Quantified Eckhardt Managed Fund Market Value
| QETCX Fund | 8.82 0.02 0.23% |
| Symbol | Quantified |
Quantified Eckhardt '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 Eckhardt'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 Eckhardt.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Quantified Eckhardt on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Quantified Eckhardt Managed or generate 0.0% return on investment in Quantified Eckhardt over 90 days. Quantified Eckhardt is related to or competes with Spectrum Advisors, Ontrack Core, Ontrack Core, Spectrum Unconstrained, Quantified Market, Quantified Market, and Spectrum Low. The funds investment adviser, Advisors Preferred LLC, delegates execution of the funds investment strategy to the subadv... More
Quantified Eckhardt 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 Eckhardt'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 Eckhardt Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4781 | |||
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 2.26 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.905 |
Quantified Eckhardt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Eckhardt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Eckhardt's standard deviation. In reality, there are many statistical measures that can use Quantified Eckhardt historical prices to predict the future Quantified Eckhardt's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | 0.1548 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Eckhardt'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 Eckhardt Backtested Returns
Quantified Eckhardt maintains Sharpe Ratio (i.e., Efficiency) of -0.0405, which implies the entity had a -0.0405 % return per unit of risk over the last 3 months. Quantified Eckhardt exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quantified Eckhardt's Coefficient Of Variation of 46066.69, risk adjusted performance of (0.01), and Semi Deviation of 0.4051 to confirm the risk estimate we provide. The fund holds a Beta of -0.0584, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quantified Eckhardt are expected to decrease at a much lower rate. During the bear market, Quantified Eckhardt is likely to outperform the market.
Auto-correlation | 0.11 |
Insignificant predictability
Quantified Eckhardt Managed has insignificant predictability. Overlapping area represents the amount of predictability between Quantified Eckhardt time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Quantified Eckhardt price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Quantified Eckhardt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quantified Eckhardt lagged returns against current returns
Autocorrelation, which is Quantified Eckhardt 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 Eckhardt's mutual fund expected returns. We can calculate the autocorrelation of Quantified Eckhardt returns to help us make a trade decision. For example, suppose you find that Quantified Eckhardt 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 Eckhardt 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 Eckhardt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Eckhardt 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 Eckhardt mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Eckhardt Lagged Returns
When evaluating Quantified Eckhardt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Eckhardt mutual fund have on its future price. Quantified Eckhardt 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 Eckhardt autocorrelation shows the relationship between Quantified Eckhardt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Eckhardt Managed.
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 Quantified Mutual Fund
Quantified Eckhardt financial ratios help investors to determine whether Quantified Mutual 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 Quantified with respect to the benefits of owning Quantified Eckhardt security.
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