Listed Funds Correlation, Listed Funds Volatility and Listed Funds Alpha and Beta module to complement your research on Listed Funds.Listed Funds' market value is the price at which a share of Listed Funds stock trades on a public exchange. It measures the collective expectations of Listed Funds Trust investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Listed Funds Trust and determine expected loss or profit from investing in Listed Funds over a given investment horizon. Check out
The market value of Listed Funds Trust is measured differently than its book value, which is the value of Listed that is recorded on the company's balance sheet. Investors also form their own opinion of Listed Funds' value that differs from its market value or its book value, called intrinsic value, which is Listed 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 Listed Funds' market value can be influenced by many factors that don't directly affect Listed 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 Listed Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Listed Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Listed 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.
Listed 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 Listed 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 Listed Funds.
If you would invest 0.00 in Listed Funds on August 26, 2023 and sell it all today you would earn a total of 0.00 from holding Listed Funds Trust or generate 0.0% return on investment in Listed Funds over 30 days. Listed Funds is related to or competes with SPDR SP. The fund is an actively-managed ETF that seeks to achieve its investment objective by purchasing 25-35 stocks of compani... More
Listed 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 Listed 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 Listed Funds Trust upside and downside potential and time the market with a certain degree of confidence.
Listed Funds Market Risk IndicatorsToday, many novice investors tend to focus exclusively on investment returns with little concern for Listed Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Listed Funds' standard deviation. In reality, there are many statistical measures that can use Listed Funds historical prices to predict the future Listed Funds' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Listed 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 Listed Funds in the context of predictive analytics.
Listed Funds Trust Backtested Returns
Listed Funds Trust lagged returns against current returns
Autocorrelation, which is Listed 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 Listed Funds' etf expected returns. We can calculate the autocorrelation of Listed Funds returns to help us make a trade decision. For example, suppose you find that Listed 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.
Listed 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 Listed Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Listed Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Listed Funds etf over time.
Listed Funds Lagged Returns
When evaluating Listed Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Listed Funds etf have on its future price. Listed 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, Listed Funds autocorrelation shows the relationship between Listed Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Listed 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 Listed 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, Listed Funds' short interest history, or implied volatility extrapolated from Listed Funds options trading.
Pair Trading with Listed 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 Listed 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 Listed Funds will appreciate offsetting losses from the drop in the long position's value.
Check out Listed Funds Correlation, Listed Funds Volatility and Listed Funds Alpha and Beta module to complement your research on Listed Funds. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Listed Etf analysis
When running Listed Funds' price analysis, check to measure Listed 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 Listed Funds is operating at the current time. Most of Listed Funds' value examination focuses on studying past and present price action to predict the probability of Listed Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Listed Funds' price. Additionally, you may evaluate how the addition of Listed Funds to your portfolios can decrease your overall portfolio volatility.
Listed Funds 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.