Ned Davis Research Etf Net Income
| NDAA Etf | 22.16 0.22 0.98% |
As of the 6th of February, Ned Davis secures the Mean Deviation of 0.4797, risk adjusted performance of 0.087, and Downside Deviation of 0.6603. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Ned Davis Research, as well as the relationship between them.
Ned Davis' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Ned Davis' valuation are provided below:Ned Davis Research 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. The market value of Ned Davis Research is measured differently than its book value, which is the value of Ned that is recorded on the company's balance sheet. Investors also form their own opinion of Ned Davis' value that differs from its market value or its book value, called intrinsic value, which is Ned Davis' 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 Ned Davis' market value can be influenced by many factors that don't directly affect Ned Davis' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Ned Davis' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Ned Davis should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Ned Davis' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Ned Davis '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 Ned Davis' 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 Ned Davis.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Ned Davis on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Ned Davis Research or generate 0.0% return on investment in Ned Davis over 90 days. Ned Davis is related to or competes with First Trust, Unlimited HFEQ, Horizon Funds, Themes Infrastructure, SanJac Alpha, Pacer Funds, and ProShares Supply. More
Ned Davis 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 Ned Davis' 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 Ned Davis Research upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6603 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.24 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.8877 |
Ned Davis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ned Davis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ned Davis' standard deviation. In reality, there are many statistical measures that can use Ned Davis historical prices to predict the future Ned Davis' volatility.| Risk Adjusted Performance | 0.087 | |||
| Jensen Alpha | 0.0201 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1199 |
Ned Davis February 6, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.087 | |||
| Market Risk Adjusted Performance | 0.1299 | |||
| Mean Deviation | 0.4797 | |||
| Semi Deviation | 0.5155 | |||
| Downside Deviation | 0.6603 | |||
| Coefficient Of Variation | 896.21 | |||
| Standard Deviation | 0.6251 | |||
| Variance | 0.3908 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0201 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1199 | |||
| Maximum Drawdown | 2.24 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.8877 | |||
| Downside Variance | 0.436 | |||
| Semi Variance | 0.2657 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.10) | |||
| Kurtosis | 0.4096 |
Ned Davis Research Backtested Returns
At this point, Ned Davis is very steady. Ned Davis Research has Sharpe Ratio of 0.11, which conveys that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ned Davis, which you can use to evaluate the volatility of the etf. Please verify Ned Davis' Downside Deviation of 0.6603, risk adjusted performance of 0.087, and Mean Deviation of 0.4797 to check out if the risk estimate we provide is consistent with the expected return of 0.0698%. The etf secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ned Davis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ned Davis is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
Ned Davis Research has weak predictability. Overlapping area represents the amount of predictability between Ned Davis time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Ned Davis Research price movement. The serial correlation of 0.23 indicates that over 23.0% of current Ned Davis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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, Ned Davis Research 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 Moderate Allocation (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Ned Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Ned Davis' direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Ned Davis could also be used in its relative valuation, which is a method of valuing Ned Davis by comparing valuation metrics of similar companies.Ned Davis is currently under evaluation in net income as compared to similar ETFs.
About Ned Davis Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Ned Davis Research's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Ned Davis using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Ned Davis Research 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.
Also Currently Popular
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.When determining whether Ned Davis Research offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ned Davis' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ned Davis Research Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ned Davis Research Etf:Check out You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of Ned Davis Research is measured differently than its book value, which is the value of Ned that is recorded on the company's balance sheet. Investors also form their own opinion of Ned Davis' value that differs from its market value or its book value, called intrinsic value, which is Ned Davis' 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 Ned Davis' market value can be influenced by many factors that don't directly affect Ned Davis' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Ned Davis' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Ned Davis should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Ned Davis' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.