Royce Quant Small Cap Etf Net Asset
| SQLV Etf | USD 43.47 0.04 0.09% |
Momentum
Sell Peaked
Oversold | Overbought |
As of the 14th of March 2026, Royce Quant is valued at 43.47 per share. Indicator levels currently stand at Semi Deviation of 0.9422, risk adjusted performance of 0.0217, and Coefficient Of Variation of 4122.38. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
Financial statement analysis for Royce Quant combines income trends, asset quality, and liquidity assessment to form a complete picture of value. Key fundamentals appear below:Royce Quant Small Cap does not currently have any fundamental trend indicators for analysis. Equity Screeners allow side-by-side comparison of key metrics across the full investment universe.Understanding Royce Quant Small includes distinguishing between market value and book value, where book value reflects Royce's accounting equity. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Valuation methods compare these perspectives to frame context.
It is useful to distinguish Royce Quant's value from its trading price, which are computed with different methods. A full view may include fundamental ratios, momentum patterns, industry dynamics, and analyst estimates. By contrast, market price reflects the level where buyers and sellers transact.
What if' Analysis
Running a what-if backtest on Royce Quant Small Cap gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Royce Quant's historical reward profile was stable enough to support the current thesis.
| 12/14/2025 |
| 03/14/2026 |
An initial 0.00 allocation to Royce Quant on December 14, 2025 held through today would generate 0.00 in cumulative gains. Overall, this is a 0.0% total return in Royce Quant in aggregate over 90 days. Royce Quant is often compared with Amplify Cash, First Trust, First Trust, VanEck Brazil, JPMorgan Active, Matthews China, and Neuberger Berman based on sector and business overlap. The comparison helps frame competitive context. The fund primarily invests in equity securities of small-capitalization companies that are traded in the United States a... More
Royce Quant Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize Royce Quant price behavior. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 0.9845 | |||
| Information Ratio | 0.0575 | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | -1.65 | |||
| Potential Upside | 1.63 |
Royce Quant Volatility and Risk Indicators Summary
This section presents risk metrics that describe Royce Quant's historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0217 | |||
| Jensen Alpha | 0.0646 | |||
| Total Risk Alpha | 0.0744 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.014 |
The mean reversion effect in Royce Quant is stronger when the initial deviation was driven by sentiment rather than fundamental change. Identifying the root cause of Royce Quant's price dislocation is essential before acting.
Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0217 | |||
| Market Risk Adjusted Performance | 0.024 | |||
| Mean Deviation | 0.8285 | |||
| Semi Deviation | 0.9422 | |||
| Downside Deviation | 0.9845 | |||
| Coefficient Of Variation | 4122.38 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.0575 | |||
| Jensen Alpha | 0.0646 | |||
| Total Risk Alpha | 0.0744 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.014 | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | -1.65 | |||
| Potential Upside | 1.63 | |||
| Downside Variance | 0.9693 | |||
| Semi Variance | 0.8878 | |||
| Expected Short fall | -0.94 | |||
| Skewness | 0.2093 | |||
| Kurtosis | -0.05 |
Royce Quant Small Backtested Returns
Royce Quant demonstrates a very low volatility profile under current market conditions. It has a Sharpe Ratio of -0.0176, which indicates that -0.0176 units of return per unit of risk over the last 3 months. We identified twenty-nine technical indicators supporting this volatility profile. Please assess metrics such as Semi Deviation of 0.9422, risk-adjusted performance of 0.0217, and Coefficient Of Variation of 4122.38 to confirm statistical stability. The etf maintains a market beta of 1.1, which means 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 | -0.21 |
Weak reverse predictability
Royce Quant Small Cap shows weak reverse predictability when comparing price series from 14th of December 2025 to 28th of January 2026 against from 28th of January 2026 to 14th of March 2026. A strong serial relationship would imply that Royce Quant's recent trajectory contains information about its near-term direction. With a serial correlation of -0.21, over 21.0% of Royce Quant's price variation is attributable to patterns in preceding intervals. Given that Royce Quant Small Cap has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Royce Quant Small Cap has a Net Asset of 20.56 M. This is much higher than that of the Franklin Templeton Investments family and significantly higher than that of the Small Value category. The net asset for all United States etfs is notably lower than that of the ETF.
Royce Net Asset Peer Comparison
Peer comparison of Royce Quant using Net Asset provides a quantitative benchmark for evaluating its value relative to similar etfs. Investors who find that Royce Quant's Net Asset is more favorable than peers may view it as an undervalued opportunity.Royce Quant is currently under evaluation for net asset relative to ETF peers.
Royce Financial Ratios Relationships
Comparative valuation applies peer-based financial ratios to assess Royce Quant's relative market value. Exploring the interplay between Royce Quant's financial ratios and those of its competitors can uncover valuation signals that standalone analysis misses. More Info.Royce Quant Small Cap stands at number one for beta relative to ETF peers. It also stands at number one for one year return relative to ETF peers reflecting a 13.93 ratio of One Year Return to Beta. Earnings multiples remain central to Royce Quant's valuation analysis.Fund Asset Allocation for Royce Quant
The fund invests 99.84% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.The asset allocation of Royce Quant's reflects how its investment portfolio is divided among different asset categories to achieve a balanced risk-return outcome. A diversified allocation aligned with investor goals helps Royce Quant's manage market risk while pursuing competitive.
The specific mix of assets in a mutual fund is guided by its investment strategy and may include stocks, bonds, cash equivalents, and other instruments. Fund managers adjust the portfolio composition as market conditions change and as the fund's objectives require.
Royce Fundamentals
| Number Of Employees | 553 | |||
| Beta | 1.12 | |||
| Total Asset | 20.56 M | |||
| One Year Return | 15.60 % | |||
| Three Year Return | 8.40 % | |||
| Five Year Return | 4.10 % | |||
| Net Asset | 20.56 M | |||
| Last Dividend Paid | 0.086 | |||
| Equity Positions Weight | 99.84 % |
Financial Metrics, Fundamentals & Methodology
A holdings-based review of Royce Quant evaluates constituent exposure, concentration, and replication structure. Expense ratio and turnover can affect long-run net-of-fee outcomes.
Unless otherwise specified, data for Royce Quant Small Cap is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Accounting-line values follow GAAP or IFRS structures as published in issuer filings.
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More Resources for Royce Etf Analysis
A comprehensive view of Royce Quant Small starts with financial statements and ratio context. Key ratios help frame profitability, efficiency, and growth context for Royce Quant Small Cap Etf. Key reports that frame Royce Quant Small Cap Etf are listed below:Understanding Royce Quant Small includes distinguishing between market value and book value, where book value reflects Royce's accounting equity. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Valuation methods compare these perspectives to frame context.
It is useful to distinguish Royce Quant's value from its trading price, which are computed with different methods. A full view may include fundamental ratios, momentum patterns, industry dynamics, and analyst estimates. By contrast, market price reflects the level where buyers and sellers transact.