Imgp Dbi Managed Etf Market Value
| DBMF Etf | USD 30.16 0.96 3.29% |
| Symbol | IMGP |
iMGP DBi Managed's market price often diverges from its book value, the accounting figure shown on IMGP's balance sheet. Smart investors calculate IMGP DBi's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IMGP DBi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between IMGP DBi's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IMGP DBi should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, IMGP DBi'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.
IMGP DBi '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 IMGP DBi'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 IMGP DBi.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in IMGP DBi on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding iMGP DBi Managed or generate 0.0% return on investment in IMGP DBi over 90 days. IMGP DBi is related to or competes with Invesco BuyBack, Vanguard, IShares Broker, Simplify Exchange, Janus Detroit, AB Active, and Franklin Templeton. The fund seeks to achieve its objective by investing its assets pursuant to a managed futures strategy allocating up to ... More
IMGP DBi 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 IMGP DBi'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 iMGP DBi Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8924 | |||
| Information Ratio | 0.0742 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.5 |
IMGP DBi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMGP DBi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMGP DBi's standard deviation. In reality, there are many statistical measures that can use IMGP DBi historical prices to predict the future IMGP DBi's volatility.| Risk Adjusted Performance | 0.1422 | |||
| Jensen Alpha | 0.1024 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 0.269 |
IMGP DBi February 8, 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 | 0.1422 | |||
| Market Risk Adjusted Performance | 0.279 | |||
| Mean Deviation | 0.5935 | |||
| Semi Deviation | 0.6986 | |||
| Downside Deviation | 0.8924 | |||
| Coefficient Of Variation | 570.48 | |||
| Standard Deviation | 0.8871 | |||
| Variance | 0.7869 | |||
| Information Ratio | 0.0742 | |||
| Jensen Alpha | 0.1024 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 0.269 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.7963 | |||
| Semi Variance | 0.488 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.20) | |||
| Kurtosis | 4.77 |
iMGP DBi Managed Backtested Returns
At this point, IMGP DBi is very steady. iMGP DBi Managed holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iMGP DBi Managed, which you can use to evaluate the volatility of the entity. Please check out IMGP DBi's risk adjusted performance of 0.1422, and Downside Deviation of 0.8924 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The etf retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IMGP DBi's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMGP DBi is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
iMGP DBi Managed has good predictability. Overlapping area represents the amount of predictability between IMGP DBi time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 iMGP DBi Managed price movement. The serial correlation of 0.74 indicates that around 74.0% of current IMGP DBi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
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Check out IMGP DBi Correlation, IMGP DBi Volatility and IMGP DBi Performance module to complement your research on IMGP DBi. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
IMGP DBi 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.