20 Year Etf Market Value

TLT -  USA Etf  

USD 142.10  2.18  1.51%

20 Year's market value is the price at which a share of 20 Year stock trades on a public exchange. It measures the collective expectations of 20 Year Treas investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of 20 Year Treas and determine expected loss or profit from investing in 20 Year over a given investment horizon. Additionally, take a look at 20 Year Hype Analysis, 20 Year Correlation, Portfolio Optimization, 20 Year Volatility, as well as analyze 20 Year Alpha and Beta and 20 Year Performance.
Symbol
Backtest

The market value of 20 Year Treas is measured differently than its book value, which is the value of 20 Year that is recorded on the company's balance sheet. Investors also form their own opinion of 20 Year's value that differs from its market value or its book value, called intrinsic value, which is 20 Year'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 20 Year's market value can be influenced by many factors that don't directly affect 20 Year'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 20 Year's value and its price as these two are different measures arrived at by different means. Investors typically determine 20 Year value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 20 Year'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.

20 Year '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 20 Year'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 20 Year.
0.00
08/21/2021
No Change 0.00  0.0 
In 4 months and 30 days
01/18/2022
0.00
If you would invest  0.00  in 20 Year on August 21, 2021 and sell it all today you would earn a total of 0.00 from holding 20 Year Treas or generate 0.0% return on investment in 20 Year over 150 days. 20 Year is related to or competes with 7-10 Year, SPDR Long, Extended Dur, 10-20 Year, Ishares 25, and Schwab Long-Term. The investment seeks to track the investment results of the ICE U.S

20 Year 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 20 Year'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 20 Year Treas upside and downside potential and time the market with a certain degree of confidence.

20 Year Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for 20 Year's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 20 Year's standard deviation. In reality, there are many statistical measures that can use 20 Year historical prices to predict the future 20 Year's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of 20 Year'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 20 Year in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
141.09142.10143.11
Details
Intrinsic
Valuation
LowReal ValueHigh
131.01132.02156.31
Details
Naive
Forecast
LowNext ValueHigh
143.36144.37145.38
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
140.12146.30152.48
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 20 Year. Your research has to be compared to or analyzed against 20 Year's peers to derive any actionable benefits. When done correctly, 20 Year'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 20 Year Treas.

20 Year Treas Backtested Returns

20 Year Treas retains Efficiency (Sharpe Ratio) of -0.0021, which signifies that the etf had -0.0021% of return per unit of price deviation over the last 3 months. Macroaxis outlook to foreseeing 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. 20 Year exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm 20 Year Treas Market Risk Adjusted Performance of 0.0826, standard deviation of 1.0, and Coefficient Of Variation of (3,439) to double-check the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of -0.5401, which signifies possible diversification benefits within a given portfolio. Let's try to break down what 20 Year's beta means in this case. As returns on the market increase, returns on owning 20 Year are expected to decrease at a much lower rate. During the bear market, 20 Year is likely to outperform the market. Even though it is essential to pay attention to 20 Year Treas existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are foreseeing 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. 20 Year exposes twenty-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.27   

Poor predictability

20 Year Treas has poor predictability. Overlapping area represents the amount of predictability between 20 Year time series from 21st of August 2021 to 4th of November 2021 and 4th of November 2021 to 18th of January 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 20 Year Treas price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current 20 Year price fluctuation can be explain by its past prices.
Correlation Coefficient0.27
Spearman Rank Test0.22
Residual Average0.0
Price Variance9.43

20 Year Treas lagged returns against current returns

Autocorrelation, which is 20 Year 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 20 Year's etf expected returns. We can calculate the autocorrelation of 20 Year returns to help us make a trade decision. For example, suppose you find that 20 Year 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 

20 Year 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 20 Year etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 20 Year etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 20 Year etf over time.
 Current vs Lagged Prices 
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      Timeline 

20 Year Lagged Returns

When evaluating 20 Year's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 20 Year etf have on its future price. 20 Year 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, 20 Year autocorrelation shows the relationship between 20 Year etf current value and its past values and can show if there is a momentum factor associated with investing in 20 Year Treas.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in 20 Year 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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Additionally, take a look at 20 Year Hype Analysis, 20 Year Correlation, Portfolio Optimization, 20 Year Volatility, as well as analyze 20 Year Alpha and Beta and 20 Year Performance. Note that the 20 Year Treas information on this page should be used as a complementary analysis to other 20 Year'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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Complementary Tools for 20 Year Etf analysis

When running 20 Year Treas price analysis, check to measure 20 Year'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 20 Year is operating at the current time. Most of 20 Year's value examination focuses on studying past and present price action to predict the probability of 20 Year's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move 20 Year's price. Additionally, you may evaluate how the addition of 20 Year to your portfolios can decrease your overall portfolio volatility.
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20 Year 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 20 Year technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of 20 Year 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...