FTSE Developed Etf Market Value

VEA -  USA Etf  

USD 50.19  0.24  0.48%

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

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

FTSE Developed '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 FTSE Developed'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 FTSE Developed.
0.00
09/01/2021
No Change 0.00  0.0 
In 2 months and 31 days
11/30/2021
0.00
If you would invest  0.00  in FTSE Developed on September 1, 2021 and sell it all today you would earn a total of 0.00 from holding FTSE Developed Markets or generate 0.0% return on investment in FTSE Developed over 90 days. FTSE Developed is related to or competes with EAFE Curr. The investment seeks to track the performance of the FTSE Developed All Cap ex US Index

FTSE Developed 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 FTSE Developed'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 FTSE Developed Markets upside and downside potential and time the market with a certain degree of confidence.

FTSE Developed Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FTSE Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTSE Developed's standard deviation. In reality, there are many statistical measures that can use FTSE Developed historical prices to predict the future FTSE Developed's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of FTSE Developed'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 FTSE Developed in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
49.4150.1950.97
Details
Intrinsic
Valuation
LowReal ValueHigh
49.7650.5451.32
Details
Naive
Forecast
LowNext ValueHigh
49.2049.9850.76
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
49.8551.8953.93
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FTSE Developed. Your research has to be compared to or analyzed against FTSE Developed's peers to derive any actionable benefits. When done correctly, FTSE Developed'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 FTSE Developed Markets.

FTSE Developed Markets Backtested Returns

FTSE Developed Markets secures Sharpe Ratio (or Efficiency) of -0.0973, which denotes the etf had -0.0973% of return per unit of volatility over the last 3 months. Macroaxis approach towards predicting 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. FTSE Developed Markets exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FTSE Developed Markets mean deviation of 0.5764, and Market Risk Adjusted Performance of (0.08) to check the risk estimate we provide.
The etf shows a Beta (market volatility) of 0.7961, which means possible diversification benefits within a given portfolio. Let's try to break down what FTSE Developed's beta means in this case. As returns on the market increase, FTSE Developed returns are expected to increase less than the market. However, during the bear market, the loss on holding FTSE Developed will be expected to be smaller as well. Even though it is essential to pay attention to FTSE Developed Markets historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach towards predicting 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. FTSE Developed Markets exposes twenty-seven different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.23   

Weak predictability

FTSE Developed Markets has weak predictability. Overlapping area represents the amount of predictability between FTSE Developed time series from 1st of September 2021 to 16th of October 2021 and 16th of October 2021 to 30th of November 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 FTSE Developed Markets price movement. The serial correlation of 0.23 indicates that over 23.0% of current FTSE Developed price fluctuation can be explain by its past prices.
Correlation Coefficient0.23
Spearman Rank Test0.15
Residual Average0.0
Price Variance0.57

FTSE Developed Markets lagged returns against current returns

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

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

FTSE Developed Lagged Returns

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

FTSE Developed Investors Sentiment

The influence of FTSE Developed'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 FTSE Developed. 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.
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 FTSE Developed 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, FTSE Developed's short interest history, or implied volatility extrapolated from FTSE Developed options trading.

Current Sentiment - VEA

FTSE Developed Markets Investor Sentiment

Predominant part of Macroaxis users are at this time bullish on FTSE Developed Markets. What is your opinion about investing in FTSE Developed Markets? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also, please take a look at FTSE Developed Hype Analysis, FTSE Developed Correlation, Portfolio Optimization, FTSE Developed Volatility, as well as analyze FTSE Developed Alpha and Beta and FTSE Developed Performance. Note that the FTSE Developed Markets information on this page should be used as a complementary analysis to other FTSE Developed'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 Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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