Franklin All Equity Etf Market Value
| EQY Etf | 27.21 0.13 0.48% |
| Symbol | Franklin |
Please note, there is a significant difference between Franklin All's value and its price as these two are different measures arrived at by different means. Investors typically determine if Franklin All is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin All'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.
Franklin All '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 All'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 Franklin All.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in Franklin All on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding Franklin All Equity ETF or generate 0.0% return on investment in Franklin All over 540 days. Franklin All is related to or competes with Franklin Canadian, Franklin Growth, and Franklin ClearBridge. Franklin All is entity of Canada. It is traded as Etf on TO exchange. More
Franklin All 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 All'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 Franklin All Equity ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.75 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.32 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.8452 |
Franklin All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin All's standard deviation. In reality, there are many statistical measures that can use Franklin All historical prices to predict the future Franklin All's volatility.| Risk Adjusted Performance | 0.0997 | |||
| Jensen Alpha | 0.0373 | |||
| Total Risk Alpha | 0.0048 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2143 |
Franklin All Equity Backtested Returns
As of now, Franklin Etf is very steady. Franklin All Equity secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Franklin All Equity ETF, which you can use to evaluate the volatility of the entity. Please confirm Franklin All's Semi Deviation of 0.1646, mean deviation of 0.2947, and Downside Deviation of 0.75 to check if the risk estimate we provide is consistent with the expected return of 0.0829%. The etf shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin All is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
Franklin All Equity ETF has excellent predictability. Overlapping area represents the amount of predictability between Franklin All time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th 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 All Equity price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Franklin All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
Franklin All Equity lagged returns against current returns
Autocorrelation, which is Franklin All 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 Franklin All's etf expected returns. We can calculate the autocorrelation of Franklin All returns to help us make a trade decision. For example, suppose you find that Franklin All 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 |
Franklin All 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 Franklin All etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin All etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin All etf over time.
Current vs Lagged Prices |
| Timeline |
Franklin All Lagged Returns
When evaluating Franklin All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin All etf have on its future price. Franklin All 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, Franklin All autocorrelation shows the relationship between Franklin All etf current value and its past values and can show if there is a momentum factor associated with investing in Franklin All Equity ETF.
Regressed Prices |
| Timeline |
Other Information on Investing in Franklin Etf
Franklin All financial ratios help investors to determine whether Franklin Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Franklin with respect to the benefits of owning Franklin All security.