American Etf Market Value

VALQ -  USA Etf  

USD 50.84  0.17  0.33%

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

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

American Century '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 American Century'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 American Century.
0.00
08/27/2021
No Change 0.00  0.0 
In 2 months and 2 days
10/26/2021
0.00
If you would invest  0.00  in American Century on August 27, 2021 and sell it all today you would earn a total of 0.00 from holding American Century Stoxx or generate 0.0% return on investment in American Century over 60 days. American Century is related to or competes with Vanguard Value, Russell 1000, SP Dividend, USA Value, SPDR SP, and Value Line. The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance...

American Century 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 American Century'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 American Century Stoxx upside and downside potential and time the market with a certain degree of confidence.

American Century Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for American Century's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Century's standard deviation. In reality, there are many statistical measures that can use American Century historical prices to predict the future American Century's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of American Century'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 American Century in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
50.3351.0151.69
Details
Intrinsic
Valuation
LowReal ValueHigh
50.2250.9051.58
Details
Naive
Forecast
LowNext ValueHigh
50.7651.4352.11
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.7450.0251.30
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as American Century. Your research has to be compared to or analyzed against American Century's peers to derive any actionable benefits. When done correctly, American Century'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 American Century Stoxx.

American Century Stoxx Backtested Returns

We consider American Century very steady. American Century Stoxx secures Sharpe Ratio (or Efficiency) of 0.0247, which signifies that the etf had 0.0247% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for American Century Stoxx, which you can use to evaluate the future volatility of the entity. Please confirm American Century Stoxx risk adjusted performance of 0.0162, and Mean Deviation of 0.5124 to double-check if the risk estimate we provide is consistent with the expected return of 0.0167%.
The etf shows a Beta (market volatility) of 0.8683, which signifies possible diversification benefits within a given portfolio. Let's try to break down what American's beta means in this case. American Century returns are very sensitive to returns on the market. As the market goes up or down, American Century is expected to follow. Although it is extremely important to respect American Century Stoxx historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing American Century Stoxx technical indicators, you can presently evaluate if the expected return of 0.0167% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.70)   

Very good reverse predictability

American Century Stoxx has very good reverse predictability. Overlapping area represents the amount of predictability between American Century time series from 27th of August 2021 to 26th of September 2021 and 26th of September 2021 to 26th of October 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 American Century Stoxx price movement. The serial correlation of -0.7 indicates that around 70.0% of current American Century price fluctuation can be explain by its past prices. Given that American Century Stoxx has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of American Century for similar time interval.
Correlation Coefficient-0.7
Spearman Rank Test-0.68
Residual Average0.0
Price Variance0.42

American Century Stoxx lagged returns against current returns

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

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

American Century Lagged Returns

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

American Century Investors Sentiment

The influence of American Century'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 American. 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 - VALQ

American Century Stoxx Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in American Century Stoxx. What is your sentiment towards investing in American Century Stoxx? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Also, please take a look at American Century Hype Analysis, American Century Correlation, Portfolio Optimization, American Century Volatility, as well as analyze American Century Alpha and Beta and American Century Performance. Note that the American Century Stoxx information on this page should be used as a complementary analysis to other American Century'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 American Etf analysis

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