Managed Portfolio Series Etf Market Value
| LST Etf | 43.25 0.27 0.63% |
| Symbol | Managed |
Investors evaluate Managed Portfolio Series using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Managed Portfolio's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Managed Portfolio's market price to deviate significantly from intrinsic value.
Understanding that Managed Portfolio's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Managed Portfolio represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Managed Portfolio's market price signifies the transaction level at which participants voluntarily complete trades.
Managed Portfolio '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 Managed Portfolio'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 Managed Portfolio.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Managed Portfolio on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Managed Portfolio Series or generate 0.0% return on investment in Managed Portfolio over 90 days. Managed Portfolio is related to or competes with First Trust, OVS SpA, Advisors Inner, DoubleLine ETF, Horizon Kinetics, First Trust, and Putnam ETF. More
Managed Portfolio 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 Managed Portfolio'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 Managed Portfolio Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9021 | |||
| Information Ratio | 0.062 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.33 |
Managed Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Managed Portfolio's standard deviation. In reality, there are many statistical measures that can use Managed Portfolio historical prices to predict the future Managed Portfolio's volatility.| Risk Adjusted Performance | 0.1421 | |||
| Jensen Alpha | 0.1407 | |||
| Total Risk Alpha | 0.0469 | |||
| Sortino Ratio | 0.0592 | |||
| Treynor Ratio | 13.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Managed Portfolio'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.
Managed Portfolio February 9, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1421 | |||
| Market Risk Adjusted Performance | 13.01 | |||
| Mean Deviation | 0.678 | |||
| Semi Deviation | 0.6698 | |||
| Downside Deviation | 0.9021 | |||
| Coefficient Of Variation | 567.22 | |||
| Standard Deviation | 0.8605 | |||
| Variance | 0.7405 | |||
| Information Ratio | 0.062 | |||
| Jensen Alpha | 0.1407 | |||
| Total Risk Alpha | 0.0469 | |||
| Sortino Ratio | 0.0592 | |||
| Treynor Ratio | 13.0 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.8138 | |||
| Semi Variance | 0.4486 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.32) | |||
| Kurtosis | 0.1932 |
Managed Portfolio Series Backtested Returns
Currently, Managed Portfolio Series is very steady. Managed Portfolio Series has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Managed Portfolio, which you can use to evaluate the volatility of the etf. Please verify Managed Portfolio's Downside Deviation of 0.9021, risk adjusted performance of 0.1421, and Mean Deviation of 0.678 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The etf secures a Beta (Market Risk) of 0.0109, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Managed Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Portfolio is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Managed Portfolio Series has good predictability. Overlapping area represents the amount of predictability between Managed Portfolio time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Managed Portfolio Series price movement. The serial correlation of 0.67 indicates that around 67.0% of current Managed Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Thematic Opportunities
Explore Investment Opportunities
Check out Managed Portfolio Correlation, Managed Portfolio Volatility and Managed Portfolio Performance module to complement your research on Managed Portfolio. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Managed Portfolio 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.