Advisor Managed Portfolios Etf Market Value
| MVPA Etf | 36.74 0.21 0.57% |
| Symbol | Advisor |
The market value of Advisor Managed Port is measured differently than its book value, which is the value of Advisor that is recorded on the company's balance sheet. Investors also form their own opinion of Advisor Managed's value that differs from its market value or its book value, called intrinsic value, which is Advisor Managed'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 Advisor Managed's market value can be influenced by many factors that don't directly affect Advisor Managed'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 Advisor Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advisor Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisor Managed'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.
Advisor Managed '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 Advisor Managed'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 Advisor Managed.
| 01/21/2025 |
| 02/20/2025 |
If you would invest 0.00 in Advisor Managed on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Advisor Managed Portfolios or generate 0.0% return on investment in Advisor Managed over 30 days. Advisor Managed is related to or competes with First Trust, Direxion Daily, VanEck Morningstar, VictoryShares WestEnd, Arrow DWA, ProShares Merger, and SGI Dynamic. Advisor Managed is entity of United States More
Advisor Managed 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 Advisor Managed'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 Advisor Managed Portfolios upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.026 | |||
| Maximum Drawdown | 7.0 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.18 |
Advisor Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisor Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisor Managed's standard deviation. In reality, there are many statistical measures that can use Advisor Managed historical prices to predict the future Advisor Managed's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.0362 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | 0.0585 |
Advisor Managed Port Backtested Returns
At this point, Advisor Managed is very steady. Advisor Managed Port secures Sharpe Ratio (or Efficiency) of 0.0202, which signifies that the etf had a 0.0202 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Advisor Managed Portfolios, which you can use to evaluate the volatility of the entity. Please confirm Advisor Managed's Downside Deviation of 1.36, risk adjusted performance of 0.0365, and Mean Deviation of 1.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.0262%. The etf shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advisor Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisor Managed is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Advisor Managed Portfolios has poor reverse predictability. Overlapping area represents the amount of predictability between Advisor Managed time series from 21st of January 2025 to 5th of February 2025 and 5th of February 2025 to 20th of February 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 Advisor Managed Port price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Advisor Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Advisor Managed Port lagged returns against current returns
Autocorrelation, which is Advisor Managed 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 Advisor Managed's etf expected returns. We can calculate the autocorrelation of Advisor Managed returns to help us make a trade decision. For example, suppose you find that Advisor Managed 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 |
Advisor Managed 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 Advisor Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisor Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisor Managed etf over time.
Current vs Lagged Prices |
| Timeline |
Advisor Managed Lagged Returns
When evaluating Advisor Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisor Managed etf have on its future price. Advisor Managed 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, Advisor Managed autocorrelation shows the relationship between Advisor Managed etf current value and its past values and can show if there is a momentum factor associated with investing in Advisor Managed Portfolios.
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.When determining whether Advisor Managed Port is a strong investment it is important to analyze Advisor Managed's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Advisor Managed's future performance. For an informed investment choice regarding Advisor Etf, refer to the following important reports:Check out Advisor Managed Correlation, Advisor Managed Volatility and Advisor Managed Alpha and Beta module to complement your research on Advisor Managed. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Advisor Managed 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.