Harbor Alpha Layering Etf Market Value
| HOLD Etf | USD 31.42 0.37 1.19% |
| Symbol | Harbor |
The market value of Harbor Alpha Layering is measured differently than its book value, which is the value of Harbor that is recorded on the company's balance sheet. Investors also form their own opinion of Harbor Alpha's value that differs from its market value or its book value, called intrinsic value, which is Harbor 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 Harbor Alpha's market value can be influenced by many factors that don't directly affect Harbor 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 Harbor Alpha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Harbor Alpha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Harbor 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.
Harbor 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 Harbor 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 Harbor Alpha.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Harbor Alpha on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Harbor Alpha Layering or generate 0.0% return on investment in Harbor Alpha over 30 days. Harbor Alpha is related to or competes with Global X, IShares Trust, Amplify Samsung, Listed Funds, Global X, Harbor SMID, and Guinness Atkinson. The sub-advisor seeks to achieve the funds investment objective by investing in a variety of fixed income securities, in... More
Harbor 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 Harbor 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 Harbor Alpha Layering upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.0406 | |||
| Maximum Drawdown | 15.97 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.89 |
Harbor Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harbor Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Harbor Alpha's standard deviation. In reality, there are many statistical measures that can use Harbor Alpha historical prices to predict the future Harbor Alpha's volatility.| Risk Adjusted Performance | 0.0675 | |||
| Jensen Alpha | 0.0841 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0476 | |||
| Treynor Ratio | 0.1767 |
Harbor Alpha Layering Backtested Returns
At this point, Harbor Alpha is very steady. Harbor Alpha Layering holds Efficiency (Sharpe) Ratio of 0.0938, which attests that the entity had a 0.0938 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Harbor Alpha Layering, which you can use to evaluate the volatility of the entity. Please check out Harbor Alpha's Risk Adjusted Performance of 0.0675, market risk adjusted performance of 0.1867, and Downside Deviation of 1.46 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The etf retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Harbor Alpha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Harbor Alpha is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
Harbor Alpha Layering has poor reverse predictability. Overlapping area represents the amount of predictability between Harbor Alpha time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Harbor Alpha Layering price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Harbor Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Harbor Alpha Layering lagged returns against current returns
Autocorrelation, which is Harbor 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 Harbor Alpha's etf expected returns. We can calculate the autocorrelation of Harbor Alpha returns to help us make a trade decision. For example, suppose you find that Harbor 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 |
Harbor 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 Harbor Alpha etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Harbor Alpha etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Harbor Alpha etf over time.
Current vs Lagged Prices |
| Timeline |
Harbor Alpha Lagged Returns
When evaluating Harbor Alpha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Harbor Alpha etf have on its future price. Harbor 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, Harbor Alpha autocorrelation shows the relationship between Harbor Alpha etf current value and its past values and can show if there is a momentum factor associated with investing in Harbor Alpha Layering.
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 Harbor Alpha Layering is a strong investment it is important to analyze Harbor Alpha's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Harbor Alpha's future performance. For an informed investment choice regarding Harbor Etf, refer to the following important reports:Check out Harbor Alpha Correlation, Harbor Alpha Volatility and Harbor Alpha Alpha and Beta module to complement your research on Harbor Alpha. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Harbor 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.