Quantitative U S Fund Market Value

GQLVX Fund  USD 13.03  0.20  1.56%   
Quantitative's market value is the price at which a share of Quantitative trades on a public exchange. It measures the collective expectations of Quantitative U S investors about its performance. Quantitative is trading at 13.03 as of the 23rd of July 2025; that is 1.56% increase since the beginning of the trading day. The fund's open price was 12.83.
With this module, you can estimate the performance of a buy and hold strategy of Quantitative U S and determine expected loss or profit from investing in Quantitative over a given investment horizon. Check out Quantitative Correlation, Quantitative Volatility and Quantitative Alpha and Beta module to complement your research on Quantitative.
Symbol

Please note, there is a significant difference between Quantitative's value and its price as these two are different measures arrived at by different means. Investors typically determine if Quantitative is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quantitative'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.

Quantitative '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 Quantitative'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 Quantitative.
0.00
04/24/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/23/2025
0.00
If you would invest  0.00  in Quantitative on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Quantitative U S or generate 0.0% return on investment in Quantitative over 90 days. Quantitative is related to or competes with Glenmede International, Equity Income, Responsible Esg, Secured Options, Quantitative, Long/short Portfolio, and Strategic Equity. Under normal market circumstances, the Portfolio invests at least 80 percent of the value of its net assets in common st... More

Quantitative 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 Quantitative'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 Quantitative U S upside and downside potential and time the market with a certain degree of confidence.

Quantitative Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantitative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantitative's standard deviation. In reality, there are many statistical measures that can use Quantitative historical prices to predict the future Quantitative's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantitative'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.
Hype
Prediction
LowEstimatedHigh
12.2213.0313.84
Details
Intrinsic
Valuation
LowRealHigh
12.4013.2114.02
Details
Naive
Forecast
LowNextHigh
12.0212.8313.64
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.0512.9114.78
Details

Quantitative U S Backtested Returns

At this stage we consider Quantitative Mutual Fund to be very steady. Quantitative U S maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantitative U S, which you can use to evaluate the volatility of the fund. Please check Quantitative's Coefficient Of Variation of 455.81, risk adjusted performance of 0.1978, and Semi Deviation of 0.5983 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The fund holds a Beta of 0.86, which implies possible diversification benefits within a given portfolio. Quantitative returns are very sensitive to returns on the market. As the market goes up or down, Quantitative is expected to follow.

Auto-correlation

    
  0.74  

Good predictability

Quantitative U S has good predictability. Overlapping area represents the amount of predictability between Quantitative 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 Quantitative U S price movement. The serial correlation of 0.74 indicates that around 74.0% of current Quantitative price fluctuation can be explain by its past prices.
Correlation Coefficient0.74
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.03

Quantitative U S lagged returns against current returns

Autocorrelation, which is Quantitative 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 Quantitative's mutual fund expected returns. We can calculate the autocorrelation of Quantitative returns to help us make a trade decision. For example, suppose you find that Quantitative 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  

Quantitative 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 Quantitative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantitative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantitative mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Quantitative Lagged Returns

When evaluating Quantitative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantitative mutual fund have on its future price. Quantitative 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, Quantitative autocorrelation shows the relationship between Quantitative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantitative U S.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Quantitative Mutual Fund

Quantitative financial ratios help investors to determine whether Quantitative 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 Quantitative with respect to the benefits of owning Quantitative security.
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