Foundations Dynamic Value Etf Market Value
| FDVL Etf | 13.10 0.15 1.16% |
| Symbol | Foundations |
The market value of Foundations Dynamic Value 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.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Foundations Dynamic on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Foundations Dynamic Value or generate 0.0% return on investment in Foundations Dynamic over 360 days. Foundations Dynamic is related to or competes with BlackRock ETF, Rbb Fund, Virtus ETF, and Amplify CWP. 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 Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5871 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.15 |
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 | 0.1225 | |||
| Jensen Alpha | (0.001) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1196 |
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 Value Backtested Returns
As of now, Foundations Etf is very steady. Foundations Dynamic Value secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the etf had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Foundations Dynamic Value, which you can use to evaluate the volatility of the entity. Please confirm Foundations Dynamic's Coefficient Of Variation of 618.37, downside deviation of 0.5871, and Mean Deviation of 0.5144 to check if the risk estimate we provide is consistent with the expected return of 0.0916%. The etf shows a Beta (market volatility) of 0.82, 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 | 0.85 |
Very good predictability
Foundations Dynamic Value has very good predictability. Overlapping area represents the amount of predictability between Foundations Dynamic time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. 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 Value price movement. The serial correlation of 0.85 indicates that around 85.0% of current Foundations Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Foundations Dynamic Value 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 Value.
Regressed Prices |
| Timeline |
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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.