FTSE EM Etf Market Value

VWO -  USA Etf  

USD 49.11  0.07  0.14%

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

The market value of FTSE EM ETF is measured differently than its book value, which is the value of FTSE EM that is recorded on the company's balance sheet. Investors also form their own opinion of FTSE EM's value that differs from its market value or its book value, called intrinsic value, which is FTSE EM'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 EM's market value can be influenced by many factors that don't directly affect FTSE EM'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 EM's value and its price as these two are different measures arrived at by different means. Investors typically determine FTSE EM value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FTSE EM'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 EM '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 EM'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 EM.
0.00
03/05/2021
No Change 0.00  0.0 
In 8 months and 28 days
11/30/2021
0.00
If you would invest  0.00  in FTSE EM on March 5, 2021 and sell it all today you would earn a total of 0.00 from holding FTSE EM ETF or generate 0.0% return on investment in FTSE EM over 270 days. FTSE EM is related to or competes with Emrg Mkts. The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued ...

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

FTSE EM Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FTSE EM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTSE EM's standard deviation. In reality, there are many statistical measures that can use FTSE EM historical prices to predict the future FTSE EM'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 EM'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 EM in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
48.1049.0349.96
Details
Intrinsic
Valuation
LowReal ValueHigh
48.6349.5650.49
Details
Naive
Forecast
LowNext ValueHigh
48.3649.2850.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.5950.9553.32
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FTSE EM. Your research has to be compared to or analyzed against FTSE EM's peers to derive any actionable benefits. When done correctly, FTSE EM'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 EM ETF.

FTSE EM ETF Backtested Returns

FTSE EM ETF secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the etf had -0.11% 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 EM ETF exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FTSE EM ETF market risk adjusted performance of (0.08), and Mean Deviation of 0.7043 to check the risk estimate we provide.
The etf shows a Beta (market volatility) of 0.6524, which means possible diversification benefits within a given portfolio. Let's try to break down what FTSE EM's beta means in this case. As returns on the market increase, FTSE EM returns are expected to increase less than the market. However, during the bear market, the loss on holding FTSE EM will be expected to be smaller as well. Even though it is essential to pay attention to FTSE EM ETF 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 EM ETF exposes twenty-seven different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.29   

Poor predictability

FTSE EM ETF has poor predictability. Overlapping area represents the amount of predictability between FTSE EM time series from 5th of March 2021 to 18th of July 2021 and 18th of July 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 EM ETF price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current FTSE EM price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test0.33
Residual Average0.0
Price Variance0.79

FTSE EM ETF lagged returns against current returns

Autocorrelation, which is FTSE EM 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 EM's etf expected returns. We can calculate the autocorrelation of FTSE EM returns to help us make a trade decision. For example, suppose you find that FTSE EM 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 EM 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 EM etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FTSE EM etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FTSE EM etf over time.
 Current vs Lagged Prices 
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      Timeline 

FTSE EM Lagged Returns

When evaluating FTSE EM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTSE EM etf have on its future price. FTSE EM 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 EM autocorrelation shows the relationship between FTSE EM etf current value and its past values and can show if there is a momentum factor associated with investing in FTSE EM ETF.
 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 FTSE EM 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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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity..
Also, please take a look at FTSE EM Hype Analysis, FTSE EM Correlation, Portfolio Optimization, FTSE EM Volatility, as well as analyze FTSE EM Alpha and Beta and FTSE EM Performance. Note that the FTSE EM ETF information on this page should be used as a complementary analysis to other FTSE EM'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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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