Etf Series Solutions Etf Market Value
| MSMR Etf | USD 35.47 0.22 0.62% |
| Symbol | ETF |
ETF Series Solutions's market price often diverges from its book value, the accounting figure shown on ETF's balance sheet. Smart investors calculate ETF Series' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since ETF Series' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that ETF Series' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether ETF Series represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, ETF Series' 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.
ETF Series '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 ETF Series' 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 ETF Series.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in ETF Series on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding ETF Series Solutions or generate 0.0% return on investment in ETF Series over 90 days. ETF Series is related to or competes with Direxion Daily, Innovator, First Trust, First Trust, Innovator Equity, Goldman Sachs, and Alexis Practical. The fund is an actively managed exchange-traded fund that employs proprietary trend-based and sector rotation strategies... More
ETF Series 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 ETF Series' 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 ETF Series Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8711 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.21 |
ETF Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETF Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ETF Series' standard deviation. In reality, there are many statistical measures that can use ETF Series historical prices to predict the future ETF Series' volatility.| Risk Adjusted Performance | 0.0557 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0724 |
ETF Series February 15, 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 | 0.0557 | |||
| Market Risk Adjusted Performance | 0.0824 | |||
| Mean Deviation | 0.6322 | |||
| Semi Deviation | 0.7562 | |||
| Downside Deviation | 0.8711 | |||
| Coefficient Of Variation | 1465.53 | |||
| Standard Deviation | 0.8637 | |||
| Variance | 0.746 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0724 | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.7588 | |||
| Semi Variance | 0.5718 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.13) | |||
| Kurtosis | 1.85 |
ETF Series Solutions Backtested Returns
Currently, ETF Series Solutions is very steady. ETF Series Solutions secures Sharpe Ratio (or Efficiency) of 0.0914, which denotes the etf had a 0.0914 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for ETF Series Solutions, which you can use to evaluate the volatility of the entity. Please confirm ETF Series' mean deviation of 0.6322, and Downside Deviation of 0.8711 to check if the risk estimate we provide is consistent with the expected return of 0.0786%. The etf shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, ETF Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding ETF Series is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
ETF Series Solutions has average predictability. Overlapping area represents the amount of predictability between ETF Series time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 ETF Series Solutions price movement. The serial correlation of 0.48 indicates that about 48.0% of current ETF Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Pair Trading with ETF Series
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 ETF Series 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 ETF Series will appreciate offsetting losses from the drop in the long position's value.Moving together with ETF Etf
| 0.94 | HF | DGA Core Plus | PairCorr |
| 0.88 | OCIO | ClearShares OCIO ETF | PairCorr |
| 0.87 | MFUL | Collaborative Investment | PairCorr |
| 0.74 | MPRO | Northern Lights | PairCorr |
| 0.9 | RULE | Collaborative Investment | PairCorr |
Moving against ETF Etf
| 0.6 | FRHC | Freedom Holding Corp Earnings Call Tomorrow | PairCorr |
The ability to find closely correlated positions to ETF Series could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ETF Series 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 ETF Series - 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 ETF Series Solutions to buy it.
The correlation of ETF Series 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 ETF Series moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ETF Series Solutions 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 ETF Series 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 ETF Series Correlation, ETF Series Volatility and ETF Series Performance module to complement your research on ETF Series. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
ETF Series 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.