Fundamental Income Net Etf Z Score
| NETL Etf | USD 25.52 0.12 0.47% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret Fundamental Income Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why Fundamental Income Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
Fundamental Income Z-Score Analysis
The module uses available fundamental data of Fundamental Income to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out
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The market value of Fundamental Income Net is measured differently than its book value, which is the value of Fundamental that is recorded on the company's balance sheet. Investors also form their own opinion of Fundamental Income's value that differs from its market value or its book value, called intrinsic value, which is Fundamental Income'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 Fundamental Income's market value can be influenced by many factors that don't directly affect Fundamental Income's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Fundamental Income's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Fundamental Income should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Fundamental Income's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Fundamental Income '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 Fundamental Income'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 Fundamental Income.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Fundamental Income on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Fundamental Income Net or generate 0.0% return on investment in Fundamental Income over 90 days. Fundamental Income is related to or competes with Amplify Travel, Cohen Steers, Pacer Swan, Bridges Capital, Invesco Nasdaq, Relative Sentiment, and SmartETFs Dividend. -listed equity securities of companies that derive at least 85 percent of their earnings or revenues from real estate op... More
Fundamental Income 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 Fundamental Income'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 Fundamental Income Net upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6639 | |||
| Information Ratio | 0.0771 | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.4 |
Fundamental Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamental Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamental Income's standard deviation. In reality, there are many statistical measures that can use Fundamental Income historical prices to predict the future Fundamental Income's volatility.| Risk Adjusted Performance | 0.1199 | |||
| Jensen Alpha | 0.1044 | |||
| Total Risk Alpha | 0.0568 | |||
| Sortino Ratio | 0.0875 | |||
| Treynor Ratio | 0.7466 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fundamental Income'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.
Fundamental Income February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1199 | |||
| Market Risk Adjusted Performance | 0.7566 | |||
| Mean Deviation | 0.6016 | |||
| Semi Deviation | 0.4872 | |||
| Downside Deviation | 0.6639 | |||
| Coefficient Of Variation | 614.47 | |||
| Standard Deviation | 0.7533 | |||
| Variance | 0.5675 | |||
| Information Ratio | 0.0771 | |||
| Jensen Alpha | 0.1044 | |||
| Total Risk Alpha | 0.0568 | |||
| Sortino Ratio | 0.0875 | |||
| Treynor Ratio | 0.7466 | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.4407 | |||
| Semi Variance | 0.2374 | |||
| Expected Short fall | (0.68) | |||
| Skewness | 0.3389 | |||
| Kurtosis | (0.05) |
Fundamental Income Net Backtested Returns
As of now, Fundamental Etf is very steady. Fundamental Income Net secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fundamental Income Net, which you can use to evaluate the volatility of the entity. Please confirm Fundamental Income's Downside Deviation of 0.6639, mean deviation of 0.6016, and Coefficient Of Variation of 614.47 to check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundamental Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundamental Income is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Fundamental Income Net has very weak reverse predictability. Overlapping area represents the amount of predictability between Fundamental Income time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Fundamental Income Net price movement. The serial correlation of -0.03 indicates that only 3.0% of current Fundamental Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
Based on the company's disclosures, Fundamental Income Net has a Z Score of 0.0. This indicator is about the same for the Exchange Traded Concepts average (which is currently at 0.0) family and about the same as Real Estate (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Fundamental Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Fundamental Income's current stock value. Our valuation model uses many indicators to compare Fundamental Income value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Fundamental Income competition to find correlations between indicators driving Fundamental Income's intrinsic value. More Info.Fundamental Income Net is rated number one ETF in price to earning as compared to similar ETFs. It also is rated number one ETF in price to book as compared to similar ETFs fabricating about 0.19 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Fundamental Income Net is roughly 5.15 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Fundamental Income 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.Fund Asset Allocation for Fundamental Income
The fund invests 99.43% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Fundamental Income's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Fundamental Fundamentals
| Return On Asset | 2.82 | |||
| Profit Margin | (7.66) % | |||
| Operating Margin | 8.35 % | |||
| Current Valuation | 3.22 B | |||
| Shares Outstanding | 69.52 M | |||
| Shares Owned By Insiders | 14.73 % | |||
| Shares Owned By Institutions | 83.60 % | |||
| Number Of Shares Shorted | 4.23 M | |||
| Price To Earning | 27.49 X | |||
| Price To Book | 5.34 X | |||
| Price To Sales | 8.45 X | |||
| Revenue | 409.59 M | |||
| Gross Profit | 208.32 M | |||
| EBITDA | 99.52 M | |||
| Net Income | (31.38 M) | |||
| Cash And Equivalents | 242.37 M | |||
| Cash Per Share | 3.49 X | |||
| Total Debt | 8.12 M | |||
| Debt To Equity | 0.01 % | |||
| Current Ratio | 2.73 X | |||
| Cash Flow From Operations | 126.56 M | |||
| Short Ratio | 6.30 X | |||
| Earnings Per Share | (0.82) X | |||
| Price To Earnings To Growth | 1.65 X | |||
| Number Of Employees | 645 | |||
| Beta | 0.97 | |||
| Market Capitalization | 3.46 B | |||
| Total Asset | 93.91 M | |||
| Retained Earnings | (55.19 M) | |||
| Working Capital | 215.22 M | |||
| Current Asset | 339.64 M | |||
| Current Liabilities | 124.42 M | |||
| One Year Return | 10.90 % | |||
| Three Year Return | 1.90 % | |||
| Five Year Return | 4.70 % | |||
| Net Asset | 93.91 M | |||
| Last Dividend Paid | 0.19 | |||
| Equity Positions Weight | 99.43 % |
About Fundamental Income Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Fundamental Income Net's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Fundamental Income using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Fundamental Income Net 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.
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The market value of Fundamental Income Net is measured differently than its book value, which is the value of Fundamental that is recorded on the company's balance sheet. Investors also form their own opinion of Fundamental Income's value that differs from its market value or its book value, called intrinsic value, which is Fundamental Income'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 Fundamental Income's market value can be influenced by many factors that don't directly affect Fundamental Income's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Fundamental Income's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Fundamental Income should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Fundamental Income's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.