Ars Focused Opportunity Etf Market Value
| AFOS Etf | 34.76 0.08 0.23% |
| Symbol | ARS |
The market value of ARS Focused Opportunity is measured differently than its book value, which is the value of ARS that is recorded on the company's balance sheet. Investors also form their own opinion of ARS Focused's value that differs from its market value or its book value, called intrinsic value, which is ARS Focused'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 ARS Focused's market value can be influenced by many factors that don't directly affect ARS Focused'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 ARS Focused's value and its price as these two are different measures arrived at by different means. Investors typically determine if ARS Focused is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARS Focused'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.
ARS Focused '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 ARS Focused'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 ARS Focused.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in ARS Focused on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding ARS Focused Opportunity or generate 0.0% return on investment in ARS Focused over 30 days. ARS Focused is related to or competes with Innovator, SGI Enhanced, Goldman Sachs, Innovator, Invesco Bloomberg, Overlay Shares, and SPDR Kensho. ARS Focused is entity of United States. It is traded as Etf on NASDAQ exchange. More
ARS Focused 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 ARS Focused'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 ARS Focused Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.1253 | |||
| Maximum Drawdown | 5.42 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.02 |
ARS Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARS Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARS Focused's standard deviation. In reality, there are many statistical measures that can use ARS Focused historical prices to predict the future ARS Focused's volatility.| Risk Adjusted Performance | 0.1305 | |||
| Jensen Alpha | 0.1473 | |||
| Total Risk Alpha | 0.111 | |||
| Sortino Ratio | 0.1103 | |||
| Treynor Ratio | 0.1861 |
ARS Focused Opportunity Backtested Returns
ARS Focused appears to be very steady, given 3 months investment horizon. ARS Focused Opportunity secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the etf had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ARS Focused Opportunity, which you can use to evaluate the volatility of the entity. Please makes use of ARS Focused's risk adjusted performance of 0.1305, and Mean Deviation of 0.9639 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 1.15, which signifies a somewhat significant risk relative to the market. ARS Focused returns are very sensitive to returns on the market. As the market goes up or down, ARS Focused is expected to follow.
Auto-correlation | 0.38 |
Below average predictability
ARS Focused Opportunity has below average predictability. Overlapping area represents the amount of predictability between ARS Focused time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ARS Focused Opportunity price movement. The serial correlation of 0.38 indicates that just about 38.0% of current ARS Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
ARS Focused Opportunity lagged returns against current returns
Autocorrelation, which is ARS Focused 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 ARS Focused's etf expected returns. We can calculate the autocorrelation of ARS Focused returns to help us make a trade decision. For example, suppose you find that ARS Focused 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 |
ARS Focused 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 ARS Focused etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARS Focused etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARS Focused etf over time.
Current vs Lagged Prices |
| Timeline |
ARS Focused Lagged Returns
When evaluating ARS Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARS Focused etf have on its future price. ARS Focused 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, ARS Focused autocorrelation shows the relationship between ARS Focused etf current value and its past values and can show if there is a momentum factor associated with investing in ARS Focused Opportunity.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out ARS Focused Correlation, ARS Focused Volatility and ARS Focused Alpha and Beta module to complement your research on ARS Focused. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
ARS Focused 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.