Motley Fool Momentum Etf Market Value
| MFMO Etf | 20.19 0.27 1.36% |
| Symbol | Motley |
The market value of Motley Fool Momentum is measured differently than its book value, which is the value of Motley that is recorded on the company's balance sheet. Investors also form their own opinion of Motley Fool's value that differs from its market value or its book value, called intrinsic value, which is Motley Fool'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 Motley Fool's market value can be influenced by many factors that don't directly affect Motley Fool'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 Motley Fool's value and its price as these two are different measures arrived at by different means. Investors typically determine if Motley Fool is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Motley Fool'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.
Motley Fool '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 Motley Fool'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 Motley Fool.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Motley Fool on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Motley Fool Momentum or generate 0.0% return on investment in Motley Fool over 30 days. Motley Fool is related to or competes with Freedom Day, Davis Select, IShares MSCI, SmartETFs Dividend, Elevation Series, Principal Value, and Vanguard Total. More
Motley Fool 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 Motley Fool'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 Motley Fool Momentum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.68 |
Motley Fool Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Motley Fool's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Motley Fool's standard deviation. In reality, there are many statistical measures that can use Motley Fool historical prices to predict the future Motley Fool's volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (4.94) |
Motley Fool Momentum Backtested Returns
As of now, Motley Etf is very steady. Motley Fool Momentum has Sharpe Ratio of 0.0326, which conveys that the entity had a 0.0326 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Motley Fool, which you can use to evaluate the volatility of the etf. Please verify Motley Fool's Downside Deviation of 1.29, mean deviation of 0.8234, and Risk Adjusted Performance of 0.0275 to check out if the risk estimate we provide is consistent with the expected return of 0.0362%. The etf secures a Beta (Market Risk) of -0.0053, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Motley Fool are expected to decrease at a much lower rate. During the bear market, Motley Fool is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Motley Fool Momentum has modest predictability. Overlapping area represents the amount of predictability between Motley Fool time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 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 Motley Fool Momentum price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Motley Fool price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Motley Fool Momentum lagged returns against current returns
Autocorrelation, which is Motley Fool 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 Motley Fool's etf expected returns. We can calculate the autocorrelation of Motley Fool returns to help us make a trade decision. For example, suppose you find that Motley Fool 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 |
Motley Fool 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 Motley Fool etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Motley Fool etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Motley Fool etf over time.
Current vs Lagged Prices |
| Timeline |
Motley Fool Lagged Returns
When evaluating Motley Fool's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Motley Fool etf have on its future price. Motley Fool 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, Motley Fool autocorrelation shows the relationship between Motley Fool etf current value and its past values and can show if there is a momentum factor associated with investing in Motley Fool Momentum.
Regressed Prices |
| Timeline |
Pair Trading with Motley Fool
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Motley Fool position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Motley Fool will appreciate offsetting losses from the drop in the long position's value.Moving against Motley Etf
| 0.59 | WMT | Walmart Common Stock | PairCorr |
| 0.38 | DD | Dupont De Nemours | PairCorr |
| 0.37 | ITWO | Proshares Russell 2000 Low Volatility | PairCorr |
The ability to find closely correlated positions to Motley Fool could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Motley Fool when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Motley Fool - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Motley Fool Momentum to buy it.
The correlation of Motley Fool is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Motley Fool moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Motley Fool Momentum moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Motley Fool can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Motley Fool Correlation, Motley Fool Volatility and Motley Fool Alpha and Beta module to complement your research on Motley Fool. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Motley Fool 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.