GadsdenA Etf Market Value

GDMA
 Etf
  

USD 30.95  0.11  0.36%   

GadsdenA DynamicA's market value is the price at which a share of GadsdenA DynamicA stock trades on a public exchange. It measures the collective expectations of GadsdenA DynamicA Multi investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of GadsdenA DynamicA Multi and determine expected loss or profit from investing in GadsdenA DynamicA over a given investment horizon. Please check GadsdenA DynamicA Hype Analysis, GadsdenA DynamicA Correlation, Portfolio Optimization, GadsdenA DynamicA Volatility, as well as analyze GadsdenA DynamicA Alpha and Beta and GadsdenA DynamicA Performance.
Symbol

The market value of GadsdenA DynamicA Multi is measured differently than its book value, which is the value of GadsdenA that is recorded on the company's balance sheet. Investors also form their own opinion of GadsdenA DynamicA's value that differs from its market value or its book value, called intrinsic value, which is GadsdenA DynamicA's 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 GadsdenA DynamicA's market value can be influenced by many factors that don't directly affect GadsdenA DynamicA's 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 GadsdenA DynamicA's value and its price as these two are different measures arrived at by different means. Investors typically determine GadsdenA DynamicA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GadsdenA DynamicA's 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.

GadsdenA DynamicA '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 GadsdenA DynamicA'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 GadsdenA DynamicA.
0.00
08/21/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/11/2022
0.00
If you would invest  0.00  in GadsdenA DynamicA on August 21, 2020 and sell it all today you would earn a total of 0.00 from holding GadsdenA DynamicA Multi or generate 0.0% return on investment in GadsdenA DynamicA over 720 days. GadsdenA DynamicA is related to or competes with Midcap ETF. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in asset classes that th...More

GadsdenA DynamicA 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 GadsdenA DynamicA'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 GadsdenA DynamicA Multi upside and downside potential and time the market with a certain degree of confidence.

GadsdenA DynamicA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for GadsdenA DynamicA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GadsdenA DynamicA's standard deviation. In reality, there are many statistical measures that can use GadsdenA DynamicA historical prices to predict the future GadsdenA DynamicA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of GadsdenA DynamicA's 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 GadsdenA DynamicA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
30.3530.8431.33
Details
Intrinsic
Valuation
LowReal ValueHigh
30.6731.1631.65
Details
Naive
Forecast
LowNext ValueHigh
29.8530.3530.84
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
30.7830.9331.08
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GadsdenA DynamicA. Your research has to be compared to or analyzed against GadsdenA DynamicA's peers to derive any actionable benefits. When done correctly, GadsdenA DynamicA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in GadsdenA DynamicA Multi.

GadsdenA DynamicA Multi Backtested Returns

GadsdenA DynamicA Multi holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had -0.17% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. GadsdenA DynamicA Multi exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GadsdenA DynamicA risk adjusted performance of (0.25), and Market Risk Adjusted Performance of (4.27) to validate the risk estimate we provide.
The etf retains a Market Volatility (i.e., Beta) of 0.0256, which attests to not very significant fluctuations relative to the market. Let's try to break down what GadsdenA's beta means in this case. As returns on the market increase, GadsdenA DynamicA returns are expected to increase less than the market. However, during the bear market, the loss on holding GadsdenA DynamicA will be expected to be smaller as well. Even though it is essential to pay attention to GadsdenA DynamicA Multi current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. GadsdenA DynamicA Multi exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.63  

Good predictability

GadsdenA DynamicA Multi has good predictability. Overlapping area represents the amount of predictability between GadsdenA DynamicA time series from 21st of August 2020 to 16th of August 2021 and 16th of August 2021 to 11th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GadsdenA DynamicA Multi price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current GadsdenA DynamicA price fluctuation can be explain by its past prices.
Correlation Coefficient0.63
Spearman Rank Test0.34
Residual Average0.0
Price Variance0.51

GadsdenA DynamicA Multi lagged returns against current returns

Autocorrelation, which is GadsdenA DynamicA 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 GadsdenA DynamicA's etf expected returns. We can calculate the autocorrelation of GadsdenA DynamicA returns to help us make a trade decision. For example, suppose you find that GadsdenA DynamicA 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.
   Current and Lagged Values   
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       Timeline  

GadsdenA DynamicA 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 GadsdenA DynamicA etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GadsdenA DynamicA etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GadsdenA DynamicA etf over time.
   Current vs Lagged Prices   
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       Timeline  

GadsdenA DynamicA Lagged Returns

When evaluating GadsdenA DynamicA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GadsdenA DynamicA etf have on its future price. GadsdenA DynamicA 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, GadsdenA DynamicA autocorrelation shows the relationship between GadsdenA DynamicA etf current value and its past values and can show if there is a momentum factor associated with investing in GadsdenA DynamicA Multi.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in GadsdenA DynamicA without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as GadsdenA DynamicA Multi using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check GadsdenA DynamicA Hype Analysis, GadsdenA DynamicA Correlation, Portfolio Optimization, GadsdenA DynamicA Volatility, as well as analyze GadsdenA DynamicA Alpha and Beta and GadsdenA DynamicA Performance. Note that the GadsdenA DynamicA Multi information on this page should be used as a complementary analysis to other GadsdenA DynamicA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

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When running GadsdenA DynamicA Multi price analysis, check to measure GadsdenA DynamicA's 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 GadsdenA DynamicA is operating at the current time. Most of GadsdenA DynamicA's value examination focuses on studying past and present price action to predict the probability of GadsdenA DynamicA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GadsdenA DynamicA's price. Additionally, you may evaluate how the addition of GadsdenA DynamicA to your portfolios can decrease your overall portfolio volatility.
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GadsdenA DynamicA 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, stock market cycles, or different charting patterns.
A focus of GadsdenA DynamicA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GadsdenA DynamicA trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...