Dan Ives Wedbush Etf Market Value
| IVES Etf | USD 30.45 1.20 4.10% |
| Symbol | Dan |
Investors evaluate Dan IVES Wedbush using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Dan IVES's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Dan IVES's market price to deviate significantly 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. Conversely, Dan IVES's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Dan IVES on November 10, 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 90 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.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.88 | |||
| 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 | (0.07) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.16) |
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 February 8, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Risk Adjusted Performance | (0.07) | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 1.36 | |||
| Coefficient Of Variation | (1,029) | |||
| Standard Deviation | 1.81 | |||
| Variance | 3.26 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.16) | |||
| Maximum Drawdown | 8.88 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.65 | |||
| Skewness | (0.33) | |||
| Kurtosis | 0.4146 |
Dan IVES Wedbush Backtested Returns
Dan IVES Wedbush secures Sharpe Ratio (or Efficiency) of -0.0862, which denotes the etf had a -0.0862 % return per unit of risk over the last 3 months. Dan IVES Wedbush exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dan IVES's Variance of 3.26, mean deviation of 1.36, and Standard Deviation of 1.81 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 1.16, 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 | 0.25 |
Poor predictability
Dan IVES Wedbush has poor predictability. Overlapping area represents the amount of predictability between Dan IVES time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 2026. 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 0.25 indicates that over 25.0% of current Dan IVES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
Thematic Opportunities
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Check out Dan IVES Correlation, Dan IVES Volatility and Dan IVES Performance module to complement your research on Dan IVES. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
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.