Motley Fool Value Etf Market Value
| MFVL Etf | 20.39 0.03 0.15% |
| Symbol | Motley |
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.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in Motley Fool on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding Motley Fool Value or generate 0.0% return on investment in Motley Fool over 720 days.
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 Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2387 | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.9486 |
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 | 0.2654 | |||
| Jensen Alpha | 0.1681 | |||
| Total Risk Alpha | 0.1306 | |||
| Treynor Ratio | 8.22 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Motley Fool'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.
Motley Fool Value Backtested Returns
As of now, Motley Etf is very steady. Motley Fool Value has Sharpe Ratio of 0.37, which conveys that the entity had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Motley Fool, which you can use to evaluate the volatility of the etf. Please verify Motley Fool's Risk Adjusted Performance of 0.2654, mean deviation of 0.3588, and Standard Deviation of 0.4648 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. The etf secures a Beta (Market Risk) of 0.0206, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Motley Fool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Motley Fool is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Motley Fool Value has no correlation between past and present. Overlapping area represents the amount of predictability between Motley Fool time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 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 Motley Fool Value price movement. The serial correlation of 0.0 indicates that just 0.0% of current Motley Fool price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Motley Fool Value 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 Value.
Regressed Prices |
| Timeline |
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