Ossiam Shiller (UK) Market Value
| LCPE Etf | 42,420 260.00 0.62% |
| Symbol | Ossiam |
Ossiam Shiller '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 Ossiam Shiller'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 Ossiam Shiller.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Ossiam Shiller on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Ossiam Shiller Barclays or generate 0.0% return on investment in Ossiam Shiller over 510 days. Ossiam Shiller is related to or competes with Vanguard FTSE, Leverage Shares, Amundi Index, Amundi Index, Albion Venture, Leverage Shares, and Leverage Shares. Ossiam Shiller is entity of United Kingdom More
Ossiam Shiller 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 Ossiam Shiller'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 Ossiam Shiller Barclays upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.02 |
Ossiam Shiller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Shiller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ossiam Shiller's standard deviation. In reality, there are many statistical measures that can use Ossiam Shiller historical prices to predict the future Ossiam Shiller's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.46) |
Ossiam Shiller Barclays Backtested Returns
Ossiam Shiller Barclays maintains Sharpe Ratio (i.e., Efficiency) of -0.0845, which implies the entity had a -0.0845% return per unit of risk over the last 3 months. Ossiam Shiller Barclays exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ossiam Shiller's Risk Adjusted Performance of (0.05), coefficient of variation of (1,490), and Variance of 0.4444 to confirm the risk estimate we provide. The etf holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam Shiller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Shiller is expected to be smaller as well.
Auto-correlation | -0.24 |
Weak reverse predictability
Ossiam Shiller Barclays has weak reverse predictability. Overlapping area represents the amount of predictability between Ossiam Shiller time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ossiam Shiller Barclays price movement. The serial correlation of -0.24 indicates that over 24.0% of current Ossiam Shiller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 621.4 K |
Ossiam Shiller Barclays lagged returns against current returns
Autocorrelation, which is Ossiam Shiller 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 Ossiam Shiller's etf expected returns. We can calculate the autocorrelation of Ossiam Shiller returns to help us make a trade decision. For example, suppose you find that Ossiam Shiller 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 |
Ossiam Shiller 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 Ossiam Shiller etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ossiam Shiller etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ossiam Shiller etf over time.
Current vs Lagged Prices |
| Timeline |
Ossiam Shiller Lagged Returns
When evaluating Ossiam Shiller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ossiam Shiller etf have on its future price. Ossiam Shiller 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, Ossiam Shiller autocorrelation shows the relationship between Ossiam Shiller etf current value and its past values and can show if there is a momentum factor associated with investing in Ossiam Shiller Barclays.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ossiam Etf
Ossiam Shiller financial ratios help investors to determine whether Ossiam Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ossiam with respect to the benefits of owning Ossiam Shiller security.