Nestyield Total Return Etf Market Value
| EGGS Etf | 38.16 0.00 0.00% |
| Symbol | NestYield |
The market value of NestYield Total Return is measured differently than its book value, which is the value of NestYield that is recorded on the company's balance sheet. Investors also form their own opinion of NestYield Total's value that differs from its market value or its book value, called intrinsic value, which is NestYield Total'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 NestYield Total's market value can be influenced by many factors that don't directly affect NestYield Total'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 NestYield Total's value and its price as these two are different measures arrived at by different means. Investors typically determine if NestYield Total is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NestYield Total'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.
NestYield Total '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 NestYield Total'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 NestYield Total.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in NestYield Total on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding NestYield Total Return or generate 0.0% return on investment in NestYield Total over 30 days. NestYield Total is related to or competes with NestYield Dynamic, JPMorgan Nasdaq, ZEGA Buy, SPDR SP, Martin Currie, Neuberger Berman, and Exchange Listed. NestYield Total is entity of United States More
NestYield Total 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 NestYield Total'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 NestYield Total Return upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 2.11 |
NestYield Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NestYield Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NestYield Total's standard deviation. In reality, there are many statistical measures that can use NestYield Total historical prices to predict the future NestYield Total's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.13) |
NestYield Total Return Backtested Returns
NestYield Total Return has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11 % return per unit of risk over the last 3 months. NestYield Total exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NestYield Total's Mean Deviation of 0.9901, risk adjusted performance of (0.05), and Standard Deviation of 1.4 to check out the risk estimate we provide. The etf secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. NestYield Total returns are very sensitive to returns on the market. As the market goes up or down, NestYield Total is expected to follow.
Auto-correlation | 0.74 |
Good predictability
NestYield Total Return has good predictability. Overlapping area represents the amount of predictability between NestYield Total time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 NestYield Total Return price movement. The serial correlation of 0.74 indicates that around 74.0% of current NestYield Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
NestYield Total Return lagged returns against current returns
Autocorrelation, which is NestYield Total 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 NestYield Total's etf expected returns. We can calculate the autocorrelation of NestYield Total returns to help us make a trade decision. For example, suppose you find that NestYield Total 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 |
NestYield Total 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 NestYield Total etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NestYield Total etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NestYield Total etf over time.
Current vs Lagged Prices |
| Timeline |
NestYield Total Lagged Returns
When evaluating NestYield Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NestYield Total etf have on its future price. NestYield Total 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, NestYield Total autocorrelation shows the relationship between NestYield Total etf current value and its past values and can show if there is a momentum factor associated with investing in NestYield Total Return.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out NestYield Total Correlation, NestYield Total Volatility and NestYield Total Alpha and Beta module to complement your research on NestYield Total. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
NestYield Total 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.