Franklin Multisector Income Etf Market Value
| MULT Etf | USD 25.30 0.01 0.04% |
| Symbol | Franklin |
The market value of Franklin Multisector is measured differently than its book value, which is the value of Franklin that is recorded on the company's balance sheet. Investors also form their own opinion of Franklin Multisector's value that differs from its market value or its book value, called intrinsic value, which is Franklin Multisector'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 Franklin Multisector's market value can be influenced by many factors that don't directly affect Franklin Multisector'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 Franklin Multisector's value and its price as these two are different measures arrived at by different means. Investors typically determine if Franklin Multisector is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin Multisector'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.
Franklin Multisector '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 Franklin Multisector'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 Franklin Multisector.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Franklin Multisector on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Multisector Income or generate 0.0% return on investment in Franklin Multisector over 30 days. Franklin Multisector is related to or competes with Virtus ETF, YieldMax, Direxion Daily, QRAFT AI, Goldman Sachs, First Trust, and WisdomTree New. The investment seeks to provide longterm total returns by investing long and short in a variety of asset classes and investment strategies. More
Franklin Multisector 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 Franklin Multisector'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 Franklin Multisector Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1245 | |||
| Information Ratio | (0.43) | |||
| Maximum Drawdown | 0.5596 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.241 |
Franklin Multisector Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Multisector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Multisector's standard deviation. In reality, there are many statistical measures that can use Franklin Multisector historical prices to predict the future Franklin Multisector's volatility.| Risk Adjusted Performance | 0.0632 | |||
| Jensen Alpha | 0.0086 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | 0.3772 |
Franklin Multisector Backtested Returns
Currently, Franklin Multisector Income is very steady. Franklin Multisector secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the etf had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Franklin Multisector Income, which you can use to evaluate the volatility of the entity. Please confirm Franklin Multisector's Mean Deviation of 0.1132, downside deviation of 0.1245, and Coefficient Of Variation of 680.21 to check if the risk estimate we provide is consistent with the expected return of 0.0241%. The etf shows a Beta (market volatility) of 0.0281, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Multisector's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Multisector is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Franklin Multisector Income has weak reverse predictability. Overlapping area represents the amount of predictability between Franklin Multisector time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Franklin Multisector price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Franklin Multisector price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Franklin Multisector lagged returns against current returns
Autocorrelation, which is Franklin Multisector 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 Franklin Multisector's etf expected returns. We can calculate the autocorrelation of Franklin Multisector returns to help us make a trade decision. For example, suppose you find that Franklin Multisector 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 |
Franklin Multisector 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 Franklin Multisector etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Multisector etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Multisector etf over time.
Current vs Lagged Prices |
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Franklin Multisector Lagged Returns
When evaluating Franklin Multisector's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Multisector etf have on its future price. Franklin Multisector 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, Franklin Multisector autocorrelation shows the relationship between Franklin Multisector etf current value and its past values and can show if there is a momentum factor associated with investing in Franklin Multisector Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Franklin Multisector Correlation, Franklin Multisector Volatility and Franklin Multisector Alpha and Beta module to complement your research on Franklin Multisector. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Franklin Multisector 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.