , open-end mutual fu... More## Quantified Alternative 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 Alternative'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 Alternative Investment upside and downside potential and time the market with a certain degree of confidence.

Information Ratio | (0.73) | |||

Maximum Drawdown | 0.8448 | |||

Value At Risk | (0.32) | |||

Potential Upside | 0.5236 |

## Quantified Alternative Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Alternative's standard deviation. In reality, there are many statistical measures that can use Quantified Alternative historical prices to predict the future Quantified Alternative's volatility.Risk Adjusted Performance | 0.3022 | |||

Jensen Alpha | 0.07 | |||

Total Risk Alpha | 0.002 | |||

Treynor Ratio | 0.9535 |

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Quantified Alternative'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. Please use the tools below to analyze the current value of Quantified Alternative in the context of predictive analytics.

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Quantified Alternative. Your research has to be compared to or analyzed against Quantified Alternative's peers to derive any actionable benefits. When done correctly, Quantified Alternative's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Quantified Alternative.

## Quantified Alternative Backtested Returns

We consider Quantified Alternative very steady. Quantified Alternative maintains Sharpe Ratio (i.e., Efficiency) of 0.42, which implies the entity had 0.42% of return per unit of risk over the last month. Our standpoint towards forecasting the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Quantified Alternative, which you can use to evaluate the future volatility of the fund. Please check Quantified Alternative risk adjusted performance of 0.3022, and Coefficient Of Variation of 231.01 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.

The fund holds a Beta of 0.1049, which implies not very significant fluctuations relative to the market. Let's try to break down what Quantified's beta means in this case. As returns on the market increase, Quantified Alternative returns are expected to increase less than the market. However, during the bear market, the loss on holding Quantified Alternative will be expected to be smaller as well. Although it is important to respect Quantified Alternative current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Quantified Alternative technical indicators, you can presently evaluate if the expected return of 0.11% will be sustainable into the future.

## Auto-correlation | 0.81 |

### Very good predictability

Quantified Alternative Investment has very good predictability. Overlapping area represents the amount of predictability between Quantified Alternative time series from 20th of July 2022 to 4th of August 2022 and 4th of August 2022 to 19th of August 2022. 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 Alternative price movement. The serial correlation of

**0.81**indicates that around 81.0% of current Quantified Alternative price fluctuation can be explain by its past prices.Correlation Coefficient | 0.81 | |

Spearman Rank Test | 0.64 | |

Residual Average | 0.0 | |

Price Variance | 0.01 |

## Quantified Alternative lagged returns against current returns

Autocorrelation, which is Quantified Alternative 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 Alternative's mutual fund expected returns. We can calculate the autocorrelation of Quantified Alternative returns to help us make a trade decision. For example, suppose you find that Quantified Alternative mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.

Current and Lagged Values |

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## Quantified Alternative 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 Alternative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Alternative 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 Alternative mutual fund over time.

Current vs Lagged Prices |

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## Quantified Alternative Lagged Returns

When evaluating Quantified Alternative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Alternative mutual fund have on its future price. Quantified Alternative 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 Alternative autocorrelation shows the relationship between Quantified Alternative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Alternative Investment.

Regressed Prices |

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## Be your own money manager

Our tools can tell you how much better you can do entering a position in Quantified Alternative without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.## Did you try this?

### Run Headlines Timeline Now

## Headlines TimelineStay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |

All Next | Launch Module |

## Currently Active Assets on Macroaxis

HLTH | Cue Health | |

BHC | Bausch Health Companies | |

FND | Floor Decor Holdings | |

GSHD | Goosehead Insurance | |

CSGP | Costar Group |

Please see Quantified Alternative Correlation, Quantified Alternative Volatility and Quantified Alternative Alpha and Beta module to complement your research on Quantified Alternative. Note that the Quantified Alternative information on this page should be used as a complementary analysis to other Quantified Alternative's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

## Complementary Tools for Quantified Mutual Fund analysis

When running Quantified Alternative price analysis, check to measure Quantified Alternative's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Quantified Alternative is operating at the current time. Most of Quantified Alternative's value examination focuses on studying past and present price action to predict the probability of Quantified Alternative's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Quantified Alternative's price. Additionally, you may evaluate how the addition of Quantified Alternative to your portfolios can decrease your overall portfolio volatility.

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Quantified Alternative technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.