Fidelity Value Factor Etf Market Value
| FVAL Etf | USD 73.83 0.08 0.11% |
| Symbol | Fidelity |
The market value of Fidelity Value Factor is measured differently than its book value, which is the value of Fidelity that is recorded on the company's balance sheet. Investors also form their own opinion of Fidelity Value's value that differs from its market value or its book value, called intrinsic value, which is Fidelity Value'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 Fidelity Value's market value can be influenced by many factors that don't directly affect Fidelity Value'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 Fidelity Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fidelity Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Fidelity Value's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Fidelity Value '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 Fidelity Value'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 Fidelity Value.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Fidelity Value on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Value Factor or generate 0.0% return on investment in Fidelity Value over 90 days. Fidelity Value is related to or competes with Fidelity Quality, SPDR SSGA, First Trust, Capital Group, Fidelity Low, IShares Morningstar, and First Trust. The fund normally invests at least 80 percent of assets in securities included in the Fidelity U.S More
Fidelity Value 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 Fidelity Value'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 Fidelity Value Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7573 | |||
| Information Ratio | 0.0361 | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.19 |
Fidelity Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Value's standard deviation. In reality, there are many statistical measures that can use Fidelity Value historical prices to predict the future Fidelity Value's volatility.| Risk Adjusted Performance | 0.0726 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0265 | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 0.0722 |
Fidelity Value February 1, 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 | 0.0726 | |||
| Market Risk Adjusted Performance | 0.0822 | |||
| Mean Deviation | 0.5265 | |||
| Semi Deviation | 0.6518 | |||
| Downside Deviation | 0.7573 | |||
| Coefficient Of Variation | 989.63 | |||
| Standard Deviation | 0.6923 | |||
| Variance | 0.4792 | |||
| Information Ratio | 0.0361 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0265 | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 0.0722 | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.5735 | |||
| Semi Variance | 0.4249 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.37) | |||
| Kurtosis | 0.4753 |
Fidelity Value Factor Backtested Returns
As of now, Fidelity Etf is very steady. Fidelity Value Factor secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the etf had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fidelity Value Factor, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Value's Downside Deviation of 0.7573, coefficient of variation of 989.63, and Mean Deviation of 0.5265 to check if the risk estimate we provide is consistent with the expected return of 0.0794%. The etf shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fidelity Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Value is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Fidelity Value Factor has insignificant predictability. Overlapping area represents the amount of predictability between Fidelity Value time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Fidelity Value Factor price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Fidelity Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
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Fidelity Value 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.