Franklin Libertyshares (UK) Market Value
| EMPR Etf | 28.81 0.19 0.66% |
| Symbol | Franklin |
Franklin Libertyshares '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 Franklin Libertyshares' 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 Franklin Libertyshares.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Franklin Libertyshares on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Libertyshares ICAV or generate 0.0% return on investment in Franklin Libertyshares over 90 days.
Franklin Libertyshares 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 Franklin Libertyshares' 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 Franklin Libertyshares ICAV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9553 | |||
| Information Ratio | 0.041 | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.4 |
Franklin Libertyshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Libertyshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Libertyshares' standard deviation. In reality, there are many statistical measures that can use Franklin Libertyshares historical prices to predict the future Franklin Libertyshares' volatility.| Risk Adjusted Performance | 0.0977 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0229 | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | 0.2737 |
Franklin Libertyshares 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 | 0.0977 | |||
| Market Risk Adjusted Performance | 0.2837 | |||
| Mean Deviation | 0.674 | |||
| Semi Deviation | 0.74 | |||
| Downside Deviation | 0.9553 | |||
| Coefficient Of Variation | 761.36 | |||
| Standard Deviation | 0.8673 | |||
| Variance | 0.7522 | |||
| Information Ratio | 0.041 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0229 | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | 0.2737 | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.9126 | |||
| Semi Variance | 0.5476 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.36) | |||
| Kurtosis | 0.0065 |
Franklin Libertyshares Backtested Returns
Currently, Franklin Libertyshares ICAV is very steady. Franklin Libertyshares secures Sharpe Ratio (or Efficiency) of 0.0819, which denotes the etf had a 0.0819 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Franklin Libertyshares ICAV, which you can use to evaluate the volatility of the entity. Please confirm Franklin Libertyshares' Downside Deviation of 0.9553, semi deviation of 0.74, and Mean Deviation of 0.674 to check if the risk estimate we provide is consistent with the expected return of 0.0712%. The etf shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Franklin Libertyshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Libertyshares is expected to be smaller as well.
Auto-correlation | -0.86 |
Excellent reverse predictability
Franklin Libertyshares ICAV has excellent reverse predictability. Overlapping area represents the amount of predictability between Franklin Libertyshares 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 Franklin Libertyshares price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Franklin Libertyshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |