Tfa Quantitative Fund Market Value
| TFAQX Fund | USD 11.25 0.07 0.62% |
| 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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Tfa Quantitative on November 12, 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 Chartwell Small, Kinetics Small, Artisan Small, Qs Us, Copeland International, and Ab Small. The fund invests, under normal market conditions, in long, inverse, leveraged and unleveraged mutual funds and exchange-... 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.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.34 |
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) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.02) |
Tfa Quantitative February 10, 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) | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 0.7973 | |||
| Coefficient Of Variation | (21,694) | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.02) | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.34 | |||
| Skewness | (0.20) | |||
| Kurtosis | 0.541 |
Tfa Quantitative Backtested Returns
Tfa Quantitative owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0235, which indicates the fund had a -0.0235 % return per unit of risk over the last 3 months. Tfa Quantitative exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tfa Quantitative's Variance of 1.16, coefficient of variation of (21,694), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Tfa Quantitative returns are very sensitive to returns on the market. As the market goes up or down, Tfa Quantitative is expected to follow.
Auto-correlation | -0.09 |
Very weak reverse predictability
Tfa Quantitative has very weak reverse predictability. Overlapping area represents the amount of predictability between Tfa Quantitative time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Tfa Quantitative price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Tfa Quantitative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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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