Quantitative Longshort Equity Fund Price on March 7, 2024
| GTLSX Fund | USD 13.71 0.05 0.37% |
Below is the normalized historical share price chart for Quantitative Longshort Equity extending back to February 14, 2019. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Quantitative stands at 13.71, as last reported on the 27th of April, with the highest price reaching 13.71 and the lowest price hitting 13.71 during the day.
If you're considering investing in Quantitative Mutual Fund, it is important to understand the factors that can impact its price. We consider Quantitative very steady. Quantitative Longshort maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Quantitative Longshort, which you can use to evaluate the volatility of the fund. Please check Quantitative's Risk Adjusted Performance of 0.0623, semi deviation of 0.2431, and Coefficient Of Variation of 884.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.0428%.
Quantitative Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Quantitative |
Sharpe Ratio = 0.1222
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GTLSX |
Estimated Market Risk
| 0.35 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Quantitative is performing at about 9% 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 Quantitative by adding it to a well-diversified portfolio.
Quantitative Valuation on March 7, 2024
It is possible to determine the worth of Quantitative on a given historical date. On March 7, 2024 Quantitative was worth 13.79 at the beginning of the trading date compared to the closed value of 13.64. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Quantitative mutual fund. Still, in general, we apply an absolute valuation method to find Quantitative's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Quantitative where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Quantitative's related companies.
| Open | High | Low | Close | Volume | |
| 13.74 | 13.74 | 13.59 | 13.59 | 1.00 | |
03/07/2024 | 13.79 | 13.79 | 13.64 | 13.64 | 1.00 |
| 13.76 | 13.76 | 13.61 | 13.61 | 1.00 |
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Quantitative Trading Date Momentum on March 7, 2024
| On March 08 2024 Quantitative Longshort Equity was traded for 13.61 at the closing time. The highest daily price throughout the period was 13.76 and the lowest price was 13.61 . There was no trading activity during the period 1.0. Lack of trading volume on 03/08/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.22% . The trading delta at closing time to current closing price is 1.25% . |
Quantitative Longshort Fundamentals Correlations and Trends
By evaluating Quantitative's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Quantitative's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Quantitative financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Quantitative Mutual Fund history
Quantitative investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Quantitative is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Quantitative Longshort will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Quantitative stock prices may prove useful in developing a viable investing in Quantitative
The fund normally invests at least 80 percent of the value of its net assets in long and short positions with respect to equity securities, such as common stocks, of public companies tied economically to the U.S. It will invest in companies with market capitalizations, at the time of purchase, that are within the market capitalization range of any stock in the Russell 3000 Index.
Quantitative Mutual Fund Technical Analysis
Quantitative 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.
Price Boundaries
Quantitative Period Price Range
Low | March 7, 2024
| High |
13.79 | 13.64 |
Quantitative April 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Quantitative mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quantitative shares will generate the highest return on investment. By undertsting and applying Quantitative mutual fund market strength indicators, traders can identify Quantitative Longshort Equity entry and exit signals to maximize returns
Quantitative Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Quantitative's price direction in advance. Along with the technical and fundamental analysis of Quantitative Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Quantitative to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0623 | |||
| Jensen Alpha | 0.0323 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | (0.64) |
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
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| Volume Indicators |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Quantitative Longshort Equity. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in state. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.