Brandywineglobal Dynamic Etf Market Value
| DVAL Etf | USD 14.71 0.04 0.27% |
| Symbol | BrandywineGLOBAL |
The market value of BrandywineGLOBAL D is measured differently than its book value, which is the value of BrandywineGLOBAL that is recorded on the company's balance sheet. Investors also form their own opinion of BrandywineGLOBAL's value that differs from its market value or its book value, called intrinsic value, which is BrandywineGLOBAL'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 BrandywineGLOBAL's market value can be influenced by many factors that don't directly affect BrandywineGLOBAL'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 BrandywineGLOBAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if BrandywineGLOBAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BrandywineGLOBAL'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.
BrandywineGLOBAL '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 BrandywineGLOBAL'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 BrandywineGLOBAL.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in BrandywineGLOBAL on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding BrandywineGLOBAL Dynamic or generate 0.0% return on investment in BrandywineGLOBAL over 90 days. BrandywineGLOBAL is related to or competes with Cambria Global, First Trust, Alpha Architect, VanEck Israel, IShares MSCI, WisdomTree Global, and KraneShares Trust. The fund will only invest in U.S. traded companies, which may include companies incorporated outside the U.S More
BrandywineGLOBAL 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 BrandywineGLOBAL'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 BrandywineGLOBAL Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7207 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.24 |
BrandywineGLOBAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BrandywineGLOBAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BrandywineGLOBAL's standard deviation. In reality, there are many statistical measures that can use BrandywineGLOBAL historical prices to predict the future BrandywineGLOBAL's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.064 |
BrandywineGLOBAL January 26, 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 | 0.0616 | |||
| Market Risk Adjusted Performance | 0.074 | |||
| Mean Deviation | 0.5465 | |||
| Semi Deviation | 0.6207 | |||
| Downside Deviation | 0.7207 | |||
| Coefficient Of Variation | 1176.62 | |||
| Standard Deviation | 0.6804 | |||
| Variance | 0.463 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.064 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 0.5194 | |||
| Semi Variance | 0.3853 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.10) | |||
| Kurtosis | (0.30) |
BrandywineGLOBAL D Backtested Returns
As of now, BrandywineGLOBAL Etf is very steady. BrandywineGLOBAL D secures Sharpe Ratio (or Efficiency) of 0.085, which signifies that the etf had a 0.085 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for BrandywineGLOBAL Dynamic, which you can use to evaluate the volatility of the entity. Please confirm BrandywineGLOBAL's risk adjusted performance of 0.0616, and Mean Deviation of 0.5465 to double-check if the risk estimate we provide is consistent with the expected return of 0.0578%. The etf shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BrandywineGLOBAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding BrandywineGLOBAL is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
BrandywineGLOBAL Dynamic has average predictability. Overlapping area represents the amount of predictability between BrandywineGLOBAL time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 BrandywineGLOBAL D price movement. The serial correlation of 0.41 indicates that just about 41.0% of current BrandywineGLOBAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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BrandywineGLOBAL 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.