Cotwo Advisors Physical Etf Market Value
| CTWO Etf | 19.83 0.13 0.66% |
| Symbol | COtwo |
The market value of COtwo Advisors Physical is measured differently than its book value, which is the value of COtwo that is recorded on the company's balance sheet. Investors also form their own opinion of COtwo Advisors' value that differs from its market value or its book value, called intrinsic value, which is COtwo Advisors' 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 COtwo Advisors' market value can be influenced by many factors that don't directly affect COtwo Advisors' 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 COtwo Advisors' value and its price as these two are different measures arrived at by different means. Investors typically determine if COtwo Advisors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, COtwo Advisors' 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.
COtwo Advisors '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 COtwo Advisors' 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 COtwo Advisors.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in COtwo Advisors on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding COtwo Advisors Physical or generate 0.0% return on investment in COtwo Advisors over 180 days. COtwo Advisors is related to or competes with STKd 100, USCF ETF, First Trust, Federated Hermes, ProShares Decline, ProShares Nasdaq, and Direxion Daily. COtwo Advisors is entity of United States More
COtwo Advisors 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 COtwo Advisors' 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 COtwo Advisors Physical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.0753 | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.88 |
COtwo Advisors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COtwo Advisors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COtwo Advisors' standard deviation. In reality, there are many statistical measures that can use COtwo Advisors historical prices to predict the future COtwo Advisors' volatility.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 0.1427 | |||
| Total Risk Alpha | 0.0486 | |||
| Sortino Ratio | 0.0662 | |||
| Treynor Ratio | 1.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of COtwo Advisors' 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.
COtwo Advisors Physical Backtested Returns
COtwo Advisors appears to be very steady, given 3 months investment horizon. COtwo Advisors Physical secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for COtwo Advisors Physical, which you can use to evaluate the volatility of the entity. Please makes use of COtwo Advisors' Risk Adjusted Performance of 0.0959, downside deviation of 1.4, and Mean Deviation of 0.8734 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, COtwo Advisors' returns are expected to increase less than the market. However, during the bear market, the loss of holding COtwo Advisors is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
COtwo Advisors Physical has good predictability. Overlapping area represents the amount of predictability between COtwo Advisors time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 COtwo Advisors Physical price movement. The serial correlation of 0.77 indicates that around 77.0% of current COtwo Advisors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
COtwo Advisors Physical lagged returns against current returns
Autocorrelation, which is COtwo Advisors 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 COtwo Advisors' etf expected returns. We can calculate the autocorrelation of COtwo Advisors returns to help us make a trade decision. For example, suppose you find that COtwo Advisors 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 |
COtwo Advisors 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 COtwo Advisors etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COtwo Advisors etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COtwo Advisors etf over time.
Current vs Lagged Prices |
| Timeline |
COtwo Advisors Lagged Returns
When evaluating COtwo Advisors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COtwo Advisors etf have on its future price. COtwo Advisors 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, COtwo Advisors autocorrelation shows the relationship between COtwo Advisors etf current value and its past values and can show if there is a momentum factor associated with investing in COtwo Advisors Physical.
Regressed Prices |
| Timeline |
Pair Trading with COtwo Advisors
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if COtwo Advisors position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in COtwo Advisors will appreciate offsetting losses from the drop in the long position's value.Moving together with COtwo Etf
Moving against COtwo Etf
| 0.82 | NFLX | Netflix | PairCorr |
| 0.77 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.58 | VXX | iPath Series B Sell-off Trend | PairCorr |
| 0.54 | EMC | Global X Funds | PairCorr |
The ability to find closely correlated positions to COtwo Advisors could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace COtwo Advisors when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back COtwo Advisors - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling COtwo Advisors Physical to buy it.
The correlation of COtwo Advisors is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as COtwo Advisors moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if COtwo Advisors Physical moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for COtwo Advisors can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in COtwo Etf
COtwo Advisors financial ratios help investors to determine whether COtwo 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 COtwo with respect to the benefits of owning COtwo Advisors security.