Castellan Targeted Equity Etf Market Value
| CTEF Etf | 76.13 0.52 0.69% |
| Symbol | Castellan |
Investors evaluate Castellan Targeted Equity using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Castellan Targeted's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Castellan Targeted's market price to deviate significantly from intrinsic value.
It's important to distinguish between Castellan Targeted's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Castellan Targeted should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Castellan Targeted's market price signifies the transaction level at which participants voluntarily complete trades.
Castellan Targeted '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 Castellan Targeted'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 Castellan Targeted.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Castellan Targeted on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Castellan Targeted Equity or generate 0.0% return on investment in Castellan Targeted over 90 days. Castellan Targeted is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. Castellan Targeted is entity of United States More
Castellan Targeted 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 Castellan Targeted'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 Castellan Targeted Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1244 | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.32 |
Castellan Targeted Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Castellan Targeted's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Castellan Targeted's standard deviation. In reality, there are many statistical measures that can use Castellan Targeted historical prices to predict the future Castellan Targeted's volatility.| Risk Adjusted Performance | 0.1286 | |||
| Jensen Alpha | 0.1767 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | 0.2023 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Castellan Targeted's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Castellan Targeted February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1286 | |||
| Market Risk Adjusted Performance | 0.2123 | |||
| Mean Deviation | 1.11 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.37 | |||
| Coefficient Of Variation | 637.61 | |||
| Standard Deviation | 1.44 | |||
| Variance | 2.07 | |||
| Information Ratio | 0.1244 | |||
| Jensen Alpha | 0.1767 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | 0.2023 | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.32 | |||
| Downside Variance | 1.88 | |||
| Semi Variance | 1.32 | |||
| Expected Short fall | (1.24) | |||
| Skewness | 0.0478 | |||
| Kurtosis | 0.5279 |
Castellan Targeted Equity Backtested Returns
Castellan Targeted appears to be very steady, given 3 months investment horizon. Castellan Targeted Equity secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the etf had a 0.23 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Castellan Targeted Equity, which you can use to evaluate the volatility of the entity. Please makes use of Castellan Targeted's Risk Adjusted Performance of 0.1286, downside deviation of 1.37, and Mean Deviation of 1.11 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 1.07, which signifies a somewhat significant risk relative to the market. Castellan Targeted returns are very sensitive to returns on the market. As the market goes up or down, Castellan Targeted is expected to follow.
Auto-correlation | 0.59 |
Modest predictability
Castellan Targeted Equity has modest predictability. Overlapping area represents the amount of predictability between Castellan Targeted time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 Castellan Targeted Equity price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Castellan Targeted price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 4.95 |
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Check out Castellan Targeted Correlation, Castellan Targeted Volatility and Castellan Targeted Performance module to complement your research on Castellan Targeted. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Castellan Targeted 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.