Intech Sp Large Etf Market Value
| LGDX Etf | 23.19 0.01 0.04% |
| Symbol | Intech |
The market value of Intech SP Large is measured differently than its book value, which is the value of Intech that is recorded on the company's balance sheet. Investors also form their own opinion of Intech SP's value that differs from its market value or its book value, called intrinsic value, which is Intech SP'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 Intech SP's market value can be influenced by many factors that don't directly affect Intech SP'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 Intech SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intech SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intech SP'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.
Intech SP '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 Intech SP'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 Intech SP.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Intech SP on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Intech SP Large or generate 0.0% return on investment in Intech SP over 30 days. Intech SP is related to or competes with IShares Morningstar, IShares Morningstar, IShares Morningstar, IShares Consumer, SPDR SP, IShares International, and Goldman Sachs. Intech SP is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Intech SP 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 Intech SP'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 Intech SP Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.4 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.16 |
Intech SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intech SP's standard deviation. In reality, there are many statistical measures that can use Intech SP historical prices to predict the future Intech SP's volatility.| Risk Adjusted Performance | 0.038 | |||
| Jensen Alpha | 0.0235 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2143 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intech SP'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.
Intech SP Large Backtested Returns
At this stage we consider Intech Etf to be very steady. Intech SP Large holds Efficiency (Sharpe) Ratio of 0.0739, which attests that the entity had a 0.0739 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intech SP Large, which you can use to evaluate the volatility of the entity. Please check out Intech SP's Market Risk Adjusted Performance of 0.2243, downside deviation of 1.06, and Risk Adjusted Performance of 0.038 to validate if the risk estimate we provide is consistent with the expected return of 0.0605%. The etf retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intech SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech SP is expected to be smaller as well.
Auto-correlation | 0.03 |
Virtually no predictability
Intech SP Large has virtually no predictability. Overlapping area represents the amount of predictability between Intech SP time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Intech SP Large price movement. The serial correlation of 0.03 indicates that only 3.0% of current Intech SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Intech SP Large lagged returns against current returns
Autocorrelation, which is Intech SP 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 Intech SP's etf expected returns. We can calculate the autocorrelation of Intech SP returns to help us make a trade decision. For example, suppose you find that Intech SP 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 |
Intech SP 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 Intech SP etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intech SP etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intech SP etf over time.
Current vs Lagged Prices |
| Timeline |
Intech SP Lagged Returns
When evaluating Intech SP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intech SP etf have on its future price. Intech SP 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, Intech SP autocorrelation shows the relationship between Intech SP etf current value and its past values and can show if there is a momentum factor associated with investing in Intech SP Large.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Intech SP Large offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Intech SP's 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 Intech Sp Large Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Intech Sp Large Etf:Check out Intech SP Correlation, Intech SP Volatility and Intech SP Alpha and Beta module to complement your research on Intech SP. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Intech SP 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.