Collaborative Investment Series Etf Market Value
| ENAV Etf | 35.34 0.16 0.45% |
| Symbol | Collaborative |
The market value of Collaborative Investment is measured differently than its book value, which is the value of Collaborative that is recorded on the company's balance sheet. Investors also form their own opinion of Collaborative Investment's value that differs from its market value or its book value, called intrinsic value, which is Collaborative Investment'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 Collaborative Investment's market value can be influenced by many factors that don't directly affect Collaborative Investment'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 Collaborative Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Collaborative Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Collaborative Investment'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.
Collaborative Investment '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 Collaborative Investment'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 Collaborative Investment.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Collaborative Investment on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Collaborative Investment Series or generate 0.0% return on investment in Collaborative Investment over 180 days. More
Collaborative Investment 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 Collaborative Investment'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 Collaborative Investment Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 58.31 | |||
| Information Ratio | 0.3357 | |||
| Maximum Drawdown | 771.29 | |||
| Value At Risk | (86.95) | |||
| Potential Upside | 667.77 |
Collaborative Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Collaborative Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Collaborative Investment's standard deviation. In reality, there are many statistical measures that can use Collaborative Investment historical prices to predict the future Collaborative Investment's volatility.| Risk Adjusted Performance | 0.2457 | |||
| Jensen Alpha | 80.79 | |||
| Total Risk Alpha | 54.2 | |||
| Sortino Ratio | 1.36 | |||
| Treynor Ratio | (5.10) |
Collaborative Investment Backtested Returns
Collaborative Investment is out of control given 3 months investment horizon. Collaborative Investment secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the etf had a 0.34 % return per unit of risk over the last 3 months. We were able to analyze twenty-eight different technical indicators, which can help you to evaluate if expected returns of 79.62% are justified by taking the suggested risk. Use Collaborative Investment Risk Adjusted Performance of 0.2457, downside deviation of 58.31, and Mean Deviation of 161.09 to evaluate company specific risk that cannot be diversified away. The etf shows a Beta (market volatility) of -15.63, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Collaborative Investment are expected to decrease by larger amounts. On the other hand, during market turmoil, Collaborative Investment is expected to outperform it.
Auto-correlation | -0.1 |
Very weak reverse predictability
Collaborative Investment Series has very weak reverse predictability. Overlapping area represents the amount of predictability between Collaborative Investment time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Collaborative Investment price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Collaborative Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 191.17 |
Collaborative Investment lagged returns against current returns
Autocorrelation, which is Collaborative Investment 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 Collaborative Investment's etf expected returns. We can calculate the autocorrelation of Collaborative Investment returns to help us make a trade decision. For example, suppose you find that Collaborative Investment 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 |
Collaborative Investment 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 Collaborative Investment etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Collaborative Investment etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Collaborative Investment etf over time.
Current vs Lagged Prices |
| Timeline |
Collaborative Investment Lagged Returns
When evaluating Collaborative Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Collaborative Investment etf have on its future price. Collaborative Investment 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, Collaborative Investment autocorrelation shows the relationship between Collaborative Investment etf current value and its past values and can show if there is a momentum factor associated with investing in Collaborative Investment Series.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Collaborative Investment Correlation, Collaborative Investment Volatility and Collaborative Investment Alpha and Beta module to complement your research on Collaborative Investment. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Collaborative Investment 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.