Unlimited Hfeq Equity Etf Market Value
| HFEQ Etf | 21.22 2.09 8.97% |
| Symbol | Unlimited |
The market value of Unlimited HFEQ Equity is measured differently than its book value, which is the value of Unlimited that is recorded on the company's balance sheet. Investors also form their own opinion of Unlimited HFEQ's value that differs from its market value or its book value, called intrinsic value, which is Unlimited HFEQ'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 Unlimited HFEQ's market value can be influenced by many factors that don't directly affect Unlimited HFEQ'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 Unlimited HFEQ's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unlimited HFEQ is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unlimited HFEQ'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.
Unlimited HFEQ '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 Unlimited HFEQ'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 Unlimited HFEQ.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Unlimited HFEQ on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Unlimited HFEQ Equity or generate 0.0% return on investment in Unlimited HFEQ over 180 days. Unlimited HFEQ is related to or competes with First Trust, Ned Davis, Themes Infrastructure, SanJac Alpha, ProShares, ProShares UltraShort, and Bank of Montreal. Unlimited HFEQ is entity of United States More
Unlimited HFEQ 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 Unlimited HFEQ'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 Unlimited HFEQ Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.47 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.31 |
Unlimited HFEQ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unlimited HFEQ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unlimited HFEQ's standard deviation. In reality, there are many statistical measures that can use Unlimited HFEQ historical prices to predict the future Unlimited HFEQ's volatility.| Risk Adjusted Performance | 0.0369 | |||
| Jensen Alpha | 0.0426 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2337 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Unlimited HFEQ'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.
Unlimited HFEQ Equity Backtested Returns
Unlimited HFEQ Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0252, which indicates the etf had a -0.0252 % return per unit of risk over the last 3 months. Unlimited HFEQ Equity exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Unlimited HFEQ's Coefficient Of Variation of 2248.75, risk adjusted performance of 0.0369, and Semi Deviation of 1.88 to confirm the risk estimate we provide. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unlimited HFEQ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Unlimited HFEQ is expected to be smaller as well.
Auto-correlation | 0.21 |
Weak predictability
Unlimited HFEQ Equity has weak predictability. Overlapping area represents the amount of predictability between Unlimited HFEQ time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Unlimited HFEQ Equity price movement. The serial correlation of 0.21 indicates that over 21.0% of current Unlimited HFEQ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Unlimited HFEQ Equity lagged returns against current returns
Autocorrelation, which is Unlimited HFEQ 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 Unlimited HFEQ's etf expected returns. We can calculate the autocorrelation of Unlimited HFEQ returns to help us make a trade decision. For example, suppose you find that Unlimited HFEQ 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 |
Unlimited HFEQ 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 Unlimited HFEQ etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unlimited HFEQ etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unlimited HFEQ etf over time.
Current vs Lagged Prices |
| Timeline |
Unlimited HFEQ Lagged Returns
When evaluating Unlimited HFEQ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unlimited HFEQ etf have on its future price. Unlimited HFEQ 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, Unlimited HFEQ autocorrelation shows the relationship between Unlimited HFEQ etf current value and its past values and can show if there is a momentum factor associated with investing in Unlimited HFEQ Equity.
Regressed Prices |
| Timeline |
Pair Trading with Unlimited HFEQ
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Unlimited HFEQ position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Unlimited HFEQ will appreciate offsetting losses from the drop in the long position's value.Moving together with Unlimited Etf
The ability to find closely correlated positions to Unlimited HFEQ could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Unlimited HFEQ when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Unlimited HFEQ - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Unlimited HFEQ Equity to buy it.
The correlation of Unlimited HFEQ is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Unlimited HFEQ moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Unlimited HFEQ Equity moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Unlimited HFEQ can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Unlimited HFEQ Correlation, Unlimited HFEQ Volatility and Unlimited HFEQ Alpha and Beta module to complement your research on Unlimited HFEQ. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Unlimited HFEQ 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.