Militia Longshort Equity Etf Market Value
| ORR Etf | 37.19 0.16 0.43% |
| Symbol | Militia |
Understanding Militia LongShort Equity requires distinguishing between market price and book value, where the latter reflects Militia's accounting equity. The concept of intrinsic value - what Militia LongShort's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push Militia LongShort's price substantially above or below its fundamental value.
It's important to distinguish between Militia LongShort's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Militia LongShort should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Militia LongShort's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Militia LongShort '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 Militia LongShort'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 Militia LongShort.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Militia LongShort on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Militia LongShort Equity or generate 0.0% return on investment in Militia LongShort over 90 days. Militia LongShort is related to or competes with Unlimited HFND, Direxion Daily, Hartford Multifactor, VanEck Indonesia, First Trust, ProShares Ultra, and IShares ESG. Militia LongShort is entity of United States More
Militia LongShort 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 Militia LongShort'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 Militia LongShort Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7954 | |||
| Information Ratio | 0.2945 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.05 |
Militia LongShort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Militia LongShort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Militia LongShort's standard deviation. In reality, there are many statistical measures that can use Militia LongShort historical prices to predict the future Militia LongShort's volatility.| Risk Adjusted Performance | 0.2686 | |||
| Jensen Alpha | 0.2309 | |||
| Total Risk Alpha | 0.2108 | |||
| Sortino Ratio | 0.2626 | |||
| Treynor Ratio | 0.6569 |
Militia LongShort February 6, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.2686 | |||
| Market Risk Adjusted Performance | 0.6669 | |||
| Mean Deviation | 0.5642 | |||
| Semi Deviation | 0.3695 | |||
| Downside Deviation | 0.7954 | |||
| Coefficient Of Variation | 279.27 | |||
| Standard Deviation | 0.7091 | |||
| Variance | 0.5028 | |||
| Information Ratio | 0.2945 | |||
| Jensen Alpha | 0.2309 | |||
| Total Risk Alpha | 0.2108 | |||
| Sortino Ratio | 0.2626 | |||
| Treynor Ratio | 0.6569 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.6326 | |||
| Semi Variance | 0.1365 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.71) | |||
| Kurtosis | 0.2367 |
Militia LongShort Equity Backtested Returns
Militia LongShort appears to be very steady, given 3 months investment horizon. Militia LongShort Equity has Sharpe Ratio of 0.32, which conveys that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Militia LongShort, which you can use to evaluate the volatility of the etf. Please exercise Militia LongShort's Downside Deviation of 0.7954, mean deviation of 0.5642, and Risk Adjusted Performance of 0.2686 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Militia LongShort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Militia LongShort is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Militia LongShort Equity has very good predictability. Overlapping area represents the amount of predictability between Militia LongShort time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Militia LongShort Equity price movement. The serial correlation of 0.83 indicates that around 83.0% of current Militia LongShort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Pair Trading with Militia LongShort
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 Militia LongShort 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 Militia LongShort will appreciate offsetting losses from the drop in the long position's value.Moving together with Militia Etf
Moving against Militia Etf
The ability to find closely correlated positions to Militia LongShort could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Militia LongShort 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 Militia LongShort - 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 Militia LongShort Equity to buy it.
The correlation of Militia LongShort 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 Militia LongShort moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Militia LongShort Equity 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 Militia LongShort 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 Militia LongShort Correlation, Militia LongShort Volatility and Militia LongShort Performance module to complement your research on Militia LongShort. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Militia LongShort 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.