Agfiq Market Neutral Etf Price on September 24, 2024
| BTAL Etf | USD 18.64 0.37 1.95% |
Below is the normalized historical share price chart for AGFiQ Market Neutral extending back to September 13, 2011. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of AGFiQ Market stands at 18.64, as last reported on the 26th of November, with the highest price reaching 18.79 and the lowest price hitting 18.57 during the day.
If you're considering investing in AGFiQ Etf, it is important to understand the factors that can impact its price. AGFiQ Market Neutral secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the etf had a -0.15% return per unit of risk over the last 3 months. AGFiQ Market Neutral exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AGFiQ Market's Risk Adjusted Performance of (0.07), standard deviation of 0.8415, and Mean Deviation of 0.6775 to double-check the risk estimate we provide.
AGFiQ Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 16.15 | 200 Day MA 19.2593 | 1 y Volatility 16.33 | 50 Day MA 19.5852 | Inception Date 2011-09-13 |
AGFiQ |
Sharpe Ratio = -0.1478
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| Negative Returns | BTAL |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AGFiQ Market is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AGFiQ Market by adding AGFiQ Market to a well-diversified portfolio.
Average Mkt Cap Mil 21.7 K |
AGFiQ Market Valuation on September 24, 2024
It is possible to determine the worth of AGFiQ Market on a given historical date. On September 24, 2024 AGFiQ was worth 19.63 at the beginning of the trading date compared to the closed value of 19.63. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of AGFiQ Market etf. Still, in general, we apply an absolute valuation method to find AGFiQ Market's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of AGFiQ Market where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against AGFiQ Market's related companies.
| Open | High | Low | Close | Volume | |
| 19.59 | 19.73 | 19.51 | 19.63 | 1,075,018 | |
09/24/2024 | 19.63 | 19.69 | 19.51 | 19.63 | 1,562,800 |
| 19.55 | 19.74 | 19.55 | 19.74 | 627,243 |
| Backtest AGFiQ Market | | | AGFiQ Market History | | | AGFiQ Market Valuation | Previous | Next |
AGFiQ Market Trading Date Momentum on September 24, 2024
| On September 25 2024 AGFiQ Market Neutral was traded for 19.74 at the closing time. The top price for the day was 19.74 and the lowest listed price was 19.55 . The trading volume for the day was 627.2 K. The trading history from September 25, 2024 was a factor to the next trading day price upswing. The overall trading delta against the next closing price was 0.56% . The overall trading delta against the current closing price is 0.92% . |
AGFiQ Market Neutral Fundamentals Correlations and Trends
By evaluating AGFiQ Market's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among AGFiQ Market's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. AGFiQ financial account trend analysis is a perfect complement when working with valuation or volatility modules.About AGFiQ Market Etf history
AGFiQ Market investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for AGFiQ is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in AGFiQ Market Neutral will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing AGFiQ Market stock prices may prove useful in developing a viable investing in AGFiQ Market
The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. US Anti-Beta is traded on NYSEARCA Exchange in the United States.
AGFiQ Market Etf Technical Analysis
AGFiQ Market 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, etf market cycles, or different charting patterns.
Price Boundaries
AGFiQ Market Period Price Range
Low | November 26, 2024
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0.00 | 0.00 |
AGFiQ Market Neutral cannot be verified against its exchange. Please verify the symbol is currently traded on NYSE ARCA Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
AGFiQ Market November 26, 2024 Market Strength
Market strength indicators help investors to evaluate how AGFiQ Market etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGFiQ Market shares will generate the highest return on investment. By undertsting and applying AGFiQ Market etf market strength indicators, traders can identify AGFiQ Market Neutral entry and exit signals to maximize returns
AGFiQ Market Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for AGFiQ Market's price direction in advance. Along with the technical and fundamental analysis of AGFiQ Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of AGFiQ to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.1758 |
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Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AGFiQ Market Neutral. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
The market value of AGFiQ Market Neutral is measured differently than its book value, which is the value of AGFiQ that is recorded on the company's balance sheet. Investors also form their own opinion of AGFiQ Market's value that differs from its market value or its book value, called intrinsic value, which is AGFiQ Market'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 AGFiQ Market's market value can be influenced by many factors that don't directly affect AGFiQ Market'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 AGFiQ Market's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGFiQ Market is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGFiQ Market'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.