Emetf Fund Market Value
| EMETF Fund | 0.56 0.04 7.69% |
| Symbol | Emetf |
Emetf '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 Emetf's otc fund 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 Emetf.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Emetf on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Emetf or generate 0.0% return on investment in Emetf over 30 days.
Emetf 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 Emetf's otc fund 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 Emetf upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.36 | |||
| Information Ratio | 0.0452 | |||
| Maximum Drawdown | 22.0 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 12.2 |
Emetf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emetf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emetf's standard deviation. In reality, there are many statistical measures that can use Emetf historical prices to predict the future Emetf's volatility.| Risk Adjusted Performance | 0.0521 | |||
| Jensen Alpha | 0.4441 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.0354 | |||
| Treynor Ratio | (1.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Emetf's 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.
Emetf Backtested Returns
Emetf appears to be out of control, given 3 months investment horizon. Emetf secures Sharpe Ratio (or Efficiency) of 0.0573, which denotes the fund had a 0.0573 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Emetf, which you can use to evaluate the volatility of the entity. Please utilize Emetf's Mean Deviation of 5.84, coefficient of variation of 1723.46, and Downside Deviation of 9.36 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.34, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Emetf are expected to decrease at a much lower rate. During the bear market, Emetf is likely to outperform the market.
Auto-correlation | 0.80 |
Very good predictability
Emetf has very good predictability. Overlapping area represents the amount of predictability between Emetf 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 Emetf price movement. The serial correlation of 0.8 indicates that around 80.0% of current Emetf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Emetf lagged returns against current returns
Autocorrelation, which is Emetf otc fund'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 Emetf's otc fund expected returns. We can calculate the autocorrelation of Emetf returns to help us make a trade decision. For example, suppose you find that Emetf has exhibited high autocorrelation historically, and you observe that the otc fund 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 |
Emetf 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 Emetf otc fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emetf otc fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emetf otc fund over time.
Current vs Lagged Prices |
| Timeline |
Emetf Lagged Returns
When evaluating Emetf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emetf otc fund have on its future price. Emetf 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, Emetf autocorrelation shows the relationship between Emetf otc fund current value and its past values and can show if there is a momentum factor associated with investing in Emetf.
Regressed Prices |
| Timeline |
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