Intelligent Alpha Atlas Etf Market Value
| GPT Etf | USD 30.36 0.02 0.07% |
| Symbol | Intelligent |
The market value of Intelligent Alpha Atlas is measured differently than its book value, which is the value of Intelligent that is recorded on the company's balance sheet. Investors also form their own opinion of Intelligent Alpha's value that differs from its market value or its book value, called intrinsic value, which is Intelligent Alpha'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 Intelligent Alpha's market value can be influenced by many factors that don't directly affect Intelligent Alpha'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 Intelligent Alpha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intelligent Alpha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intelligent Alpha'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.
Intelligent Alpha '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 Intelligent Alpha'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 Intelligent Alpha.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Intelligent Alpha on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Intelligent Alpha Atlas or generate 0.0% return on investment in Intelligent Alpha over 30 days. Intelligent Alpha is related to or competes with Harbor ETF, IShares Trust, Pacer Small, Alpha Architect, EA Series, PGIM ETF, and AIM ETF. Gramercy Property Trust is a leading global investor and asset manager of commercial real estate More
Intelligent Alpha 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 Intelligent Alpha'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 Intelligent Alpha Atlas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.46 |
Intelligent Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intelligent Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intelligent Alpha's standard deviation. In reality, there are many statistical measures that can use Intelligent Alpha historical prices to predict the future Intelligent Alpha's volatility.| Risk Adjusted Performance | 0.0234 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0186 |
Intelligent Alpha Atlas Backtested Returns
Currently, Intelligent Alpha Atlas is very steady. Intelligent Alpha Atlas holds Efficiency (Sharpe) Ratio of 0.0525, which attests that the entity had a 0.0525 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intelligent Alpha Atlas, which you can use to evaluate the volatility of the entity. Please check out Intelligent Alpha's Risk Adjusted Performance of 0.0234, market risk adjusted performance of 0.0286, and Downside Deviation of 1.15 to validate if the risk estimate we provide is consistent with the expected return of 0.0558%. The etf retains a Market Volatility (i.e., Beta) of 1.08, which attests to a somewhat significant risk relative to the market. Intelligent Alpha returns are very sensitive to returns on the market. As the market goes up or down, Intelligent Alpha is expected to follow.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Intelligent Alpha Atlas has insignificant reverse predictability. Overlapping area represents the amount of predictability between Intelligent Alpha time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Intelligent Alpha Atlas price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Intelligent Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Intelligent Alpha Atlas lagged returns against current returns
Autocorrelation, which is Intelligent Alpha 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 Intelligent Alpha's etf expected returns. We can calculate the autocorrelation of Intelligent Alpha returns to help us make a trade decision. For example, suppose you find that Intelligent Alpha 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 |
Intelligent Alpha 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 Intelligent Alpha etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intelligent Alpha etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intelligent Alpha etf over time.
Current vs Lagged Prices |
| Timeline |
Intelligent Alpha Lagged Returns
When evaluating Intelligent Alpha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intelligent Alpha etf have on its future price. Intelligent Alpha 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, Intelligent Alpha autocorrelation shows the relationship between Intelligent Alpha etf current value and its past values and can show if there is a momentum factor associated with investing in Intelligent Alpha Atlas.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Intelligent Alpha Correlation, Intelligent Alpha Volatility and Intelligent Alpha Alpha and Beta module to complement your research on Intelligent Alpha. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Intelligent Alpha 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.