Hedgeye Capital Allocation Etf Market Value
| HECA Etf | 28.39 0.04 0.14% |
| Symbol | Hedgeye |
The market value of Hedgeye Capital Allo is measured differently than its book value, which is the value of Hedgeye that is recorded on the company's balance sheet. Investors also form their own opinion of Hedgeye Capital's value that differs from its market value or its book value, called intrinsic value, which is Hedgeye Capital'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 Hedgeye Capital's market value can be influenced by many factors that don't directly affect Hedgeye Capital'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 Hedgeye Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hedgeye Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hedgeye Capital'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.
Hedgeye Capital '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 Hedgeye Capital'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 Hedgeye Capital.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Hedgeye Capital on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Hedgeye Capital Allocation or generate 0.0% return on investment in Hedgeye Capital over 30 days. Hedgeye Capital is related to or competes with AIM ETF, ProShares Ultra, Advisors Inner, First Trust, Putnam ETF, TrueShares Structured, and TrueShares Structured. Hedgeye Capital is entity of United States More
Hedgeye Capital 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 Hedgeye Capital'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 Hedgeye Capital Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0154 | |||
| Maximum Drawdown | 5.32 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.72 |
Hedgeye Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hedgeye Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hedgeye Capital's standard deviation. In reality, there are many statistical measures that can use Hedgeye Capital historical prices to predict the future Hedgeye Capital's volatility.| Risk Adjusted Performance | 0.0712 | |||
| Jensen Alpha | 0.0279 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0146 | |||
| Treynor Ratio | 0.1043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hedgeye Capital'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.
Hedgeye Capital Allo Backtested Returns
At this point, Hedgeye Capital is very steady. Hedgeye Capital Allo holds Efficiency (Sharpe) Ratio of 0.0703, which attests that the entity had a 0.0703 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hedgeye Capital Allo, which you can use to evaluate the volatility of the entity. Please check out Hedgeye Capital's Risk Adjusted Performance of 0.0712, market risk adjusted performance of 0.1143, and Downside Deviation of 1.04 to validate if the risk estimate we provide is consistent with the expected return of 0.0692%. The etf retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hedgeye Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hedgeye Capital is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Hedgeye Capital Allocation has poor predictability. Overlapping area represents the amount of predictability between Hedgeye Capital 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 Hedgeye Capital Allo price movement. The serial correlation of 0.25 indicates that over 25.0% of current Hedgeye Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Hedgeye Capital Allo lagged returns against current returns
Autocorrelation, which is Hedgeye Capital 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 Hedgeye Capital's etf expected returns. We can calculate the autocorrelation of Hedgeye Capital returns to help us make a trade decision. For example, suppose you find that Hedgeye Capital 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 |
Hedgeye Capital 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 Hedgeye Capital etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hedgeye Capital etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hedgeye Capital etf over time.
Current vs Lagged Prices |
| Timeline |
Hedgeye Capital Lagged Returns
When evaluating Hedgeye Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hedgeye Capital etf have on its future price. Hedgeye Capital 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, Hedgeye Capital autocorrelation shows the relationship between Hedgeye Capital etf current value and its past values and can show if there is a momentum factor associated with investing in Hedgeye Capital Allocation.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Hedgeye Capital Allo offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hedgeye Capital'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 Hedgeye Capital Allocation Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Hedgeye Capital Allocation Etf:Check out Hedgeye Capital Correlation, Hedgeye Capital Volatility and Hedgeye Capital Alpha and Beta module to complement your research on Hedgeye Capital. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Hedgeye Capital 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.