Ultimus Managers Trust Etf Market Value
| BFRE Etf | USD 30.22 0.51 1.72% |
| Symbol | Ultimus |
Ultimus Managers '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 Ultimus Managers' otc bb equity 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 Ultimus Managers.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Ultimus Managers on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Ultimus Managers Trust or generate 0.0% return on investment in Ultimus Managers over 30 days. Ultimus Managers is related to or competes with Pacer Funds, SPDR MSCI, Proshares, Spinnaker ETF, Matthews China, Ocean Park, and Amplify Weight. BlueFire Renewables, Inc. focuses on developing, owning, and operating carbohydrate-based transportation fuel plants or ... More
Ultimus Managers 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 Ultimus Managers' otc bb equity 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 Ultimus Managers Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8886 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.44 |
Ultimus Managers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultimus Managers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultimus Managers' standard deviation. In reality, there are many statistical measures that can use Ultimus Managers historical prices to predict the future Ultimus Managers' volatility.| Risk Adjusted Performance | 0.0706 | |||
| Jensen Alpha | 0.057 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4838 |
Ultimus Managers Trust Backtested Returns
At this point, Ultimus Managers is very steady. Ultimus Managers Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ultimus Managers Trust, which you can use to evaluate the volatility of the etf. Please validate Ultimus Managers' Risk Adjusted Performance of 0.0706, semi deviation of 0.7904, and Coefficient Of Variation of 1008.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.0856%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ultimus Managers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ultimus Managers is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Ultimus Managers Trust has good predictability. Overlapping area represents the amount of predictability between Ultimus Managers time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Ultimus Managers Trust price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Ultimus Managers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Ultimus Managers Trust lagged returns against current returns
Autocorrelation, which is Ultimus Managers otc bb equity'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 Ultimus Managers' otc bb equity expected returns. We can calculate the autocorrelation of Ultimus Managers returns to help us make a trade decision. For example, suppose you find that Ultimus Managers has exhibited high autocorrelation historically, and you observe that the otc bb equity 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 |
Ultimus Managers 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 Ultimus Managers otc bb equity is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ultimus Managers otc bb equity is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ultimus Managers otc bb equity over time.
Current vs Lagged Prices |
| Timeline |
Ultimus Managers Lagged Returns
When evaluating Ultimus Managers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ultimus Managers otc bb equity have on its future price. Ultimus Managers 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, Ultimus Managers autocorrelation shows the relationship between Ultimus Managers otc bb equity current value and its past values and can show if there is a momentum factor associated with investing in Ultimus Managers Trust.
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.When determining whether Ultimus Managers Trust is a strong investment it is important to analyze Ultimus Managers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ultimus Managers' future performance. For an informed investment choice regarding Ultimus OTC BB Equity, refer to the following important reports:Check out Ultimus Managers Correlation, Ultimus Managers Volatility and Ultimus Managers Alpha and Beta module to complement your research on Ultimus Managers. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Ultimus Managers technical otc bb equity 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, otc market cycles, or different charting patterns.