Fflv Etf Market Value
| FFLV Etf | 24.67 0.03 0.12% |
| Symbol | FFLV |
The market value of FFLV is measured differently than its book value, which is the value of FFLV that is recorded on the company's balance sheet. Investors also form their own opinion of FFLV's value that differs from its market value or its book value, called intrinsic value, which is FFLV'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 FFLV's market value can be influenced by many factors that don't directly affect FFLV'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 FFLV's value and its price as these two are different measures arrived at by different means. Investors typically determine if FFLV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FFLV'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.
FFLV '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 FFLV'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 FFLV.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in FFLV on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding FFLV or generate 0.0% return on investment in FFLV over 30 days. FFLV is related to or competes with IShares Russell, IShares Russell, IShares SP, IShares Core, SPDR Portfolio, Dimensional Core, and Vanguard Russell. FFLV is entity of United States. It is traded as Etf on BATS exchange. More
FFLV 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 FFLV'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 FFLV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7498 | |||
| Information Ratio | 0.0381 | |||
| Maximum Drawdown | 3.05 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.15 |
FFLV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FFLV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FFLV's standard deviation. In reality, there are many statistical measures that can use FFLV historical prices to predict the future FFLV's volatility.| Risk Adjusted Performance | 0.1064 | |||
| Jensen Alpha | 0.0373 | |||
| Total Risk Alpha | 0.0264 | |||
| Sortino Ratio | 0.0361 | |||
| Treynor Ratio | 0.1139 |
FFLV Backtested Returns
At this stage we consider FFLV Etf to be very steady. FFLV secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FFLV, which you can use to evaluate the volatility of the entity. Please confirm FFLV's Downside Deviation of 0.7498, mean deviation of 0.5494, and Semi Deviation of 0.5739 to check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. FFLV returns are very sensitive to returns on the market. As the market goes up or down, FFLV is expected to follow.
Auto-correlation | 0.53 |
Modest predictability
FFLV has modest predictability. Overlapping area represents the amount of predictability between FFLV time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 FFLV price movement. The serial correlation of 0.53 indicates that about 53.0% of current FFLV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
FFLV lagged returns against current returns
Autocorrelation, which is FFLV 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 FFLV's etf expected returns. We can calculate the autocorrelation of FFLV returns to help us make a trade decision. For example, suppose you find that FFLV 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 |
FFLV 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 FFLV etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FFLV etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FFLV etf over time.
Current vs Lagged Prices |
| Timeline |
FFLV Lagged Returns
When evaluating FFLV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FFLV etf have on its future price. FFLV 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, FFLV autocorrelation shows the relationship between FFLV etf current value and its past values and can show if there is a momentum factor associated with investing in FFLV.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out FFLV Correlation, FFLV Volatility and FFLV Alpha and Beta module to complement your research on FFLV. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
FFLV 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.