Quantified Managed Income Fund Market Value
| QBDSX Fund | USD 8.12 0.02 0.25% |
| Symbol | Quantified |
Quantified Managed '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 Managed'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 Managed.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Quantified Managed on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Quantified Managed Income or generate 0.0% return on investment in Quantified Managed over 30 days. Quantified Managed is related to or competes with Spectrum Advisors, Ontrack Core, Ontrack Core, Spectrum Unconstrained, Quantified Market, Quantified Market, and Spectrum Low. The fund invests primarily in income-producing securities More
Quantified Managed 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 Managed'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 Managed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4005 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.59 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.3745 |
Quantified Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Managed's standard deviation. In reality, there are many statistical measures that can use Quantified Managed historical prices to predict the future Quantified Managed's volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.0309 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Managed'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.
Quantified Managed Backtested Returns
We consider Quantified Managed very steady. Quantified Managed maintains Sharpe Ratio (i.e., Efficiency) of 0.0665, which implies the entity had a 0.0665% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantified Managed, which you can use to evaluate the volatility of the fund. Please check Quantified Managed's Risk Adjusted Performance of 0.0304, coefficient of variation of 1443.57, and Semi Deviation of 0.2653 to confirm if the risk estimate we provide is consistent with the expected return of 0.0184%. The fund holds a Beta of 0.3, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quantified Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Managed is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Quantified Managed Income has insignificant reverse predictability. Overlapping area represents the amount of predictability between Quantified Managed time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. 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 Managed price movement. The serial correlation of -0.2 indicates that over 20.0% of current Quantified Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quantified Managed lagged returns against current returns
Autocorrelation, which is Quantified Managed 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 Managed's mutual fund expected returns. We can calculate the autocorrelation of Quantified Managed returns to help us make a trade decision. For example, suppose you find that Quantified Managed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Quantified Managed 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 Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Managed 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 Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Managed Lagged Returns
When evaluating Quantified Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Managed mutual fund have on its future price. Quantified Managed 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 Managed autocorrelation shows the relationship between Quantified Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Managed Income.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Quantified Managed in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Quantified Managed's short interest history, or implied volatility extrapolated from Quantified Managed options trading.
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Check out Quantified Managed Correlation, Quantified Managed Volatility and Quantified Managed Alpha and Beta module to complement your research on Quantified Managed. You can also try the 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.
Quantified Managed 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.