Aptus Deferred Income Etf Market Value
| DEFR Etf | 26.78 0.02 0.07% |
| Symbol | Aptus |
The market value of Aptus Deferred Income is measured differently than its book value, which is the value of Aptus that is recorded on the company's balance sheet. Investors also form their own opinion of Aptus Deferred's value that differs from its market value or its book value, called intrinsic value, which is Aptus Deferred'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 Aptus Deferred's market value can be influenced by many factors that don't directly affect Aptus Deferred'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 Aptus Deferred's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aptus Deferred is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aptus Deferred'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.
Aptus Deferred '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 Aptus Deferred'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 Aptus Deferred.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Aptus Deferred on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Aptus Deferred Income or generate 0.0% return on investment in Aptus Deferred over 30 days. Aptus Deferred is related to or competes with MFS Active, First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, and IDX Dynamic. Aptus Deferred is entity of United States More
Aptus Deferred 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 Aptus Deferred'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 Aptus Deferred Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2681 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.4154 |
Aptus Deferred Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aptus Deferred's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aptus Deferred's standard deviation. In reality, there are many statistical measures that can use Aptus Deferred historical prices to predict the future Aptus Deferred's volatility.| Risk Adjusted Performance | 0.0584 | |||
| Jensen Alpha | 0.0046 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.117 |
Aptus Deferred Income Backtested Returns
Currently, Aptus Deferred Income is very steady. Aptus Deferred Income secures Sharpe Ratio (or Efficiency) of 0.0922, which signifies that the etf had a 0.0922 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Aptus Deferred Income, which you can use to evaluate the volatility of the entity. Please confirm Aptus Deferred's Mean Deviation of 0.1956, risk adjusted performance of 0.0584, and Downside Deviation of 0.2681 to double-check if the risk estimate we provide is consistent with the expected return of 0.0236%. The etf shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aptus Deferred's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aptus Deferred is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Aptus Deferred Income has below average predictability. Overlapping area represents the amount of predictability between Aptus Deferred time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Aptus Deferred Income price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Aptus Deferred price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aptus Deferred Income lagged returns against current returns
Autocorrelation, which is Aptus Deferred 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 Aptus Deferred's etf expected returns. We can calculate the autocorrelation of Aptus Deferred returns to help us make a trade decision. For example, suppose you find that Aptus Deferred 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 |
Aptus Deferred 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 Aptus Deferred etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aptus Deferred etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aptus Deferred etf over time.
Current vs Lagged Prices |
| Timeline |
Aptus Deferred Lagged Returns
When evaluating Aptus Deferred's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aptus Deferred etf have on its future price. Aptus Deferred 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, Aptus Deferred autocorrelation shows the relationship between Aptus Deferred etf current value and its past values and can show if there is a momentum factor associated with investing in Aptus Deferred Income.
Regressed Prices |
| Timeline |
Pair Trading with Aptus Deferred
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 Aptus Deferred 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 Aptus Deferred will appreciate offsetting losses from the drop in the long position's value.Moving together with Aptus Etf
| 0.68 | VTI | Vanguard Total Stock | PairCorr |
| 0.67 | SPY | SPDR SP 500 | PairCorr |
| 0.67 | IVV | iShares Core SP | PairCorr |
| 0.77 | BND | Vanguard Total Bond | PairCorr |
| 0.74 | VTV | Vanguard Value Index | PairCorr |
Moving against Aptus Etf
The ability to find closely correlated positions to Aptus Deferred could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aptus Deferred 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 Aptus Deferred - 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 Aptus Deferred Income to buy it.
The correlation of Aptus Deferred 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 Aptus Deferred moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aptus Deferred Income 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 Aptus Deferred 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.Check out Aptus Deferred Correlation, Aptus Deferred Volatility and Aptus Deferred Alpha and Beta module to complement your research on Aptus Deferred. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Aptus Deferred 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.