Foundations Dynamic Core Etf Market Value
| FDCE Etf | 13.06 0.07 0.53% |
| Symbol | Foundations |
The market value of Foundations Dynamic Core is measured differently than its book value, which is the value of Foundations that is recorded on the company's balance sheet. Investors also form their own opinion of Foundations Dynamic's value that differs from its market value or its book value, called intrinsic value, which is Foundations Dynamic'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 Foundations Dynamic's market value can be influenced by many factors that don't directly affect Foundations Dynamic'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 Foundations Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Foundations Dynamic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Foundations Dynamic'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.
Foundations Dynamic '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 Foundations Dynamic'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 Foundations Dynamic.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Foundations Dynamic on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Foundations Dynamic Core or generate 0.0% return on investment in Foundations Dynamic over 30 days. Foundations Dynamic is related to or competes with Freedom Day, IShares MSCI, SmartETFs Dividend, Listed Funds, First Trust, Vanguard Total, and Matthews Emerging. Foundations Dynamic is entity of United States More
Foundations Dynamic 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 Foundations Dynamic'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 Foundations Dynamic Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9379 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.26 |
Foundations Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foundations Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foundations Dynamic's standard deviation. In reality, there are many statistical measures that can use Foundations Dynamic historical prices to predict the future Foundations Dynamic's volatility.| Risk Adjusted Performance | 0.0642 | |||
| Jensen Alpha | 0.0325 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1476 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Foundations Dynamic'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.
Foundations Dynamic Core Backtested Returns
At this point, Foundations Dynamic is very steady. Foundations Dynamic Core secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Foundations Dynamic Core, which you can use to evaluate the volatility of the entity. Please confirm Foundations Dynamic's Downside Deviation of 0.9379, mean deviation of 0.6397, and Coefficient Of Variation of 1327.64 to check if the risk estimate we provide is consistent with the expected return of 0.0986%. The etf shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, Foundations Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Foundations Dynamic is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Foundations Dynamic Core has below average predictability. Overlapping area represents the amount of predictability between Foundations Dynamic time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Foundations Dynamic Core price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Foundations Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Foundations Dynamic Core lagged returns against current returns
Autocorrelation, which is Foundations Dynamic 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 Foundations Dynamic's etf expected returns. We can calculate the autocorrelation of Foundations Dynamic returns to help us make a trade decision. For example, suppose you find that Foundations Dynamic 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 |
Foundations Dynamic 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 Foundations Dynamic etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foundations Dynamic etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foundations Dynamic etf over time.
Current vs Lagged Prices |
| Timeline |
Foundations Dynamic Lagged Returns
When evaluating Foundations Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foundations Dynamic etf have on its future price. Foundations Dynamic 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, Foundations Dynamic autocorrelation shows the relationship between Foundations Dynamic etf current value and its past values and can show if there is a momentum factor associated with investing in Foundations Dynamic Core.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Foundations Dynamic Core is a strong investment it is important to analyze Foundations Dynamic's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Foundations Dynamic's future performance. For an informed investment choice regarding Foundations Etf, refer to the following important reports:Check out Foundations Dynamic Correlation, Foundations Dynamic Volatility and Foundations Dynamic Alpha and Beta module to complement your research on Foundations Dynamic. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Foundations Dynamic 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.