Franklin Libertyshares (Germany) Market Value
| FLXC Etf | EUR 28.80 0.05 0.17% |
| Symbol | Franklin |
Please note, there is a significant difference between Franklin Libertyshares' value and its price as these two are different measures arrived at by different means. Investors typically determine if Franklin Libertyshares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin Libertyshares' 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.
Franklin Libertyshares '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 Libertyshares' 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 Libertyshares.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Franklin Libertyshares on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Libertyshares ICAV or generate 0.0% return on investment in Franklin Libertyshares over 90 days. Franklin Libertyshares is related to or competes with IShares STOXX. More
Franklin Libertyshares 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 Libertyshares' 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 Libertyshares ICAV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 2.07 |
Franklin Libertyshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Libertyshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Libertyshares' standard deviation. In reality, there are many statistical measures that can use Franklin Libertyshares historical prices to predict the future Franklin Libertyshares' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Franklin Libertyshares' 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 Libertyshares Backtested Returns
Franklin Libertyshares secures Sharpe Ratio (or Efficiency) of -0.0122, which denotes the etf had a -0.0122 % return per unit of standard deviation over the last 3 months. Franklin Libertyshares ICAV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Franklin Libertyshares' Mean Deviation of 0.875, coefficient of variation of (2,318), and Standard Deviation of 1.24 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Libertyshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Libertyshares is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
Franklin Libertyshares ICAV has good reverse predictability. Overlapping area represents the amount of predictability between Franklin Libertyshares time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th of January 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 Libertyshares price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Franklin Libertyshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Franklin Libertyshares lagged returns against current returns
Autocorrelation, which is Franklin Libertyshares 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 Franklin Libertyshares' etf expected returns. We can calculate the autocorrelation of Franklin Libertyshares returns to help us make a trade decision. For example, suppose you find that Franklin Libertyshares 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 |
Franklin Libertyshares 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 Franklin Libertyshares etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Libertyshares etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Libertyshares etf over time.
Current vs Lagged Prices |
| Timeline |
Franklin Libertyshares Lagged Returns
When evaluating Franklin Libertyshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Libertyshares etf have on its future price. Franklin Libertyshares 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, Franklin Libertyshares autocorrelation shows the relationship between Franklin Libertyshares etf current value and its past values and can show if there is a momentum factor associated with investing in Franklin Libertyshares ICAV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Franklin Etf
Franklin Libertyshares financial ratios help investors to determine whether Franklin Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Franklin with respect to the benefits of owning Franklin Libertyshares security.