Otg Latin America Etf Market Value
| OTGL Etf | 9.98 0.12 1.19% |
| Symbol | OTG |
The market value of OTG Latin America is measured differently than its book value, which is the value of OTG that is recorded on the company's balance sheet. Investors also form their own opinion of OTG Latin's value that differs from its market value or its book value, called intrinsic value, which is OTG Latin'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 OTG Latin's market value can be influenced by many factors that don't directly affect OTG Latin'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 OTG Latin's value and its price as these two are different measures arrived at by different means. Investors typically determine if OTG Latin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, OTG Latin'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.
OTG Latin '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 OTG Latin'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 OTG Latin.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in OTG Latin on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding OTG Latin America or generate 0.0% return on investment in OTG Latin over 180 days. OTG Latin is related to or competes with Exchange Traded, VanEck Brazil, Alpha Architect, American Century, PGIM ETF, Formidable ETF, and Themes Gold. OTG Latin is entity of United States. It is traded as Etf on NASDAQ exchange. More
OTG Latin 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 OTG Latin'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 OTG Latin America upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.62 |
OTG Latin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OTG Latin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OTG Latin's standard deviation. In reality, there are many statistical measures that can use OTG Latin historical prices to predict the future OTG Latin's volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.063 |
OTG Latin America Backtested Returns
As of now, OTG Etf is very steady. OTG Latin America maintains Sharpe Ratio (i.e., Efficiency) of 0.0838, which implies the entity had a 0.0838 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for OTG Latin America, which you can use to evaluate the volatility of the etf. Please check OTG Latin's risk adjusted performance of 0.0413, and Semi Deviation of 1.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0869%. The etf holds a Beta of 0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, OTG Latin's returns are expected to increase less than the market. However, during the bear market, the loss of holding OTG Latin is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
OTG Latin America has very good predictability. Overlapping area represents the amount of predictability between OTG Latin time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 OTG Latin America price movement. The serial correlation of 0.82 indicates that around 82.0% of current OTG Latin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
OTG Latin America lagged returns against current returns
Autocorrelation, which is OTG Latin 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 OTG Latin's etf expected returns. We can calculate the autocorrelation of OTG Latin returns to help us make a trade decision. For example, suppose you find that OTG Latin 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 |
OTG Latin 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 OTG Latin etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OTG Latin etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OTG Latin etf over time.
Current vs Lagged Prices |
| Timeline |
OTG Latin Lagged Returns
When evaluating OTG Latin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OTG Latin etf have on its future price. OTG Latin 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, OTG Latin autocorrelation shows the relationship between OTG Latin etf current value and its past values and can show if there is a momentum factor associated with investing in OTG Latin America.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out OTG Latin Correlation, OTG Latin Volatility and OTG Latin Alpha and Beta module to complement your research on OTG Latin. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
OTG Latin 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.