Quantitative U S Fund Technical Analysis
GQSCX Fund | USD 14.32 0.23 1.63% |
As of the 25th of April, Quantitative holds the Semi Deviation of 1.23, risk adjusted performance of 0.049, and Coefficient Of Variation of 1421.72. Quantitative U S technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund's future prices. Put it differently, you can use this information to find out if the fund will indeed mirror its model of past market data, or the prices will eventually revert. We were able to break down nineteen technical drivers for Quantitative U S, which can be compared to its competitors. Please check Quantitative U S standard deviation, as well as the relationship between the value at risk and kurtosis to decide if Quantitative U S is priced some-what accurately, providing market reflects its current price of 14.32 per share.
Quantitative Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Quantitative, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to QuantitativeQuantitative |
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.
Quantitative U S Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Quantitative U S volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Quantitative U S Trend Analysis
Use this graph to draw trend lines for Quantitative U S. You can use it to identify possible trend reversals for Quantitative as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Quantitative price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Quantitative Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Quantitative U S applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Quantitative U S will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.99, which is the sum of squared deviations for the predicted Quantitative price change compared to its average price change.About Quantitative Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Quantitative U S on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Quantitative U S based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Quantitative U S price pattern first instead of the macroeconomic environment surrounding Quantitative U S. By analyzing Quantitative's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Quantitative's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Quantitative specific price patterns or momentum indicators. Please read more on our technical analysis page.
Quantitative April 25, 2024 Technical Indicators
Most technical analysis of Quantitative help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Quantitative from various momentum indicators to cycle indicators. When you analyze Quantitative charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.049 | |||
Market Risk Adjusted Performance | 0.0556 | |||
Mean Deviation | 1.06 | |||
Semi Deviation | 1.23 | |||
Downside Deviation | 1.33 | |||
Coefficient Of Variation | 1421.72 | |||
Standard Deviation | 1.29 | |||
Variance | 1.67 | |||
Information Ratio | (0) | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.1) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | 0.0456 | |||
Maximum Drawdown | 5.94 | |||
Value At Risk | (1.91) | |||
Potential Upside | 1.95 | |||
Downside Variance | 1.78 | |||
Semi Variance | 1.52 | |||
Expected Short fall | (1.12) | |||
Skewness | (0.45) | |||
Kurtosis | 0.3115 |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Quantitative U S. 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 main economic indicators. Note that the Quantitative U S information on this page should be used as a complementary analysis to other Quantitative'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 the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.