Fidelity Disruptors Etf Market Value
| FDIF Etf | 36.81 0.15 0.41% |
| Symbol | Fidelity |
The market value of Fidelity Disruptors ETF is measured differently than its book value, which is the value of Fidelity that is recorded on the company's balance sheet. Investors also form their own opinion of Fidelity Disruptors' value that differs from its market value or its book value, called intrinsic value, which is Fidelity Disruptors' 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 Fidelity Disruptors' market value can be influenced by many factors that don't directly affect Fidelity Disruptors' 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 Fidelity Disruptors' value and its price as these two are different measures arrived at by different means. Investors typically determine if Fidelity Disruptors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fidelity Disruptors' 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.
Fidelity Disruptors '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 Fidelity Disruptors' 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 Fidelity Disruptors.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Fidelity Disruptors on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Disruptors ETF or generate 0.0% return on investment in Fidelity Disruptors over 30 days. Fidelity Disruptors is related to or competes with Rbb Fund, FT Cboe, AIM ETF, AIM ETF, Motley Fool, ALPS Clean, and Amplify BlueStar. More
Fidelity Disruptors 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 Fidelity Disruptors' 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 Fidelity Disruptors ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9923 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.28 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.53 |
Fidelity Disruptors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Disruptors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Disruptors' standard deviation. In reality, there are many statistical measures that can use Fidelity Disruptors historical prices to predict the future Fidelity Disruptors' volatility.| Risk Adjusted Performance | 0.0507 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0646 |
Fidelity Disruptors ETF Backtested Returns
At this point, Fidelity Disruptors is very steady. Fidelity Disruptors ETF secures Sharpe Ratio (or Efficiency) of 0.0652, which denotes the etf had a 0.0652 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fidelity Disruptors ETF, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Disruptors' Mean Deviation of 0.7238, coefficient of variation of 1534.1, and Downside Deviation of 0.9923 to check if the risk estimate we provide is consistent with the expected return of 0.062%. The etf shows a Beta (market volatility) of 0.81, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fidelity Disruptors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Disruptors is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Fidelity Disruptors ETF has good predictability. Overlapping area represents the amount of predictability between Fidelity Disruptors time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Fidelity Disruptors ETF price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Fidelity Disruptors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Fidelity Disruptors ETF lagged returns against current returns
Autocorrelation, which is Fidelity Disruptors 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 Fidelity Disruptors' etf expected returns. We can calculate the autocorrelation of Fidelity Disruptors returns to help us make a trade decision. For example, suppose you find that Fidelity Disruptors 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 |
Fidelity Disruptors 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 Fidelity Disruptors etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Disruptors etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Disruptors etf over time.
Current vs Lagged Prices |
| Timeline |
Fidelity Disruptors Lagged Returns
When evaluating Fidelity Disruptors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Disruptors etf have on its future price. Fidelity Disruptors 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, Fidelity Disruptors autocorrelation shows the relationship between Fidelity Disruptors etf current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Disruptors ETF.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Fidelity Disruptors ETF is a strong investment it is important to analyze Fidelity Disruptors' 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 Fidelity Disruptors' future performance. For an informed investment choice regarding Fidelity Etf, refer to the following important reports:Check out Fidelity Disruptors Correlation, Fidelity Disruptors Volatility and Fidelity Disruptors Alpha and Beta module to complement your research on Fidelity Disruptors. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Fidelity Disruptors 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.