Ffem Etf Market Value

FFEM Etf   25.40  0.11  0.43%   
FFEM's market value is the price at which a share of FFEM trades on a public exchange. It measures the collective expectations of FFEM investors about its performance. FFEM is selling at 25.40 as of the 12th of December 2024; that is 0.43 percent up since the beginning of the trading day. The etf's lowest day price was 25.4.
With this module, you can estimate the performance of a buy and hold strategy of FFEM and determine expected loss or profit from investing in FFEM over a given investment horizon. Check out FFEM Correlation, FFEM Volatility and FFEM Alpha and Beta module to complement your research on FFEM.
Symbol

The market value of FFEM is measured differently than its book value, which is the value of FFEM that is recorded on the company's balance sheet. Investors also form their own opinion of FFEM's value that differs from its market value or its book value, called intrinsic value, which is FFEM'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 FFEM's market value can be influenced by many factors that don't directly affect FFEM'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 FFEM's value and its price as these two are different measures arrived at by different means. Investors typically determine if FFEM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FFEM'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.

FFEM '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 FFEM'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 FFEM.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in FFEM on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding FFEM or generate 0.0% return on investment in FFEM over 30 days. FFEM is related to or competes with Global X, Global X, IShares Emerging, Global X, and Global X. FFEM is entity of United States. It is traded as Etf on US exchange. More

FFEM 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 FFEM'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 FFEM upside and downside potential and time the market with a certain degree of confidence.

FFEM Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FFEM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FFEM's standard deviation. In reality, there are many statistical measures that can use FFEM historical prices to predict the future FFEM's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FFEM'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.
Hype
Prediction
LowEstimatedHigh
24.5525.4026.25
Details
Intrinsic
Valuation
LowRealHigh
22.8723.7227.94
Details

FFEM Backtested Returns

As of now, FFEM Etf is very steady. FFEM secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the etf had a 0.11% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for FFEM, which you can use to evaluate the volatility of the entity. Please confirm FFEM's mean deviation of 0.5485, and Downside Deviation of 0.7613 to check if the risk estimate we provide is consistent with the expected return of 0.0968%. The etf shows a Beta (market volatility) of -0.0317, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FFEM are expected to decrease at a much lower rate. During the bear market, FFEM is likely to outperform the market.

Auto-correlation

    
  -0.48  

Modest reverse predictability

FFEM has modest reverse predictability. Overlapping area represents the amount of predictability between FFEM time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 FFEM price movement. The serial correlation of -0.48 indicates that about 48.0% of current FFEM price fluctuation can be explain by its past prices.
Correlation Coefficient-0.48
Spearman Rank Test-0.46
Residual Average0.0
Price Variance0.02

FFEM lagged returns against current returns

Autocorrelation, which is FFEM 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 FFEM's etf expected returns. We can calculate the autocorrelation of FFEM returns to help us make a trade decision. For example, suppose you find that FFEM 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  

FFEM 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 FFEM etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FFEM etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FFEM etf over time.
   Current vs Lagged Prices   
       Timeline  

FFEM Lagged Returns

When evaluating FFEM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FFEM etf have on its future price. FFEM 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, FFEM autocorrelation shows the relationship between FFEM etf current value and its past values and can show if there is a momentum factor associated with investing in FFEM.
   Regressed Prices   
       Timeline  

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When determining whether FFEM is a strong investment it is important to analyze FFEM'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 FFEM's future performance. For an informed investment choice regarding FFEM Etf, refer to the following important reports:
Check out FFEM Correlation, FFEM Volatility and FFEM Alpha and Beta module to complement your research on FFEM.
You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
FFEM 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.
A focus of FFEM technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of FFEM trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...