Maven Income (UK) Market Value
| MIG5 Etf | 28.20 0.00 0.00% |
| Symbol | Maven |
Maven Income '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 Maven Income'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 Maven Income.
| 01/05/2025 |
| 12/31/2025 |
If you would invest 0.00 in Maven Income on January 5, 2025 and sell it all today you would earn a total of 0.00 from holding Maven Income And or generate 0.0% return on investment in Maven Income over 360 days. Maven Income is related to or competes with IShares Global, VanEck Rare, VanEck Oil, WisdomTree Silver, First Trust, and Db X. Maven Income is entity of United Kingdom More
Maven Income 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 Maven Income'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 Maven Income And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1736 | |||
| Maximum Drawdown | 10106.15 |
Maven Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maven Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maven Income's standard deviation. In reality, there are many statistical measures that can use Maven Income historical prices to predict the future Maven Income's volatility.| Risk Adjusted Performance | 0.1321 | |||
| Jensen Alpha | 305.73 | |||
| Total Risk Alpha | 120.21 | |||
| Treynor Ratio | (4.00) |
Maven Income And Backtested Returns
Maven Income is out of control given 3 months investment horizon. Maven Income And has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We are able to interpolate and collect seventeen different technical indicators, which can help you to evaluate if expected returns of 29.06% are justified by taking the suggested risk. Use Maven Income And Mean Deviation of 588.3, risk adjusted performance of 0.1321, and Standard Deviation of 1729.19 to evaluate company specific risk that cannot be diversified away. The etf secures a Beta (Market Risk) of -75.07, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Maven Income are expected to decrease by larger amounts. On the other hand, during market turmoil, Maven Income is expected to outperform it.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Maven Income And has near perfect reversele predictability. Overlapping area represents the amount of predictability between Maven Income time series from 5th of January 2025 to 4th of July 2025 and 4th of July 2025 to 31st 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 Maven Income And price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Maven Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 46.99 |
Maven Income And lagged returns against current returns
Autocorrelation, which is Maven Income 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 Maven Income's etf expected returns. We can calculate the autocorrelation of Maven Income returns to help us make a trade decision. For example, suppose you find that Maven Income 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 |
Maven Income 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 Maven Income etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maven Income etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maven Income etf over time.
Current vs Lagged Prices |
| Timeline |
Maven Income Lagged Returns
When evaluating Maven Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maven Income etf have on its future price. Maven Income 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, Maven Income autocorrelation shows the relationship between Maven Income etf current value and its past values and can show if there is a momentum factor associated with investing in Maven Income And.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Maven Etf
Maven Income financial ratios help investors to determine whether Maven 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 Maven with respect to the benefits of owning Maven Income security.