Fm Compoundr Aggregate Etf Market Value
| CPAG Etf | 102.36 0.23 0.23% |
| Symbol | CPAG |
The market value of Fm Compoundr Aggregate is measured differently than its book value, which is the value of CPAG that is recorded on the company's balance sheet. Investors also form their own opinion of Fm Compoundr's value that differs from its market value or its book value, called intrinsic value, which is Fm Compoundr'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 Fm Compoundr's market value can be influenced by many factors that don't directly affect Fm Compoundr'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 Fm Compoundr's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fm Compoundr is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fm Compoundr'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.
Fm Compoundr '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 Fm Compoundr'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 Fm Compoundr.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Fm Compoundr on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Fm Compoundr Aggregate or generate 0.0% return on investment in Fm Compoundr over 360 days. Fm Compoundr is related to or competes with First Trust, Global X, Direxion Daily, ProShares Ultra, Nuveen Sustainable, US Treasury, and JPMorgan Fundamental. More
Fm Compoundr 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 Fm Compoundr'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 Fm Compoundr Aggregate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1895 | |||
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 0.8804 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.304 |
Fm Compoundr Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fm Compoundr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fm Compoundr's standard deviation. In reality, there are many statistical measures that can use Fm Compoundr historical prices to predict the future Fm Compoundr's volatility.| Risk Adjusted Performance | 0.021 | |||
| Jensen Alpha | 0.0083 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.04) |
Fm Compoundr Aggregate Backtested Returns
At this point, Fm Compoundr is very steady. Fm Compoundr Aggregate retains Efficiency (Sharpe Ratio) of 0.0697, which denotes the etf had a 0.0697 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Fm Compoundr, which you can use to evaluate the volatility of the entity. Please confirm Fm Compoundr's Downside Deviation of 0.1895, market risk adjusted performance of (0.03), and Standard Deviation of 0.185 to check if the risk estimate we provide is consistent with the expected return of 0.0129%. The etf owns a Beta (Systematic Risk) of -0.0769, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fm Compoundr are expected to decrease at a much lower rate. During the bear market, Fm Compoundr is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Fm Compoundr Aggregate has no correlation between past and present. Overlapping area represents the amount of predictability between Fm Compoundr time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 Fm Compoundr Aggregate price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fm Compoundr price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fm Compoundr Aggregate lagged returns against current returns
Autocorrelation, which is Fm Compoundr 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 Fm Compoundr's etf expected returns. We can calculate the autocorrelation of Fm Compoundr returns to help us make a trade decision. For example, suppose you find that Fm Compoundr 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 |
Fm Compoundr 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 Fm Compoundr etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fm Compoundr etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fm Compoundr etf over time.
Current vs Lagged Prices |
| Timeline |
Fm Compoundr Lagged Returns
When evaluating Fm Compoundr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fm Compoundr etf have on its future price. Fm Compoundr 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, Fm Compoundr autocorrelation shows the relationship between Fm Compoundr etf current value and its past values and can show if there is a momentum factor associated with investing in Fm Compoundr Aggregate.
Regressed Prices |
| Timeline |
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Check out Fm Compoundr Correlation, Fm Compoundr Volatility and Fm Compoundr Alpha and Beta module to complement your research on Fm Compoundr. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Fm Compoundr 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.