New York Life Etf Market Value
| MMMA Etf | 25.42 0.03 0.12% |
| Symbol | New |
New York '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 New York'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 New York.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in New York on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding New York Life or generate 0.0% return on investment in New York over 90 days.
New York 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 New York'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 New York Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1924 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 0.7561 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3212 |
New York Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for New York's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as New York's standard deviation. In reality, there are many statistical measures that can use New York historical prices to predict the future New York's volatility.| Risk Adjusted Performance | 0.2386 | |||
| Jensen Alpha | 0.0496 | |||
| Total Risk Alpha | 0.0317 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (4.35) |
New York February 8, 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 | 0.2386 | |||
| Market Risk Adjusted Performance | (4.34) | |||
| Mean Deviation | 0.1372 | |||
| Downside Deviation | 0.1924 | |||
| Coefficient Of Variation | 292.47 | |||
| Standard Deviation | 0.1716 | |||
| Variance | 0.0295 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0496 | |||
| Total Risk Alpha | 0.0317 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (4.35) | |||
| Maximum Drawdown | 0.7561 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3212 | |||
| Downside Variance | 0.037 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.17) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.11) |
New York Life Backtested Returns
At this point, New York is very steady. New York Life has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for New York, which you can use to evaluate the volatility of the etf. Please verify New York's Coefficient Of Variation of 292.47, risk adjusted performance of 0.2386, and Mean Deviation of 0.1372 to check out if the risk estimate we provide is consistent with the expected return of 0.0571%. The etf secures a Beta (Market Risk) of -0.0112, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning New York are expected to decrease at a much lower rate. During the bear market, New York is likely to outperform the market.
Auto-correlation | 0.37 |
Below average predictability
New York Life has below average predictability. Overlapping area represents the amount of predictability between New York time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 New York Life price movement. The serial correlation of 0.37 indicates that just about 37.0% of current New York price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |