Fsqavx Fund Market Value
| FSQAVX Fund | USD 534.16 0.23 0.04% |
| Symbol | Fsqavx |
Please note, there is a significant difference between Fsqavx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fsqavx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fsqavx'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.
Fsqavx '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 Fsqavx's 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 Fsqavx.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Fsqavx on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Fsqavx or generate 0.0% return on investment in Fsqavx over 90 days. Fsqavx is related to or competes with Nt International, Small Pany, Ab Small, Aqr Small, Siit Small, Lebenthal Lisanti, and Sp Smallcap. Fsqavx is entity of United States. It is traded as Fund on NMFQS exchange. More
Fsqavx 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 Fsqavx's 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 Fsqavx upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.0727 |
Fsqavx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fsqavx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fsqavx's standard deviation. In reality, there are many statistical measures that can use Fsqavx historical prices to predict the future Fsqavx's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 3.12 |
Fsqavx Backtested Returns
Fsqavx secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the fund had a -0.13 % return per unit of risk over the last 3 months. Fsqavx exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fsqavx's Standard Deviation of 0.3698, mean deviation of 0.105, and Variance of 0.1368 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0172, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fsqavx are expected to decrease at a much lower rate. During the bear market, Fsqavx is likely to outperform the market.
Auto-correlation | 0.46 |
Average predictability
Fsqavx has average predictability. Overlapping area represents the amount of predictability between Fsqavx time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fsqavx price movement. The serial correlation of 0.46 indicates that about 46.0% of current Fsqavx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 51.13 |
Fsqavx lagged returns against current returns
Autocorrelation, which is Fsqavx 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 Fsqavx's fund expected returns. We can calculate the autocorrelation of Fsqavx returns to help us make a trade decision. For example, suppose you find that Fsqavx has exhibited high autocorrelation historically, and you observe that the 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 |
Fsqavx 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 Fsqavx fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fsqavx fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fsqavx fund over time.
Current vs Lagged Prices |
| Timeline |
Fsqavx Lagged Returns
When evaluating Fsqavx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fsqavx fund have on its future price. Fsqavx 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, Fsqavx autocorrelation shows the relationship between Fsqavx fund current value and its past values and can show if there is a momentum factor associated with investing in Fsqavx.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Fsqavx Fund
Fsqavx financial ratios help investors to determine whether Fsqavx Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fsqavx with respect to the benefits of owning Fsqavx security.
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