Barrons 400 Etf Market Value
| BFOR Etf | USD 83.08 0.49 0.59% |
| Symbol | Barrons |
The market value of Barrons 400 ETF is measured differently than its book value, which is the value of Barrons that is recorded on the company's balance sheet. Investors also form their own opinion of Barrons 400's value that differs from its market value or its book value, called intrinsic value, which is Barrons 400'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 Barrons 400's market value can be influenced by many factors that don't directly affect Barrons 400'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 Barrons 400's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barrons 400 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barrons 400'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.
Barrons 400 '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 Barrons 400'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 Barrons 400.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Barrons 400 on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Barrons 400 ETF or generate 0.0% return on investment in Barrons 400 over 570 days. Barrons 400 is related to or competes with OShares Global, IShares MSCI, 6 Meridian, SPDR SP, IShares MSCI, SPDR SP, and Invesco Zacks. The underlying index is a rules-based index intended to give investors a means of tracking the overall performance of hi... More
Barrons 400 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 Barrons 400'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 Barrons 400 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.54 |
Barrons 400 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barrons 400's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barrons 400's standard deviation. In reality, there are many statistical measures that can use Barrons 400 historical prices to predict the future Barrons 400's volatility.| Risk Adjusted Performance | 0.0536 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0521 |
Barrons 400 ETF Backtested Returns
Currently, Barrons 400 ETF is very steady. Barrons 400 ETF secures Sharpe Ratio (or Efficiency) of 0.0513, which signifies that the etf had a 0.0513 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Barrons 400 ETF, which you can use to evaluate the volatility of the entity. Please confirm Barrons 400's Risk Adjusted Performance of 0.0536, downside deviation of 1.03, and Mean Deviation of 0.7085 to double-check if the risk estimate we provide is consistent with the expected return of 0.05%. The etf shows a Beta (market volatility) of 1.13, which signifies a somewhat significant risk relative to the market. Barrons 400 returns are very sensitive to returns on the market. As the market goes up or down, Barrons 400 is expected to follow.
Auto-correlation | 0.70 |
Good predictability
Barrons 400 ETF has good predictability. Overlapping area represents the amount of predictability between Barrons 400 time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Barrons 400 ETF price movement. The serial correlation of 0.7 indicates that around 70.0% of current Barrons 400 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 25.75 |
Barrons 400 ETF lagged returns against current returns
Autocorrelation, which is Barrons 400 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 Barrons 400's etf expected returns. We can calculate the autocorrelation of Barrons 400 returns to help us make a trade decision. For example, suppose you find that Barrons 400 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 |
Barrons 400 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 Barrons 400 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barrons 400 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barrons 400 etf over time.
Current vs Lagged Prices |
| Timeline |
Barrons 400 Lagged Returns
When evaluating Barrons 400's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barrons 400 etf have on its future price. Barrons 400 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, Barrons 400 autocorrelation shows the relationship between Barrons 400 etf current value and its past values and can show if there is a momentum factor associated with investing in Barrons 400 ETF.
Regressed Prices |
| Timeline |
Pair Trading with Barrons 400
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Barrons 400 position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Barrons 400 will appreciate offsetting losses from the drop in the long position's value.Moving together with Barrons Etf
| 0.79 | VO | Vanguard Mid Cap | PairCorr |
| 0.8 | VXF | Vanguard Extended Market | PairCorr |
| 0.98 | IJH | iShares Core SP | PairCorr |
| 0.91 | IWR | iShares Russell Mid | PairCorr |
| 0.98 | MDY | SPDR SP MIDCAP | PairCorr |
Moving against Barrons Etf
The ability to find closely correlated positions to Barrons 400 could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Barrons 400 when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Barrons 400 - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Barrons 400 ETF to buy it.
The correlation of Barrons 400 is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Barrons 400 moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Barrons 400 ETF moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Barrons 400 can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Barrons 400 Correlation, Barrons 400 Volatility and Barrons 400 Alpha and Beta module to complement your research on Barrons 400. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Barrons 400 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.