Unlimited Hfmf Managed Etf Market Value
| HFMF Etf | 21.19 0.64 2.93% |
| Symbol | Unlimited |
The market value of Unlimited HFMF Managed 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 HFMF's value that differs from its market value or its book value, called intrinsic value, which is Unlimited HFMF'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 HFMF's market value can be influenced by many factors that don't directly affect Unlimited HFMF'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 HFMF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unlimited HFMF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unlimited HFMF'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 HFMF '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 HFMF'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 HFMF.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Unlimited HFMF on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Unlimited HFMF Managed or generate 0.0% return on investment in Unlimited HFMF over 180 days. Unlimited HFMF is related to or competes with Pacer BlueStar, Themes Natural, USCF Sustainable, Spinnaker ETF, Themes Cloud, One One, and ProShares Smart. More
Unlimited HFMF 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 HFMF'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 HFMF Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.45 |
Unlimited HFMF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unlimited HFMF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unlimited HFMF's standard deviation. In reality, there are many statistical measures that can use Unlimited HFMF historical prices to predict the future Unlimited HFMF's volatility.| Risk Adjusted Performance | 0.0141 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0066 |
Unlimited HFMF Managed Backtested Returns
At this point, Unlimited HFMF is very steady. Unlimited HFMF Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0151, which indicates the etf had a 0.0151 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Unlimited HFMF Managed, which you can use to evaluate the volatility of the etf. Please validate Unlimited HFMF's Coefficient Of Variation of 6627.6, risk adjusted performance of 0.0141, and Semi Deviation of 1.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0162%. The entity has a beta of 0.95, which indicates possible diversification benefits within a given portfolio. Unlimited HFMF returns are very sensitive to returns on the market. As the market goes up or down, Unlimited HFMF is expected to follow.
Auto-correlation | -0.04 |
Very weak reverse predictability
Unlimited HFMF Managed has very weak reverse predictability. Overlapping area represents the amount of predictability between Unlimited HFMF 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 HFMF Managed price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Unlimited HFMF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Unlimited HFMF Managed lagged returns against current returns
Autocorrelation, which is Unlimited HFMF 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 HFMF's etf expected returns. We can calculate the autocorrelation of Unlimited HFMF returns to help us make a trade decision. For example, suppose you find that Unlimited HFMF 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 HFMF 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 HFMF etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unlimited HFMF etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unlimited HFMF etf over time.
Current vs Lagged Prices |
| Timeline |
Unlimited HFMF Lagged Returns
When evaluating Unlimited HFMF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unlimited HFMF etf have on its future price. Unlimited HFMF 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 HFMF autocorrelation shows the relationship between Unlimited HFMF etf current value and its past values and can show if there is a momentum factor associated with investing in Unlimited HFMF Managed.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Check out Unlimited HFMF Correlation, Unlimited HFMF Volatility and Unlimited HFMF Alpha and Beta module to complement your research on Unlimited HFMF. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Unlimited HFMF 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.