Defiance 5g Next Etf Market Value
| FIVG Etf | USD 64.88 0.21 0.32% |
| Symbol | Defiance |
The market value of Defiance 5G Next is measured differently than its book value, which is the value of Defiance that is recorded on the company's balance sheet. Investors also form their own opinion of Defiance's value that differs from its market value or its book value, called intrinsic value, which is Defiance'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 Defiance's market value can be influenced by many factors that don't directly affect Defiance'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 Defiance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Defiance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Defiance'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.
Defiance '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 Defiance'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 Defiance.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Defiance on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Defiance 5G Next or generate 0.0% return on investment in Defiance over 30 days. Defiance is related to or competes with IShares Russell, IShares MSCI, IShares MSCI, IShares Core, IShares Core, IShares Select, and IShares MSCI. The fund uses a passive management approach to track the total return performance, before fees and expenses, of the inde... More
Defiance 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 Defiance'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 Defiance 5G Next upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 2.71 |
Defiance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Defiance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Defiance's standard deviation. In reality, there are many statistical measures that can use Defiance historical prices to predict the future Defiance's volatility.| Risk Adjusted Performance | 0.0356 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0399 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Defiance'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.
Defiance 5G Next Backtested Returns
At this point, Defiance is very steady. Defiance 5G Next secures Sharpe Ratio (or Efficiency) of 0.0635, which denotes the etf had a 0.0635 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Defiance 5G Next, which you can use to evaluate the volatility of the entity. Please confirm Defiance's Coefficient Of Variation of 2343.53, downside deviation of 1.79, and Mean Deviation of 1.19 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The etf shows a Beta (market volatility) of 1.44, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Defiance will likely underperform.
Auto-correlation | 0.36 |
Below average predictability
Defiance 5G Next has below average predictability. Overlapping area represents the amount of predictability between Defiance time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Defiance 5G Next price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Defiance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
Defiance 5G Next lagged returns against current returns
Autocorrelation, which is Defiance 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 Defiance's etf expected returns. We can calculate the autocorrelation of Defiance returns to help us make a trade decision. For example, suppose you find that Defiance 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 |
Defiance 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 Defiance etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Defiance etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Defiance etf over time.
Current vs Lagged Prices |
| Timeline |
Defiance Lagged Returns
When evaluating Defiance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Defiance etf have on its future price. Defiance 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, Defiance autocorrelation shows the relationship between Defiance etf current value and its past values and can show if there is a momentum factor associated with investing in Defiance 5G Next.
Regressed Prices |
| Timeline |
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Check out Defiance Correlation, Defiance Volatility and Defiance Alpha and Beta module to complement your research on Defiance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Defiance 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.