Agfiq Market Neutral Etf Technical Analysis
| QBTL Etf | CAD 14.88 0.33 2.27% |
As of the 1st of March, AGFiQ Market shows the Mean Deviation of 0.8777, standard deviation of 1.22, and Risk Adjusted Performance of (0.05). In connection with fundamental indicators, the technical analysis model gives you tools to check potential technical drivers of AGFiQ Market, as well as the relationship between them.
AGFiQ Market Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as AGFiQ, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AGFiQAGFiQ |
AGFiQ Market '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 AGFiQ Market's etf 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 AGFiQ Market.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in AGFiQ Market on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding AGFiQ Market Neutral or generate 0.0% return on investment in AGFiQ Market over 90 days. AGFiQ Market is related to or competes with IShares MSCI, RBC Canadian, Hamilton Gold, Global X, First Asset, IShares SPTSX, and Exemplar Growth. The AGFiQ US Market Neutral Anti-Beta CAD-Hedged ETF seeks performance results that correspond to the price and yield pe... More
AGFiQ Market 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 AGFiQ Market's etf 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 AGFiQ Market Neutral upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.27 |
AGFiQ Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGFiQ Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGFiQ Market's standard deviation. In reality, there are many statistical measures that can use AGFiQ Market historical prices to predict the future AGFiQ Market's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.0953 |
AGFiQ Market March 1, 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 | (0.05) | |||
| Market Risk Adjusted Performance | 0.1053 | |||
| Mean Deviation | 0.8777 | |||
| Coefficient Of Variation | (1,472) | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.0953 | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.27 | |||
| Skewness | 0.3866 | |||
| Kurtosis | 0.9814 |
AGFiQ Market Neutral Backtested Returns
AGFiQ Market Neutral secures Sharpe Ratio (or Efficiency) of -0.0337, which signifies that the etf had a -0.0337 % return per unit of risk over the last 3 months. AGFiQ Market Neutral exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AGFiQ Market's Standard Deviation of 1.22, mean deviation of 0.8777, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.97, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning AGFiQ Market are expected to decrease slowly. On the other hand, during market turmoil, AGFiQ Market is expected to outperform it slightly.
Auto-correlation | 0.23 |
Weak predictability
AGFiQ Market Neutral has weak predictability. Overlapping area represents the amount of predictability between AGFiQ Market time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 AGFiQ Market Neutral price movement. The serial correlation of 0.23 indicates that over 23.0% of current AGFiQ Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AGFiQ Market technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
AGFiQ Market Neutral Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for AGFiQ Market Neutral across different markets.
About AGFiQ Market Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of AGFiQ Market Neutral on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of AGFiQ Market Neutral based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on AGFiQ Market Neutral price pattern first instead of the macroeconomic environment surrounding AGFiQ Market Neutral. By analyzing AGFiQ Market's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of AGFiQ Market's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to AGFiQ Market specific price patterns or momentum indicators. Please read more on our technical analysis page.
AGFiQ Market March 1, 2026 Technical Indicators
Most technical analysis of AGFiQ help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for AGFiQ from various momentum indicators to cycle indicators. When you analyze AGFiQ charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | 0.1053 | |||
| Mean Deviation | 0.8777 | |||
| Coefficient Of Variation | (1,472) | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.0953 | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.27 | |||
| Skewness | 0.3866 | |||
| Kurtosis | 0.9814 |
AGFiQ Market March 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as AGFiQ stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 14.88 | ||
| Day Typical Price | 14.88 | ||
| Price Action Indicator | 0.17 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in AGFiQ Market Neutral. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.