Valued Advisers Competition
| MBSF ETF | 25.69 -0.03 -0.12% |
Pair Correlation for Valued Advisers and WisdomTree Efficient Snapshot
Strong inverse diversification
Across the chosen horizon, Valued Advisers and WisdomTree Efficient show a correlation of -0.36 and fall into the Strong inverse diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
The mean reversion principle applied to Valued Advisers' suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Valued Advisers' price dislocation is essential before acting on a mean reversion signal.
Valued Advisers Competition Correlation Matrix
Studying peer correlation around Valued Advisers Trust provides a cleaner read on how much independent price behavior still exists across the competitive set. The useful question is whether competitors are behaving like true alternatives or simply tracking the same sector move with different volatility.
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High positive correlations
| High negative correlations
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Valued Advisers Competition Risk-Adjusted Indicators
Strong recent returns in Valued Advisers ETF do not always mean Valued Advisers ETF is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.75 | -0.20 | 0.00 | -0.16 | 0.00 | 2.61 | 15.22 | |||
| MSFT | 1.36 | -0.03 | 0.00 | -0.03 | 0.00 | 3.11 | 8.57 | |||
| UBER | 1.72 | -0.02 | 0.00 | -0.02 | 0.00 | 3.61 | 8.83 | |||
| F | 1.53 | -0.18 | 0.00 | -0.12 | 0.00 | 4.11 | 9.26 | |||
| T | 1.18 | -0.02 | 0.00 | 0.08 | 0.00 | 2.34 | 7.75 | |||
| A | 1.43 | -0.21 | 0.00 | -0.20 | 0.00 | 2.67 | 8.08 | |||
| CRM | 2.14 | -0.20 | 0.00 | -1.23 | 0.00 | 4.07 | 13.46 | |||
| JPM | 1.11 | 0.03 | 0.02 | 0.04 | 1.47 | 2.18 | 8.16 | |||
| MRK | 1.18 | 0.01 | 0.00 | 0.03 | 1.57 | 2.73 | 7.67 | |||
| XOM | 1.44 | 0.13 | 0.06 | -0.19 | 2.00 | 2.73 | 9.09 |
Valued Advisers Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Valued Advisers Competition Peer Performance Charts
How to Analyze Valued Advisers Against Peers
Valued Advisers' peer analysis compares Valued Advisers with related companies to put valuation, quality, and risk metrics in context. This establishes whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Valued Advisers trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Valued Advisers leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Valued Advisers has a wider economic moat score than the average competitor, based on return spread and reinvestment patterns. Geographic revenue mix for Valued Advisers versus peers affects currency exposure and growth opportunity differently. The peer set frames whether recent outperformance is broad-based or company-specific.
Valued Advisers Trust metrics draw on fund disclosures and market reference feeds, standardized for cross-period comparison.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board