Royce Quant Small Cap Etf Technical Analysis
| SQLV Etf | USD 45.34 0.39 0.85% |
As of the 4th of February, Royce Quant holds the Coefficient Of Variation of 740.69, semi deviation of 0.6394, and Risk Adjusted Performance of 0.1019. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Royce Quant, as well as the relationship between them. Please check Royce Quant Small market risk adjusted performance, variance, as well as the relationship between the Variance and potential upside to decide if Royce Quant Small is priced some-what accurately, providing market reflects its current price of 45.34 per share.
Royce Quant Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Royce, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to RoyceRoyce Quant's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.The market value of Royce Quant Small is measured differently than its book value, which is the value of Royce that is recorded on the company's balance sheet. Investors also form their own opinion of Royce Quant's value that differs from its market value or its book value, called intrinsic value, which is Royce Quant's true underlying value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Because Royce Quant's market value can be influenced by many factors that don't directly affect Royce Quant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Royce Quant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Royce Quant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Royce Quant's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Royce Quant '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 Royce Quant's etf 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 Royce Quant.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Royce Quant on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Royce Quant Small Cap or generate 0.0% return on investment in Royce Quant over 90 days. Royce Quant is related to or competes with Amplify Cash, First Trust, First Trust, VanEck Brazil, Jpmorgan Active, Matthews China, and Neuberger Berman. The fund primarily invests in equity securities of small-capitalization companies that are traded in the United States a... More
Royce Quant 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 Royce Quant's etf 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 Royce Quant Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8073 | |||
| Information Ratio | 0.0829 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.27 |
Royce Quant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royce Quant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royce Quant's standard deviation. In reality, there are many statistical measures that can use Royce Quant historical prices to predict the future Royce Quant's volatility.| Risk Adjusted Performance | 0.1019 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.1178 |
Royce Quant February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1019 | |||
| Market Risk Adjusted Performance | 0.1278 | |||
| Mean Deviation | 0.7806 | |||
| Semi Deviation | 0.6394 | |||
| Downside Deviation | 0.8073 | |||
| Coefficient Of Variation | 740.69 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0829 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.1178 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 0.6517 | |||
| Semi Variance | 0.4088 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 0.6326 | |||
| Kurtosis | 0.8114 |
Royce Quant Small Backtested Returns
At this stage we consider Royce Etf to be very steady. Royce Quant Small maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Royce Quant Small, which you can use to evaluate the volatility of the etf. Please check Royce Quant's Coefficient Of Variation of 740.69, risk adjusted performance of 0.1019, and Semi Deviation of 0.6394 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The etf holds a Beta of 1.08, which implies a somewhat significant risk relative to the market. Royce Quant returns are very sensitive to returns on the market. As the market goes up or down, Royce Quant is expected to follow.
Auto-correlation | 0.64 |
Good predictability
Royce Quant Small Cap has good predictability. Overlapping area represents the amount of predictability between Royce Quant time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Royce Quant Small price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Royce Quant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Royce Quant technical etf 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, etf market cycles, or different charting patterns.
Royce Quant Small Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Royce Quant Small volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Royce Quant 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 Royce Quant Small Cap 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 Royce Quant Small Cap based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Royce Quant Small price pattern first instead of the macroeconomic environment surrounding Royce Quant Small. By analyzing Royce Quant'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 Royce Quant'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 Royce Quant specific price patterns or momentum indicators. Please read more on our technical analysis page.
Royce Quant February 4, 2026 Technical Indicators
Most technical analysis of Royce 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 Royce from various momentum indicators to cycle indicators. When you analyze Royce 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 | 0.1019 | |||
| Market Risk Adjusted Performance | 0.1278 | |||
| Mean Deviation | 0.7806 | |||
| Semi Deviation | 0.6394 | |||
| Downside Deviation | 0.8073 | |||
| Coefficient Of Variation | 740.69 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0829 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.1178 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 0.6517 | |||
| Semi Variance | 0.4088 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 0.6326 | |||
| Kurtosis | 0.8114 |
Royce Quant February 4, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Royce stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 45.34 | ||
| Day Typical Price | 45.34 | ||
| Price Action Indicator | (0.19) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Royce Quant Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
The market value of Royce Quant Small is measured differently than its book value, which is the value of Royce that is recorded on the company's balance sheet. Investors also form their own opinion of Royce Quant's value that differs from its market value or its book value, called intrinsic value, which is Royce Quant's true underlying value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Because Royce Quant's market value can be influenced by many factors that don't directly affect Royce Quant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Royce Quant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Royce Quant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Royce Quant's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.