Franklin Core Etf Market Value
| CBL Etf | CAD 23.80 0.01 0.04% |
| Symbol | Franklin |
Franklin Core '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 Franklin Core'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 Franklin Core.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Franklin Core on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Core ETF or generate 0.0% return on investment in Franklin Core over 30 days. Franklin Core is related to or competes with Franklin Canadian, Franklin Growth, and Franklin ClearBridge. Callidus Capital Corporation operates as a specialty asset based lender in Canada and the United States More
Franklin Core 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 Franklin Core'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 Franklin Core ETF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.63 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.3453 |
Franklin Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Core's standard deviation. In reality, there are many statistical measures that can use Franklin Core historical prices to predict the future Franklin Core's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.0245 | |||
| Total Risk Alpha | 0.003 | |||
| Treynor Ratio | 0.7291 |
Franklin Core ETF Backtested Returns
As of now, Franklin Etf is very steady. Franklin Core ETF secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the etf had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Franklin Core ETF, which you can use to evaluate the volatility of the entity. Please confirm Franklin Core's Coefficient Of Variation of 593.36, mean deviation of 0.1023, and Standard Deviation of 0.2233 to check if the risk estimate we provide is consistent with the expected return of 0.0386%. The etf shows a Beta (market volatility) of 0.0379, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Core is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Franklin Core ETF has good predictability. Overlapping area represents the amount of predictability between Franklin Core time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 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 Franklin Core ETF price movement. The serial correlation of 0.73 indicates that around 73.0% of current Franklin Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Franklin Core ETF lagged returns against current returns
Autocorrelation, which is Franklin Core 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 Franklin Core's etf expected returns. We can calculate the autocorrelation of Franklin Core returns to help us make a trade decision. For example, suppose you find that Franklin Core 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 |
Franklin Core 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 Franklin Core etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Core etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Core etf over time.
Current vs Lagged Prices |
| Timeline |
Franklin Core Lagged Returns
When evaluating Franklin Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Core etf have on its future price. Franklin Core 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, Franklin Core autocorrelation shows the relationship between Franklin Core etf current value and its past values and can show if there is a momentum factor associated with investing in Franklin Core ETF.
Regressed Prices |
| Timeline |
Other Information on Investing in Franklin Etf
Franklin Core financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin Core security.