Managed Portfolio Series Etf Net Income
| LST Etf | 42.98 0.93 2.21% |
As of the 7th of February, Managed Portfolio secures the Downside Deviation of 0.9, risk adjusted performance of 0.1437, and Mean Deviation of 0.6985. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Managed Portfolio Series, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Managed Portfolio's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Managed Portfolio's valuation are summarized below:Managed Portfolio Series does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Investors evaluate Managed Portfolio Series using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Managed Portfolio's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Managed Portfolio's market price to deviate significantly from intrinsic value.
Understanding that Managed Portfolio's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Managed Portfolio represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Managed Portfolio's market price signifies the transaction level at which participants voluntarily complete trades.
Managed Portfolio '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 Managed Portfolio'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 Managed Portfolio.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Managed Portfolio on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Managed Portfolio Series or generate 0.0% return on investment in Managed Portfolio over 90 days. Managed Portfolio is related to or competes with First Trust, OVS SpA, Advisors Inner, DoubleLine ETF, Horizon Kinetics, First Trust, and Putnam ETF. Managed Portfolio is entity of United States More
Managed Portfolio 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 Managed Portfolio'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 Managed Portfolio Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9 | |||
| Information Ratio | 0.0753 | |||
| Maximum Drawdown | 3.66 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.34 |
Managed Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Managed Portfolio's standard deviation. In reality, there are many statistical measures that can use Managed Portfolio historical prices to predict the future Managed Portfolio's volatility.| Risk Adjusted Performance | 0.1437 | |||
| Jensen Alpha | 0.0751 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0735 | |||
| Treynor Ratio | 0.1643 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Managed Portfolio'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.
Managed Portfolio February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1437 | |||
| Market Risk Adjusted Performance | 0.1743 | |||
| Mean Deviation | 0.6985 | |||
| Semi Deviation | 0.6882 | |||
| Downside Deviation | 0.9 | |||
| Coefficient Of Variation | 563.93 | |||
| Standard Deviation | 0.8787 | |||
| Variance | 0.7721 | |||
| Information Ratio | 0.0753 | |||
| Jensen Alpha | 0.0751 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0735 | |||
| Treynor Ratio | 0.1643 | |||
| Maximum Drawdown | 3.66 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.8101 | |||
| Semi Variance | 0.4736 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.26) | |||
| Kurtosis | (0.05) |
Managed Portfolio Series Backtested Returns
Currently, Managed Portfolio Series is very steady. Managed Portfolio Series has Sharpe Ratio of 0.17, which conveys that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Managed Portfolio, which you can use to evaluate the volatility of the etf. Please verify Managed Portfolio's Downside Deviation of 0.9, mean deviation of 0.6985, and Risk Adjusted Performance of 0.1437 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The etf secures a Beta (Market Risk) of 0.89, which conveys possible diversification benefits within a given portfolio. Managed Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Managed Portfolio is expected to follow.
Auto-correlation | 0.62 |
Good predictability
Managed Portfolio Series has good predictability. Overlapping area represents the amount of predictability between Managed Portfolio time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Managed Portfolio Series price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Managed Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Managed Portfolio Series reported net income of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Mid-Cap Blend (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Managed Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Managed Portfolio's current stock value. Our valuation model uses many indicators to compare Managed Portfolio value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Managed Portfolio competition to find correlations between indicators driving Managed Portfolio's intrinsic value. More Info.Managed Portfolio Series is considered the top ETF in beta as compared to similar ETFs. It also is considered the top ETF in one year return as compared to similar ETFs reporting about 18.82 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Managed Portfolio by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Managed Fundamentals
| Beta | 1.1 | |||
| One Year Return | 20.70 % | |||
| Three Year Return | 18.30 % | |||
| Five Year Return | 13.60 % | |||
| Ten Year Return | 13.80 % |
About Managed Portfolio Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Managed Portfolio Series's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Managed Portfolio using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Managed Portfolio Series based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Thematic Opportunities
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Investors evaluate Managed Portfolio Series using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Managed Portfolio's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Managed Portfolio's market price to deviate significantly from intrinsic value.
Understanding that Managed Portfolio's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Managed Portfolio represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Managed Portfolio's market price signifies the transaction level at which participants voluntarily complete trades.