Altshares Trust Etf Market Value
| ARB Etf | USD 29.19 0.02 0.07% |
| Symbol | AltShares |
Understanding AltShares Trust requires distinguishing between market price and book value, where the latter reflects AltShares's accounting equity. The concept of intrinsic value - what AltShares Trust's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push AltShares Trust's price substantially above or below its fundamental value.
Understanding that AltShares Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether AltShares Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, AltShares Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
AltShares Trust '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 AltShares Trust'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 AltShares Trust.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in AltShares Trust on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding AltShares Trust or generate 0.0% return on investment in AltShares Trust over 90 days. AltShares Trust is related to or competes with Innovator, WisdomTree Emerging, Franklin Income, Fidelity Covington, Simplify Exchange, Intermediate Municipal, and Pacer Cash. The fund seeks to track the performance of the index, which is designed to reflect a global merger arbitrage strategy More
AltShares Trust 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 AltShares Trust'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 AltShares Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1974 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 0.9659 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3121 |
AltShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AltShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AltShares Trust's standard deviation. In reality, there are many statistical measures that can use AltShares Trust historical prices to predict the future AltShares Trust's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.0029 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.1173 |
AltShares Trust February 13, 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 | 0.0432 | |||
| Market Risk Adjusted Performance | 0.1273 | |||
| Mean Deviation | 0.1301 | |||
| Semi Deviation | 0.1037 | |||
| Downside Deviation | 0.1974 | |||
| Coefficient Of Variation | 1041.01 | |||
| Standard Deviation | 0.1812 | |||
| Variance | 0.0328 | |||
| Information Ratio | (0.35) | |||
| Jensen Alpha | 0.0029 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.1173 | |||
| Maximum Drawdown | 0.9659 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3121 | |||
| Downside Variance | 0.039 | |||
| Semi Variance | 0.0107 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.29) | |||
| Kurtosis | 1.54 |
AltShares Trust Backtested Returns
At this point, AltShares Trust is very steady. AltShares Trust secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the etf had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AltShares Trust , which you can use to evaluate the volatility of the entity. Please confirm AltShares Trust's Downside Deviation of 0.1974, risk adjusted performance of 0.0432, and Mean Deviation of 0.1301 to double-check if the risk estimate we provide is consistent with the expected return of 0.0216%. The etf shows a Beta (market volatility) of 0.0631, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AltShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding AltShares Trust is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
AltShares Trust has poor predictability. Overlapping area represents the amount of predictability between AltShares Trust time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 AltShares Trust price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current AltShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 AltShares Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AltShares Trust's 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 Altshares Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Altshares Trust Etf:Check out AltShares Trust Correlation, AltShares Trust Volatility and AltShares Trust Performance module to complement your research on AltShares Trust. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
AltShares Trust 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.