Oppenheimer Russell 2000 Etf Market Value
| OMFS Etf | USD 48.52 1.61 3.43% |
| Symbol | Oppenheimer |
Investors evaluate Oppenheimer Russell 2000 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Oppenheimer Russell's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Oppenheimer Russell's market price to deviate significantly from intrinsic value.
It's important to distinguish between Oppenheimer Russell's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Oppenheimer Russell should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Oppenheimer Russell's market price signifies the transaction level at which participants voluntarily complete trades.
Oppenheimer Russell '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 Oppenheimer Russell'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 Oppenheimer Russell.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Oppenheimer Russell on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Oppenheimer Russell 2000 or generate 0.0% return on investment in Oppenheimer Russell over 90 days. Oppenheimer Russell is related to or competes with NEOS Russell, ProShares Ultra, IShares Morningstar, BlackRock World, Global X, IShares MSCI, and American Century. The fund generally will invest at least 80 percent of its total assets in the securities that comprise the underlying in... More
Oppenheimer Russell 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 Oppenheimer Russell'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 Oppenheimer Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 5.12 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.36 |
Oppenheimer Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oppenheimer Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oppenheimer Russell's standard deviation. In reality, there are many statistical measures that can use Oppenheimer Russell historical prices to predict the future Oppenheimer Russell's volatility.| Risk Adjusted Performance | 0.1147 | |||
| Jensen Alpha | 0.0649 | |||
| Total Risk Alpha | 0.0384 | |||
| Sortino Ratio | 0.0701 | |||
| Treynor Ratio | 0.1338 |
Oppenheimer Russell February 9, 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 | 0.1147 | |||
| Market Risk Adjusted Performance | 0.1438 | |||
| Mean Deviation | 0.9616 | |||
| Semi Deviation | 0.9564 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 724.11 | |||
| Standard Deviation | 1.23 | |||
| Variance | 1.52 | |||
| Information Ratio | 0.0654 | |||
| Jensen Alpha | 0.0649 | |||
| Total Risk Alpha | 0.0384 | |||
| Sortino Ratio | 0.0701 | |||
| Treynor Ratio | 0.1338 | |||
| Maximum Drawdown | 5.12 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.36 | |||
| Downside Variance | 1.32 | |||
| Semi Variance | 0.9147 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.1896 | |||
| Kurtosis | 0.1602 |
Oppenheimer Russell 2000 Backtested Returns
Currently, Oppenheimer Russell 2000 is very steady. Oppenheimer Russell 2000 maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Oppenheimer Russell 2000, which you can use to evaluate the volatility of the etf. Please check Oppenheimer Russell's Semi Deviation of 0.9564, risk adjusted performance of 0.1147, and Coefficient Of Variation of 724.11 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The etf holds a Beta of 1.2, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Oppenheimer Russell will likely underperform.
Auto-correlation | 0.74 |
Good predictability
Oppenheimer Russell 2000 has good predictability. Overlapping area represents the amount of predictability between Oppenheimer Russell time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Oppenheimer Russell 2000 price movement. The serial correlation of 0.74 indicates that around 74.0% of current Oppenheimer Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
Thematic Opportunities
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Check out Oppenheimer Russell Correlation, Oppenheimer Russell Volatility and Oppenheimer Russell Performance module to complement your research on Oppenheimer Russell. 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.
Oppenheimer Russell 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.