GadsdenA Etf Market Value

GDMA -  USA Etf  

USD 32.41  0.38  1.19%

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
Backtest

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 Multi underlying business (such as 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
04/30/2021
No Change 0.00  0.0 
In 3 months and 1 day
07/29/2021
0.00
If you would invest  0.00  in GadsdenA DynamicA on April 30, 2021 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 90 days. GadsdenA DynamicA is related to or competes with Total Stock, SP 500, Total Bond, SP 500, Vanguard Growth, FTSE Developed, and Midcap ETF. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in asset classes that th...

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
31.1632.0332.90
Details
Intrinsic
Valuation
LowReal ValueHigh
31.2032.0732.94
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 -0.0137, which attests that the entity had -0.0137% 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 (0.014542), and Market Risk Adjusted Performance of (0.019595) to validate the risk estimate we provide.
The etf retains a Market Volatility (i.e., Beta) of 0.9747, which attests to possible diversification benefits within a given portfolio. Let's try to break down what GadsdenA's beta means in this case. GadsdenA DynamicA returns are very sensitive to returns on the market. As the market goes up or down, GadsdenA DynamicA is expected to follow. 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.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.65)   

Very good reverse predictability

GadsdenA DynamicA Multi has very good reverse predictability. Overlapping area represents the amount of predictability between GadsdenA DynamicA time series from 30th of April 2021 to 14th of June 2021 and 14th of June 2021 to 29th of July 2021. 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 -0.65 indicates that roughly 65.0% of current GadsdenA DynamicA price fluctuation can be explain by its past prices. Given that GadsdenA DynamicA Multi has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of GadsdenA DynamicA for similar time interval.
Correlation Coefficient-0.65
Spearman Rank Test-0.27
Residual Average0.0
Price Variance0.22

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 
Share
      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 
Share
      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 
Share
      Timeline 

GadsdenA DynamicA Investors Sentiment

The influence of GadsdenA DynamicA's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in GadsdenA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - GDMA

GadsdenA DynamicA Multi Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in GadsdenA DynamicA Multi. What is your judgment towards investing in GadsdenA DynamicA Multi? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Becoming a Better Investor with Macroaxis

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.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

Complementary Tools for GadsdenA Etf analysis

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.
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Equity Search
Search for activelly traded equities including funds and ETFs from over 30 global markets
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
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...