Dan Ives Wedbush Etf Market Value
| IVES Etf | USD 31.93 0.11 0.34% |
| Symbol | Dan |
The market value of Dan IVES Wedbush is measured differently than its book value, which is the value of Dan that is recorded on the company's balance sheet. Investors also form their own opinion of Dan IVES's value that differs from its market value or its book value, called intrinsic value, which is Dan IVES'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 Dan IVES's market value can be influenced by many factors that don't directly affect Dan IVES'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 Dan IVES's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dan IVES is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dan IVES'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.
Dan IVES '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 Dan IVES'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 Dan IVES.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Dan IVES on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Dan IVES Wedbush or generate 0.0% return on investment in Dan IVES over 30 days. Dan IVES is related to or competes with Roundhill Generative, John Hancock, IShares Residential, SEI Exchange, Putnam Sustainable, Innovator, and Innovator. The fund invests at least 80 percent of its total assets, exclusive of collateral held from securities lending, in the c... More
Dan IVES 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 Dan IVES'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 Dan IVES Wedbush upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.65 |
Dan IVES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dan IVES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dan IVES's standard deviation. In reality, there are many statistical measures that can use Dan IVES historical prices to predict the future Dan IVES's volatility.| Risk Adjusted Performance | 0.0199 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0184 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dan IVES'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.
Dan IVES Wedbush Backtested Returns
Dan IVES Wedbush secures Sharpe Ratio (or Efficiency) of -0.0186, which denotes the etf had a -0.0186 % return per unit of risk over the last 3 months. Dan IVES Wedbush exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dan IVES's Coefficient Of Variation of 5048.77, mean deviation of 1.31, and Downside Deviation of 2.08 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 1.34, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dan IVES will likely underperform.
Auto-correlation | 0.65 |
Good predictability
Dan IVES Wedbush has good predictability. Overlapping area represents the amount of predictability between Dan IVES time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Dan IVES Wedbush price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Dan IVES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Dan IVES Wedbush lagged returns against current returns
Autocorrelation, which is Dan IVES 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 Dan IVES's etf expected returns. We can calculate the autocorrelation of Dan IVES returns to help us make a trade decision. For example, suppose you find that Dan IVES 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 |
Dan IVES 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 Dan IVES etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dan IVES etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dan IVES etf over time.
Current vs Lagged Prices |
| Timeline |
Dan IVES Lagged Returns
When evaluating Dan IVES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dan IVES etf have on its future price. Dan IVES 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, Dan IVES autocorrelation shows the relationship between Dan IVES etf current value and its past values and can show if there is a momentum factor associated with investing in Dan IVES Wedbush.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Dan IVES Correlation, Dan IVES Volatility and Dan IVES Alpha and Beta module to complement your research on Dan IVES. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Dan IVES 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.