Macquarie Focused International Etf Market Value
| EXUS Etf | 25.89 0.01 0.04% |
| Symbol | Macquarie |
The market value of Macquarie Focused is measured differently than its book value, which is the value of Macquarie that is recorded on the company's balance sheet. Investors also form their own opinion of Macquarie Focused's value that differs from its market value or its book value, called intrinsic value, which is Macquarie Focused'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 Macquarie Focused's market value can be influenced by many factors that don't directly affect Macquarie Focused'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 Macquarie Focused's value and its price as these two are different measures arrived at by different means. Investors typically determine if Macquarie Focused is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Macquarie Focused'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.
Macquarie Focused '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 Macquarie Focused'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 Macquarie Focused.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Macquarie Focused on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Macquarie Focused International or generate 0.0% return on investment in Macquarie Focused over 30 days. Macquarie Focused is related to or competes with IShares Environmental, Pacer BlueStar, Bank of Montreal, Invesco MSCI, Shelton Equity, Symmetry Panoramic, and Advisors Series. Macquarie Focused is entity of United States More
Macquarie Focused 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 Macquarie Focused'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 Macquarie Focused International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.17 |
Macquarie Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Macquarie Focused's standard deviation. In reality, there are many statistical measures that can use Macquarie Focused historical prices to predict the future Macquarie Focused's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Macquarie Focused'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.
Macquarie Focused Backtested Returns
Currently, Macquarie Focused International is very steady. Macquarie Focused has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Macquarie Focused, which you can use to evaluate the volatility of the etf. Please verify Macquarie Focused's Mean Deviation of 0.6161, risk adjusted performance of (0.01), and Standard Deviation of 0.7936 to check out if the risk estimate we provide is consistent with the expected return of 0.003%. The etf secures a Beta (Market Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Macquarie Focused's returns are expected to increase less than the market. However, during the bear market, the loss of holding Macquarie Focused is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Macquarie Focused International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Macquarie Focused time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Macquarie Focused price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Macquarie Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Macquarie Focused lagged returns against current returns
Autocorrelation, which is Macquarie Focused 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 Macquarie Focused's etf expected returns. We can calculate the autocorrelation of Macquarie Focused returns to help us make a trade decision. For example, suppose you find that Macquarie Focused 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 |
Macquarie Focused 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 Macquarie Focused etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Macquarie Focused etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Macquarie Focused etf over time.
Current vs Lagged Prices |
| Timeline |
Macquarie Focused Lagged Returns
When evaluating Macquarie Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Macquarie Focused etf have on its future price. Macquarie Focused 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, Macquarie Focused autocorrelation shows the relationship between Macquarie Focused etf current value and its past values and can show if there is a momentum factor associated with investing in Macquarie Focused International.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Macquarie Focused Correlation, Macquarie Focused Volatility and Macquarie Focused Alpha and Beta module to complement your research on Macquarie Focused. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Macquarie Focused 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.