Boost Issuer (UK) Market Value
| 3SDE Etf | 27.55 0.30 1.08% |
| Symbol | Boost |
Boost Issuer '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 Boost Issuer'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 Boost Issuer.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Boost Issuer on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Boost Issuer Public or generate 0.0% return on investment in Boost Issuer over 90 days. Boost Issuer is related to or competes with WisdomTree Natural, Leverage Shares, GraniteShares, WisdomTree Natural, WisdomTree, WisdomTree Silver, and Leverage Shares. Boost Issuer is entity of United Kingdom More
Boost Issuer 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 Boost Issuer'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 Boost Issuer Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.33 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 3.89 |
Boost Issuer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boost Issuer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boost Issuer's standard deviation. In reality, there are many statistical measures that can use Boost Issuer historical prices to predict the future Boost Issuer's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (1.86) |
Boost Issuer Public Backtested Returns
Boost Issuer Public secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the etf had a -0.18% return per unit of risk over the last 3 months. Boost Issuer Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Boost Issuer's Risk Adjusted Performance of (0.12), standard deviation of 2.56, and Mean Deviation of 2.1 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boost Issuer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boost Issuer is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Boost Issuer Public has modest predictability. Overlapping area represents the amount of predictability between Boost Issuer time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Boost Issuer Public price movement. The serial correlation of 0.52 indicates that about 52.0% of current Boost Issuer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 5.26 |
Boost Issuer Public lagged returns against current returns
Autocorrelation, which is Boost Issuer etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Boost Issuer's etf expected returns. We can calculate the autocorrelation of Boost Issuer returns to help us make a trade decision. For example, suppose you find that Boost Issuer has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Boost Issuer regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Boost Issuer etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boost Issuer etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boost Issuer etf over time.
Current vs Lagged Prices |
| Timeline |
Boost Issuer Lagged Returns
When evaluating Boost Issuer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boost Issuer etf have on its future price. Boost Issuer autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Boost Issuer autocorrelation shows the relationship between Boost Issuer etf current value and its past values and can show if there is a momentum factor associated with investing in Boost Issuer Public.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Boost Etf
Boost Issuer financial ratios help investors to determine whether Boost Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Boost with respect to the benefits of owning Boost Issuer security.