Valued Advisers Trust Etf Market Value
| MBSF Etf | 25.59 0.03 0.12% |
| Symbol | Valued |
The market value of Valued Advisers Trust is measured differently than its book value, which is the value of Valued that is recorded on the company's balance sheet. Investors also form their own opinion of Valued Advisers' value that differs from its market value or its book value, called intrinsic value, which is Valued Advisers' 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 Valued Advisers' market value can be influenced by many factors that don't directly affect Valued Advisers' 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 Valued Advisers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Valued Advisers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valued Advisers' 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.
Valued Advisers '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 Valued Advisers' 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 Valued Advisers.
| 02/25/2024 |
| 11/21/2024 |
If you would invest 0.00 in Valued Advisers on February 25, 2024 and sell it all today you would earn a total of 0.00 from holding Valued Advisers Trust or generate 0.0% return on investment in Valued Advisers over 270 days. Valued Advisers is related to or competes with Xtrackers California, Principal Exchange, PIMCO Enhanced, Vanguard Core, IQ MacKay, IQ MacKay, and ALPS Intermediate. Valued Advisers is entity of United States More
Valued Advisers 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 Valued Advisers' 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 Valued Advisers Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2096 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 1.1 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.317 |
Valued Advisers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valued Advisers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valued Advisers' standard deviation. In reality, there are many statistical measures that can use Valued Advisers historical prices to predict the future Valued Advisers' volatility.| Risk Adjusted Performance | 0.0428 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valued Advisers' 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.
Valued Advisers Trust Backtested Returns
At this point, Valued Advisers is very steady. Valued Advisers Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0956, which indicates the etf had a 0.0956% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Valued Advisers Trust, which you can use to evaluate the volatility of the etf. Please validate Valued Advisers' Coefficient Of Variation of 1064.2, semi deviation of 0.1087, and Risk Adjusted Performance of 0.0428 to confirm if the risk estimate we provide is consistent with the expected return of 0.0192%. The entity has a beta of -0.0488, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valued Advisers are expected to decrease at a much lower rate. During the bear market, Valued Advisers is likely to outperform the market.
Auto-correlation | 0.92 |
Excellent predictability
Valued Advisers Trust has excellent predictability. Overlapping area represents the amount of predictability between Valued Advisers time series from 25th of February 2024 to 9th of July 2024 and 9th of July 2024 to 21st 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 Valued Advisers Trust price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Valued Advisers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Valued Advisers Trust lagged returns against current returns
Autocorrelation, which is Valued Advisers 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 Valued Advisers' etf expected returns. We can calculate the autocorrelation of Valued Advisers returns to help us make a trade decision. For example, suppose you find that Valued Advisers 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 |
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Valued Advisers 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 Valued Advisers etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valued Advisers etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valued Advisers etf over time.
Current vs Lagged Prices |
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Valued Advisers Lagged Returns
When evaluating Valued Advisers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valued Advisers etf have on its future price. Valued Advisers 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, Valued Advisers autocorrelation shows the relationship between Valued Advisers etf current value and its past values and can show if there is a momentum factor associated with investing in Valued Advisers Trust.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Valued Advisers Trust is a strong investment it is important to analyze Valued Advisers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Valued Advisers' future performance. For an informed investment choice regarding Valued Etf, refer to the following important reports:Check out Valued Advisers Correlation, Valued Advisers Volatility and Valued Advisers Alpha and Beta module to complement your research on Valued Advisers. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Valued Advisers 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.