Cornercap Fundametrics Large Cap Etf Market Value
| FUNL Etf | USD 47.23 0.28 0.60% |
| Symbol | CornerCap |
The market value of CornerCap Fundametrics is measured differently than its book value, which is the value of CornerCap that is recorded on the company's balance sheet. Investors also form their own opinion of CornerCap Fundametrics' value that differs from its market value or its book value, called intrinsic value, which is CornerCap Fundametrics' 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 CornerCap Fundametrics' market value can be influenced by many factors that don't directly affect CornerCap Fundametrics' 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 CornerCap Fundametrics' value and its price as these two are different measures arrived at by different means. Investors typically determine if CornerCap Fundametrics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CornerCap Fundametrics' 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.
CornerCap Fundametrics '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 CornerCap Fundametrics' 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 CornerCap Fundametrics.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in CornerCap Fundametrics on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding CornerCap Fundametrics Large Cap or generate 0.0% return on investment in CornerCap Fundametrics over 30 days. CornerCap Fundametrics is related to or competes with Tidal ETF, Xtrackers MSCI, American Century, Invesco Exchange, Invesco Actively, American Beacon, and SEI DBi. The fund is an actively managed exchange traded fund that invests primarily in equity securities listed on a U.S More
CornerCap Fundametrics 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 CornerCap Fundametrics' 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 CornerCap Fundametrics Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7811 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.21 |
CornerCap Fundametrics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CornerCap Fundametrics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CornerCap Fundametrics' standard deviation. In reality, there are many statistical measures that can use CornerCap Fundametrics historical prices to predict the future CornerCap Fundametrics' volatility.| Risk Adjusted Performance | 0.0735 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0831 |
CornerCap Fundametrics Backtested Returns
As of now, CornerCap Etf is very steady. CornerCap Fundametrics secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the etf had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CornerCap Fundametrics Large Cap, which you can use to evaluate the volatility of the entity. Please confirm CornerCap Fundametrics' Mean Deviation of 0.5801, risk adjusted performance of 0.0735, and Downside Deviation of 0.7811 to double-check if the risk estimate we provide is consistent with the expected return of 0.0765%. The etf shows a Beta (market volatility) of 0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CornerCap Fundametrics' returns are expected to increase less than the market. However, during the bear market, the loss of holding CornerCap Fundametrics is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
CornerCap Fundametrics Large Cap has average predictability. Overlapping area represents the amount of predictability between CornerCap Fundametrics time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 CornerCap Fundametrics price movement. The serial correlation of 0.43 indicates that just about 43.0% of current CornerCap Fundametrics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
CornerCap Fundametrics lagged returns against current returns
Autocorrelation, which is CornerCap Fundametrics 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 CornerCap Fundametrics' etf expected returns. We can calculate the autocorrelation of CornerCap Fundametrics returns to help us make a trade decision. For example, suppose you find that CornerCap Fundametrics 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 |
CornerCap Fundametrics 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 CornerCap Fundametrics etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CornerCap Fundametrics etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CornerCap Fundametrics etf over time.
Current vs Lagged Prices |
| Timeline |
CornerCap Fundametrics Lagged Returns
When evaluating CornerCap Fundametrics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CornerCap Fundametrics etf have on its future price. CornerCap Fundametrics 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, CornerCap Fundametrics autocorrelation shows the relationship between CornerCap Fundametrics etf current value and its past values and can show if there is a momentum factor associated with investing in CornerCap Fundametrics Large Cap.
Regressed Prices |
| Timeline |
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CornerCap Fundametrics 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.