Franklin Liberty Systematic Etf Market Value
| FLSP Etf | USD 27.06 0.06 0.22% |
| Symbol | Franklin |
Investors evaluate Franklin Liberty Sys using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Franklin Liberty's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Franklin Liberty's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Franklin Liberty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Franklin Liberty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Franklin Liberty's market price signifies the transaction level at which participants voluntarily complete trades.
Franklin Liberty '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 Franklin Liberty'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 Franklin Liberty.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Franklin Liberty on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Liberty Systematic or generate 0.0% return on investment in Franklin Liberty over 90 days. Franklin Liberty is related to or competes with SPDR Bridgewater, Xtrackers MSCI, 6 Meridian, First Trust, WisdomTree International, Dimensional ETF, and Pacer Trendpilot. The fund seeks to achieve its investment goal by allocating its assets across two underlying alternative investment stra... More
Franklin Liberty 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 Franklin Liberty'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 Franklin Liberty Systematic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6509 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.07 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.0 |
Franklin Liberty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Liberty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Liberty's standard deviation. In reality, there are many statistical measures that can use Franklin Liberty historical prices to predict the future Franklin Liberty's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0288 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2454 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Franklin Liberty'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.
Franklin Liberty February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0574 | |||
| Market Risk Adjusted Performance | 0.2554 | |||
| Mean Deviation | 0.5186 | |||
| Semi Deviation | 0.5782 | |||
| Downside Deviation | 0.6509 | |||
| Coefficient Of Variation | 1349.1 | |||
| Standard Deviation | 0.6494 | |||
| Variance | 0.4217 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0288 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2454 | |||
| Maximum Drawdown | 3.07 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.0 | |||
| Downside Variance | 0.4236 | |||
| Semi Variance | 0.3343 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.03) | |||
| Kurtosis | (0.05) |
Franklin Liberty Sys Backtested Returns
Currently, Franklin Liberty Systematic is very steady. Franklin Liberty Sys secures Sharpe Ratio (or Efficiency) of 0.0715, which denotes the etf had a 0.0715 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Franklin Liberty Systematic, which you can use to evaluate the volatility of the entity. Please confirm Franklin Liberty's Semi Deviation of 0.5782, mean deviation of 0.5186, and Downside Deviation of 0.6509 to check if the risk estimate we provide is consistent with the expected return of 0.0475%. The etf shows a Beta (market volatility) of 0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Liberty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Liberty is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Franklin Liberty Systematic has modest predictability. Overlapping area represents the amount of predictability between Franklin Liberty time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Franklin Liberty Sys price movement. The serial correlation of 0.52 indicates that about 52.0% of current Franklin Liberty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Pair Trading with Franklin Liberty
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Franklin Liberty position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Franklin Liberty will appreciate offsetting losses from the drop in the long position's value.Moving together with Franklin Etf
| 0.87 | QAI | IQ Hedge Multi | PairCorr |
| 0.8 | LALT | Invesco Multi Strategy | PairCorr |
| 0.74 | HFND | Unlimited HFND Multi | PairCorr |
The ability to find closely correlated positions to Franklin Liberty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Franklin Liberty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Franklin Liberty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Franklin Liberty Systematic to buy it.
The correlation of Franklin Liberty is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Franklin Liberty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Franklin Liberty Sys moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Franklin Liberty can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Franklin Liberty Correlation, Franklin Liberty Volatility and Franklin Liberty Performance module to complement your research on Franklin Liberty. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Franklin Liberty 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.