Quantified Mutual Fund Manager Performance Evaluation

QALTX
 Fund
  

USD 9.51  0.02  0.21%   

The fund holds a Beta of 0.1815, 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. Even though it is essential to pay attention to Quantified Alternative current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Quantified Alternative exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
Refresh
Quantified Performance
0 of 100
Over the last 90 days Quantified Alternative Investment has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Quantified Alternative is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors.
...more

Quantified Price Channel

Fifty Two Week Low9.54
Fifty Two Week High11.23
Annual Report Expense Ratio2.07%

Quantified Alternative Relative Risk vs. Return Landscape

If you would invest  988.00  in Quantified Alternative Investment on March 30, 2022 and sell it today you would lose (37.00)  from holding Quantified Alternative Investment or give up 3.74% of portfolio value over 90 days. Quantified Alternative Investment is currently producing negative expected returns and takes up 0.4909% volatility of returns over 90 trading days. Put another way, 4% 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.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Quantified Alternative is expected to generate 0.32 times more return on investment than the market. However, the company is 3.12 times less risky than the market. It trades about -0.19 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Quantified Alternative Current Valuation

Fairly Valued
Today 9.51
Please note that Quantified Alternative's price fluctuation is very steady at this time.
Quantified Alternative holds a recent Real Value of $9.58 per share. The prevailing price of the fund is $9.51. At this time, the fund appears to be fairly valued. We determine the value of Quantified Alternative from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued entities and dropping overvalued entities since, at some point, stock prices and their ongoing real values will merge together.
Our valuation method for Quantified Alternative Investment is useful when determining the fair value of the Quantified mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Quantified Alternative. Since Quantified Alternative is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Quantified Mutual Fund. However, Quantified Alternative'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.
9.58
Real Value
10.09
Upside
Estimating the potential upside or downside of Quantified Alternative Investment 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 Alternative more accurately as focusing exclusively on Quantified Alternative's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.419.709.98
Details
Hype
Prediction
LowEstimated ValueHigh
9.009.5110.02
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.050.050.05
Details

Quantified Alternative Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Alternative's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Quantified Alternative Investment, and traders can use it to determine the average amount a Quantified Alternative'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 = -0.1872

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsQALTX
Estimated Market Risk
 0.49
  actual daily
 
 4 %
of total potential
 
44
Expected Return
 -0.09
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.19
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Quantified Alternative is performing at about 0% of its full potential. 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 Alternative by adding it to a well-diversified portfolio.

About Quantified Alternative Performance

To evaluate Quantified Alternative Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Quantified Alternative generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Quantified Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Quantified Alternative stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Quantified's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund will primarily invest indirectly in alternative investments by using exchange-traded funds , open-end mutual funds and other registered investment companies. Quantified Alternative is traded on NASDAQ Exchange in the United States.

Things to note about Quantified Alternative

Checking the ongoing alerts about Quantified Alternative for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Quantified Alternative help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Quantified Alternative Alerts

Equity Alerts and Improvement Suggestions

Quantified Alternative generated a negative expected return over the last 90 days
Quantified Alternative is unlikely to experience financial distress in the next 2 years
Quantified Alternative generated five year return of -1.0%
This fund maintains about 28.92% of its assets in cash
Please see Your Equity Center. 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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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.
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Please note, there is a significant difference between Quantified Alternative's value and its price as these two are different measures arrived at by different means. Investors typically determine Quantified Alternative value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quantified Alternative'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.