Exchange Listed Funds Etf Market Value
| KDEF Etf | 45.78 0.68 1.46% |
| Symbol | Exchange |
The market value of Exchange Listed Funds is measured differently than its book value, which is the value of Exchange that is recorded on the company's balance sheet. Investors also form their own opinion of Exchange Listed's value that differs from its market value or its book value, called intrinsic value, which is Exchange Listed'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 Exchange Listed's market value can be influenced by many factors that don't directly affect Exchange Listed'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 Exchange Listed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Exchange Listed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Exchange Listed'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.
Exchange Listed '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 Exchange Listed'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 Exchange Listed.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Exchange Listed on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Exchange Listed Funds or generate 0.0% return on investment in Exchange Listed over 180 days. Exchange Listed is related to or competes with EA Series, Tema Cardiovascular, American Beacon, Invesco DWA, Affinity World, Fidelity Metaverse, and Hartford Quality. Exchange Listed is entity of United States More
Exchange Listed 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 Exchange Listed'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 Exchange Listed Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.65 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 3.51 |
Exchange Listed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Listed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exchange Listed's standard deviation. In reality, there are many statistical measures that can use Exchange Listed historical prices to predict the future Exchange Listed's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Exchange Listed'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.
Exchange Listed Funds Backtested Returns
Exchange Listed Funds secures Sharpe Ratio (or Efficiency) of -0.0198, which denotes the etf had a -0.0198 % return per unit of standard deviation over the last 3 months. Exchange Listed Funds exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Exchange Listed's Mean Deviation of 1.9, standard deviation of 2.34, and Coefficient Of Variation of (3,450) to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.92, which means possible diversification benefits within a given portfolio. Exchange Listed returns are very sensitive to returns on the market. As the market goes up or down, Exchange Listed is expected to follow.
Auto-correlation | -0.25 |
Weak reverse predictability
Exchange Listed Funds has weak reverse predictability. Overlapping area represents the amount of predictability between Exchange Listed 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 Exchange Listed Funds price movement. The serial correlation of -0.25 indicates that over 25.0% of current Exchange Listed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 9.64 |
Exchange Listed Funds lagged returns against current returns
Autocorrelation, which is Exchange Listed 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 Exchange Listed's etf expected returns. We can calculate the autocorrelation of Exchange Listed returns to help us make a trade decision. For example, suppose you find that Exchange Listed 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 |
Exchange Listed 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 Exchange Listed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exchange Listed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exchange Listed etf over time.
Current vs Lagged Prices |
| Timeline |
Exchange Listed Lagged Returns
When evaluating Exchange Listed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exchange Listed etf have on its future price. Exchange Listed 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, Exchange Listed autocorrelation shows the relationship between Exchange Listed etf current value and its past values and can show if there is a momentum factor associated with investing in Exchange Listed Funds.
Regressed Prices |
| Timeline |
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Check out Exchange Listed Correlation, Exchange Listed Volatility and Exchange Listed Alpha and Beta module to complement your research on Exchange Listed. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Exchange Listed 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.