Fpa Short Duration Etf Market Value
| FPAS Etf | 25.16 0.06 0.24% |
| Symbol | FPA |
The market value of FPA Short Duration is measured differently than its book value, which is the value of FPA that is recorded on the company's balance sheet. Investors also form their own opinion of FPA Short's value that differs from its market value or its book value, called intrinsic value, which is FPA Short's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because FPA Short's market value can be influenced by many factors that don't directly affect FPA Short'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 FPA Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if FPA Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, FPA Short's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
FPA Short '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 FPA Short'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 FPA Short.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in FPA Short on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding FPA Short Duration or generate 0.0% return on investment in FPA Short over 90 days. FPA Short is related to or competes with Vanguard 0, Texas Capital, Vanguard Ultra, US Treasury, Nicholas Fixed, Franklin Liberty, and US Treasury. FPA Short is entity of United States. It is traded as Etf on BATS exchange. More
FPA Short 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 FPA Short'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 FPA Short Duration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.49) | |||
| Maximum Drawdown | 0.6783 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2401 |
FPA Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FPA Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FPA Short's standard deviation. In reality, there are many statistical measures that can use FPA Short historical prices to predict the future FPA Short's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.46) |
FPA Short January 29, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | (0.45) | |||
| Mean Deviation | 0.1244 | |||
| Coefficient Of Variation | (6,944) | |||
| Standard Deviation | 0.1588 | |||
| Variance | 0.0252 | |||
| Information Ratio | (0.49) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.46) | |||
| Maximum Drawdown | 0.6783 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2401 | |||
| Skewness | (0.35) | |||
| Kurtosis | 0.3962 |
FPA Short Duration Backtested Returns
Currently, FPA Short Duration is very steady. FPA Short Duration retains Efficiency (Sharpe Ratio) of 0.0575, which denotes the etf had a 0.0575 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for FPA Short, which you can use to evaluate the volatility of the entity. Please confirm FPA Short's Market Risk Adjusted Performance of (0.45), variance of 0.0252, and Standard Deviation of 0.1588 to check if the risk estimate we provide is consistent with the expected return of 0.0086%. The etf owns a Beta (Systematic Risk) of 0.0268, which means not very significant fluctuations relative to the market. As returns on the market increase, FPA Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding FPA Short is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
FPA Short Duration has virtually no predictability. Overlapping area represents the amount of predictability between FPA Short time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 FPA Short Duration price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current FPA Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thematic Opportunities
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Check out FPA Short Correlation, FPA Short Volatility and FPA Short Alpha and Beta module to complement your research on FPA Short. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
FPA Short 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.