Advisors Series Trust Etf Market Value
| LCLG Etf | USD 56.60 0.79 1.42% |
| Symbol | Advisors |
The market value of Advisors Series Trust is measured differently than its book value, which is the value of Advisors that is recorded on the company's balance sheet. Investors also form their own opinion of Advisors Series' value that differs from its market value or its book value, called intrinsic value, which is Advisors Series' 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 Advisors Series' market value can be influenced by many factors that don't directly affect Advisors Series' 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 Advisors Series' value and its price as these two are different measures arrived at by different means. Investors typically determine if Advisors Series is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisors Series' 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.
Advisors Series '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 Advisors Series' 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 Advisors Series.
| 03/12/2023 |
| 01/30/2025 |
If you would invest 0.00 in Advisors Series on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Advisors Series Trust or generate 0.0% return on investment in Advisors Series over 690 days. Advisors Series is related to or competes with JP Morgan, IQ Winslow, IQ Winslow, and First Trust. Under normal market conditions, the fund invests primarily in securities of companies that use innovative technologies o... More
Advisors Series 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 Advisors Series' 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 Advisors Series Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.1044 | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.63 |
Advisors Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisors Series' standard deviation. In reality, there are many statistical measures that can use Advisors Series historical prices to predict the future Advisors Series' volatility.| Risk Adjusted Performance | 0.1501 | |||
| Jensen Alpha | 0.17 | |||
| Total Risk Alpha | 0.0929 | |||
| Sortino Ratio | 0.0832 | |||
| Treynor Ratio | 0.5026 |
Advisors Series Trust Backtested Returns
Advisors Series appears to be very steady, given 3 months investment horizon. Advisors Series Trust secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the etf had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Advisors Series Trust, which you can use to evaluate the volatility of the entity. Please makes use of Advisors Series' Downside Deviation of 1.5, risk adjusted performance of 0.1501, and Mean Deviation of 0.8857 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advisors Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisors Series is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Advisors Series Trust has very good predictability. Overlapping area represents the amount of predictability between Advisors Series time series from 12th of March 2023 to 20th of February 2024 and 20th of February 2024 to 30th of January 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 Advisors Series Trust price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Advisors Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 14.64 |
Advisors Series Trust lagged returns against current returns
Autocorrelation, which is Advisors Series 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 Advisors Series' etf expected returns. We can calculate the autocorrelation of Advisors Series returns to help us make a trade decision. For example, suppose you find that Advisors Series 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 |
Advisors Series 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 Advisors Series etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisors Series etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisors Series etf over time.
Current vs Lagged Prices |
| Timeline |
Advisors Series Lagged Returns
When evaluating Advisors Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisors Series etf have on its future price. Advisors Series 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, Advisors Series autocorrelation shows the relationship between Advisors Series etf current value and its past values and can show if there is a momentum factor associated with investing in Advisors Series Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Advisors Series Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Advisors Series' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Advisors Series Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Advisors Series Trust Etf:Check out Advisors Series Correlation, Advisors Series Volatility and Advisors Series Alpha and Beta module to complement your research on Advisors Series. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Advisors Series 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.