Build Funds Correlation, Build Funds Volatility and Build Funds Alpha and Beta module to complement your research on Build Funds.Build Funds' market value is the price at which a share of Build Funds stock trades on a public exchange. It measures the collective expectations of Build Funds Trust investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Build Funds Trust and determine expected loss or profit from investing in Build Funds over a given investment horizon. Check out
The market value of Build Funds Trust is measured differently than its book value, which is the value of Build that is recorded on the company's balance sheet. Investors also form their own opinion of Build Funds' value that differs from its market value or its book value, called intrinsic value, which is Build Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Build Funds' market value can be influenced by many factors that don't directly affect Build Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Build Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Build Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Build Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Build Funds '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 Build Funds' 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 Build Funds.
If you would invest 0.00 in Build Funds on January 23, 2024 and sell it all today you would earn a total of 0.00 from holding Build Funds Trust or generate 0.0% return on investment in Build Funds over 30 days. Build Funds is related to or competes with Columbia Diversified, Principal Exchange, Virtus Newfleet, Vident Core, and PIMCO Enhanced. The fund is an actively managed exchange-traded fund that seeks to achieve its investment objective through investing in... More
Build Funds 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 Build Funds' 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 Build Funds Trust upside and downside potential and time the market with a certain degree of confidence.
Build Funds Market Risk IndicatorsToday, many novice investors tend to focus exclusively on investment returns with little concern for Build Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Build Funds' standard deviation. In reality, there are many statistical measures that can use Build Funds historical prices to predict the future Build Funds' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Build Funds' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Build Funds in the context of predictive analytics.
Build Funds Trust Backtested Returns
Build Funds Trust lagged returns against current returns
Autocorrelation, which is Build Funds etf'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 Build Funds' etf expected returns. We can calculate the autocorrelation of Build Funds returns to help us make a trade decision. For example, suppose you find that Build Funds etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Build Funds 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 Build Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Build Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Build Funds etf over time.
Build Funds Lagged Returns
When evaluating Build Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Build Funds etf have on its future price. Build Funds 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, Build Funds autocorrelation shows the relationship between Build Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Build Funds Trust.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Build Funds in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Build Funds' short interest history, or implied volatility extrapolated from Build Funds options trading.
Pair Trading with Build FundsOne of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Build Funds position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Build Funds will appreciate offsetting losses from the drop in the long position's value.
Check out Build Funds Correlation, Build Funds Volatility and Build Funds Alpha and Beta module to complement your research on Build Funds.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Complementary Tools for Build Etf analysis
When running Build Funds' price analysis, check to measure Build Funds' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Build Funds is operating at the current time. Most of Build Funds' value examination focuses on studying past and present price action to predict the probability of Build Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Build Funds' price. Additionally, you may evaluate how the addition of Build Funds to your portfolios can decrease your overall portfolio volatility.
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