Idetf Fund Market Value
| IDETF Fund | 109.09 0.24 0.22% |
| Symbol | Idetf |
Idetf '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 Idetf's otc fund 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 Idetf.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Idetf on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Idetf or generate 0.0% return on investment in Idetf over 30 days.
Idetf 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 Idetf's otc fund 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 Idetf upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 0.8005 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.4244 |
Idetf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Idetf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Idetf's standard deviation. In reality, there are many statistical measures that can use Idetf historical prices to predict the future Idetf's volatility.| Risk Adjusted Performance | 0.1719 | |||
| Jensen Alpha | 0.0696 | |||
| Total Risk Alpha | 0.0391 | |||
| Treynor Ratio | (10.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Idetf'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.
Idetf Backtested Returns
At this point, Idetf is very steady. Idetf holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Idetf, which you can use to evaluate the volatility of the entity. Please check out Idetf's Risk Adjusted Performance of 0.1719, market risk adjusted performance of (10.16), and Standard Deviation of 0.3004 to validate if the risk estimate we provide is consistent with the expected return of 0.0712%. The fund retains a Market Volatility (i.e., Beta) of -0.0068, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Idetf are expected to decrease at a much lower rate. During the bear market, Idetf is likely to outperform the market.
Auto-correlation | 0.98 |
Excellent predictability
Idetf has excellent predictability. Overlapping area represents the amount of predictability between Idetf 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 Idetf price movement. The serial correlation of 0.98 indicates that 98.0% of current Idetf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Idetf lagged returns against current returns
Autocorrelation, which is Idetf otc fund'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 Idetf's otc fund expected returns. We can calculate the autocorrelation of Idetf returns to help us make a trade decision. For example, suppose you find that Idetf has exhibited high autocorrelation historically, and you observe that the otc fund 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 |
Idetf 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 Idetf otc fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Idetf otc fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Idetf otc fund over time.
Current vs Lagged Prices |
| Timeline |
Idetf Lagged Returns
When evaluating Idetf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Idetf otc fund have on its future price. Idetf 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, Idetf autocorrelation shows the relationship between Idetf otc fund current value and its past values and can show if there is a momentum factor associated with investing in Idetf.
Regressed Prices |
| Timeline |
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