Harvest Eli Lilly Etf Market Value
| LLHE Etf | 10.08 0.05 0.50% |
| Symbol | Harvest |
Harvest Eli '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 Harvest Eli'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 Harvest Eli.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Harvest Eli on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Harvest Eli Lilly or generate 0.0% return on investment in Harvest Eli over 30 days. Harvest Eli is related to or competes with Accelerate Absolute, Global X, Purpose Multi, Global Healthcare, First Trust, Caldwell Dividend, and Invesco RAFI. Harvest Eli is entity of Canada. It is traded as Etf on TO exchange. More
Harvest Eli 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 Harvest Eli'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 Harvest Eli Lilly upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.2281 | |||
| Maximum Drawdown | 10.61 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 4.07 |
Harvest Eli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harvest Eli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Harvest Eli's standard deviation. In reality, there are many statistical measures that can use Harvest Eli historical prices to predict the future Harvest Eli's volatility.| Risk Adjusted Performance | 0.1951 | |||
| Jensen Alpha | 0.5107 | |||
| Total Risk Alpha | 0.3284 | |||
| Sortino Ratio | 0.2666 | |||
| Treynor Ratio | 2.0 |
Harvest Eli Lilly Backtested Returns
Harvest Eli appears to be not too volatile, given 3 months investment horizon. Harvest Eli Lilly holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. By evaluating Harvest Eli's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please utilize Harvest Eli's Risk Adjusted Performance of 0.1951, market risk adjusted performance of 2.01, and Downside Deviation of 1.72 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Harvest Eli's returns are expected to increase less than the market. However, during the bear market, the loss of holding Harvest Eli is expected to be smaller as well.
Auto-correlation | -0.85 |
Excellent reverse predictability
Harvest Eli Lilly has excellent reverse predictability. Overlapping area represents the amount of predictability between Harvest Eli time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Harvest Eli Lilly price movement. The serial correlation of -0.85 indicates that around 85.0% of current Harvest Eli price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Harvest Eli Lilly lagged returns against current returns
Autocorrelation, which is Harvest Eli 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 Harvest Eli's etf expected returns. We can calculate the autocorrelation of Harvest Eli returns to help us make a trade decision. For example, suppose you find that Harvest Eli 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 |
Harvest Eli 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 Harvest Eli etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Harvest Eli etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Harvest Eli etf over time.
Current vs Lagged Prices |
| Timeline |
Harvest Eli Lagged Returns
When evaluating Harvest Eli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Harvest Eli etf have on its future price. Harvest Eli 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, Harvest Eli autocorrelation shows the relationship between Harvest Eli etf current value and its past values and can show if there is a momentum factor associated with investing in Harvest Eli Lilly.
Regressed Prices |
| Timeline |
Other Information on Investing in Harvest Etf
Harvest Eli financial ratios help investors to determine whether Harvest 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 Harvest with respect to the benefits of owning Harvest Eli security.