Horizon Flexible Income Etf Market Value
| FLXN Etf | USD 25.39 0.69 2.65% |
| Symbol | Horizon |
The market value of Horizon Flexible Income is measured differently than its book value, which is the value of Horizon that is recorded on the company's balance sheet. Investors also form their own opinion of Horizon Flexible's value that differs from its market value or its book value, called intrinsic value, which is Horizon Flexible'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 Horizon Flexible's market value can be influenced by many factors that don't directly affect Horizon Flexible'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 Horizon Flexible's value and its price as these two are different measures arrived at by different means. Investors typically determine if Horizon Flexible is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Horizon Flexible'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.
Horizon Flexible '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 Horizon Flexible'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 Horizon Flexible.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Horizon Flexible on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Horizon Flexible Income or generate 0.0% return on investment in Horizon Flexible over 180 days. Horizon Flexible is related to or competes with Strategy Shares, Horizon Digital, Pacer Funds, USCF Daily, Strategy Shares, GraniteShares, and STKd 100. Flexion Therapeutics, Inc., a biopharmaceutical company, focuses on the discovery, development, and commercialization of... More
Horizon Flexible 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 Horizon Flexible'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 Horizon Flexible Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 1.6 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.7001 |
Horizon Flexible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Horizon Flexible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Horizon Flexible's standard deviation. In reality, there are many statistical measures that can use Horizon Flexible historical prices to predict the future Horizon Flexible's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Horizon Flexible'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.
Horizon Flexible Income Backtested Returns
Horizon Flexible Income holds Efficiency (Sharpe) Ratio of -0.0267, which attests that the entity had a -0.0267 % return per unit of risk over the last 3 months. Horizon Flexible Income exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Horizon Flexible's Risk Adjusted Performance of (0.03), standard deviation of 0.4585, and Market Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Horizon Flexible's returns are expected to increase less than the market. However, during the bear market, the loss of holding Horizon Flexible is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
Horizon Flexible Income has good predictability. Overlapping area represents the amount of predictability between Horizon Flexible time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Horizon Flexible Income price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Horizon Flexible price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Horizon Flexible Income lagged returns against current returns
Autocorrelation, which is Horizon Flexible 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 Horizon Flexible's etf expected returns. We can calculate the autocorrelation of Horizon Flexible returns to help us make a trade decision. For example, suppose you find that Horizon Flexible 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 |
Horizon Flexible 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 Horizon Flexible etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Horizon Flexible etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Horizon Flexible etf over time.
Current vs Lagged Prices |
| Timeline |
Horizon Flexible Lagged Returns
When evaluating Horizon Flexible's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Horizon Flexible etf have on its future price. Horizon Flexible 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, Horizon Flexible autocorrelation shows the relationship between Horizon Flexible etf current value and its past values and can show if there is a momentum factor associated with investing in Horizon Flexible Income.
Regressed Prices |
| Timeline |
When determining whether Horizon Flexible Income offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Horizon Flexible's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Horizon Flexible Income Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Horizon Flexible Income Etf:
Check out Horizon Flexible Correlation, Horizon Flexible Volatility and Horizon Flexible Alpha and Beta module to complement your research on Horizon Flexible. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Horizon Flexible 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.