Qs Sp 500 Fund Market Value
| SBSPX Fund | USD 53.67 0.26 0.49% |
| Symbol | SBSPX |
Qs Sp '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 Qs Sp'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 Qs Sp.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Qs Sp on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Qs Sp 500 or generate 0.0% return on investment in Qs Sp over 90 days. Qs Sp is related to or competes with Blackrock, Gabelli MultiMedia, Amg Gwk, Brown Advisory, Green Century, Congress Mid, and Brown Advisory. The fund invests at least 80 percent of its net assets, plus borrowings for investment purposes, if any, in equity secur... More
Qs Sp 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 Qs Sp'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 Qs Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8789 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.14 |
Qs Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qs Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qs Sp's standard deviation. In reality, there are many statistical measures that can use Qs Sp historical prices to predict the future Qs Sp's volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0479 |
Qs Sp January 26, 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 | 0.048 | |||
| Market Risk Adjusted Performance | 0.0579 | |||
| Mean Deviation | 0.5392 | |||
| Semi Deviation | 0.754 | |||
| Downside Deviation | 0.8789 | |||
| Coefficient Of Variation | 1522.24 | |||
| Standard Deviation | 0.7281 | |||
| Variance | 0.5302 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0479 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.7724 | |||
| Semi Variance | 0.5685 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.57) | |||
| Kurtosis | 0.5875 |
Qs Sp 500 Backtested Returns
At this stage we consider SBSPX Mutual Fund to be very steady. Qs Sp 500 retains Efficiency (Sharpe Ratio) of 0.0192, which implies the entity had a 0.0192 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Qs Sp, which you can use to evaluate the volatility of the fund. Please check Qs Sp's standard deviation of 0.7281, and Market Risk Adjusted Performance of 0.0579 to confirm if the risk estimate we provide is consistent with the expected return of 0.014%. The fund owns a Beta (Systematic Risk) of 0.79, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Qs Sp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Qs Sp is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Qs Sp 500 has poor reverse predictability. Overlapping area represents the amount of predictability between Qs Sp time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 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 Qs Sp 500 price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Qs Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
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 SBSPX Mutual Fund
Qs Sp financial ratios help investors to determine whether SBSPX 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 SBSPX with respect to the benefits of owning Qs Sp security.
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