Ossiam Shiller (France) Market Value
| CAPE Etf | EUR 540.30 4.10 0.76% |
| Symbol | Ossiam |
Ossiam Shiller '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 Ossiam Shiller'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 Ossiam Shiller.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Ossiam Shiller on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ossiam Shiller Barclays or generate 0.0% return on investment in Ossiam Shiller over 30 days. Ossiam Shiller is related to or competes with Amundi Index, Amundi Index, and Amundi Index. The Fund objective is to replicate, before the Funds fees and expenses, the performance of the Shiller Barclays CAPE Eur... More
Ossiam Shiller 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 Ossiam Shiller'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 Ossiam Shiller Barclays upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6446 | |||
| Information Ratio | 0.1444 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.22 |
Ossiam Shiller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Shiller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ossiam Shiller's standard deviation. In reality, there are many statistical measures that can use Ossiam Shiller historical prices to predict the future Ossiam Shiller's volatility.| Risk Adjusted Performance | 0.1091 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.095 | |||
| Sortino Ratio | 0.1484 | |||
| Treynor Ratio | 0.4982 |
Ossiam Shiller Barclays Backtested Returns
At this point, Ossiam Shiller is very steady. Ossiam Shiller Barclays maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the entity had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ossiam Shiller Barclays, which you can use to evaluate the volatility of the etf. Please check Ossiam Shiller's Risk Adjusted Performance of 0.1091, semi deviation of 0.4517, and Coefficient Of Variation of 667.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam Shiller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Shiller is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
Ossiam Shiller Barclays has below average predictability. Overlapping area represents the amount of predictability between Ossiam Shiller time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Ossiam Shiller Barclays price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Ossiam Shiller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 12.7 |
Ossiam Shiller Barclays lagged returns against current returns
Autocorrelation, which is Ossiam Shiller 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 Ossiam Shiller's etf expected returns. We can calculate the autocorrelation of Ossiam Shiller returns to help us make a trade decision. For example, suppose you find that Ossiam Shiller 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 |
Ossiam Shiller 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 Ossiam Shiller etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ossiam Shiller etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ossiam Shiller etf over time.
Current vs Lagged Prices |
| Timeline |
Ossiam Shiller Lagged Returns
When evaluating Ossiam Shiller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ossiam Shiller etf have on its future price. Ossiam Shiller 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, Ossiam Shiller autocorrelation shows the relationship between Ossiam Shiller etf current value and its past values and can show if there is a momentum factor associated with investing in Ossiam Shiller Barclays.
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 Ossiam Etf
Ossiam Shiller financial ratios help investors to determine whether Ossiam 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 Ossiam with respect to the benefits of owning Ossiam Shiller security.