Tfa Quantitative Fund Market Value
| TFAQX Fund | USD 11.55 0.04 0.35% |
| Symbol | Tfa |
Tfa 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 Tfa 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 Tfa Quantitative.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Tfa Quantitative on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Tfa Quantitative or generate 0.0% return on investment in Tfa Quantitative over 90 days. Tfa Quantitative is related to or competes with Versatile Bond, Artisan High, Siit High, National Tax, Ab Bond, and Barings High. The fund invests, under normal circumstances, in long, inverse, leveraged and unleveraged mutual funds and exchange-trad... More
Tfa 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 Tfa 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 Tfa Quantitative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6554 | |||
| Information Ratio | 0.0414 | |||
| Maximum Drawdown | 5.22 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.29 |
Tfa Quantitative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tfa Quantitative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tfa Quantitative's standard deviation. In reality, there are many statistical measures that can use Tfa Quantitative historical prices to predict the future Tfa Quantitative's volatility.| Risk Adjusted Performance | 0.2418 | |||
| Jensen Alpha | 0.2482 | |||
| Total Risk Alpha | 0.0323 | |||
| Sortino Ratio | 0.0489 | |||
| Treynor Ratio | (2.76) |
Tfa Quantitative Backtested Returns
Tfa Quantitative appears to be very steady, given 3 months investment horizon. Tfa Quantitative owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tfa Quantitative, which you can use to evaluate the volatility of the fund. Please review Tfa Quantitative's Coefficient Of Variation of 320.88, semi deviation of 0.1255, and Risk Adjusted Performance of 0.2418 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.0839, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tfa Quantitative are expected to decrease at a much lower rate. During the bear market, Tfa Quantitative is likely to outperform the market.
Auto-correlation | 0.91 |
Excellent predictability
Tfa Quantitative has excellent predictability. Overlapping area represents the amount of predictability between Tfa Quantitative time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Tfa Quantitative price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Tfa Quantitative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Tfa Quantitative lagged returns against current returns
Autocorrelation, which is Tfa 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 Tfa Quantitative's mutual fund expected returns. We can calculate the autocorrelation of Tfa Quantitative returns to help us make a trade decision. For example, suppose you find that Tfa 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 |
Tfa 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 Tfa Quantitative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tfa 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 Tfa Quantitative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tfa Quantitative Lagged Returns
When evaluating Tfa Quantitative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tfa Quantitative mutual fund have on its future price. Tfa 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, Tfa Quantitative autocorrelation shows the relationship between Tfa Quantitative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tfa Quantitative.
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 Tfa Mutual Fund
Tfa Quantitative financial ratios help investors to determine whether Tfa 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 Tfa with respect to the benefits of owning Tfa Quantitative security.
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