Overlay Shares Foreign Etf Market Value
| OVF Etf | USD 31.97 0.12 0.38% |
| Symbol | Overlay |
Understanding Overlay Shares Foreign requires distinguishing between market price and book value, where the latter reflects Overlay's accounting equity. The concept of intrinsic value - what Overlay Shares' 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 Overlay Shares' price substantially above or below its fundamental value.
It's important to distinguish between Overlay Shares' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Overlay Shares should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Overlay Shares' trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Overlay Shares '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 Overlay Shares' 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 Overlay Shares.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Overlay Shares on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Overlay Shares Foreign or generate 0.0% return on investment in Overlay Shares over 90 days. Overlay Shares is related to or competes with Overlay Shares, First Trust, Innovator ETFs, OVS SpA, OneAscent Small, IShares Russell, and VanEck Gaming. The fund is an actively-managed exchange-traded fund that seeks to achieve its objective by investing in one or more oth... More
Overlay Shares 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 Overlay Shares' 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 Overlay Shares Foreign upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1433 | |||
| Maximum Drawdown | 4.2 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.34 |
Overlay Shares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Overlay Shares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Overlay Shares' standard deviation. In reality, there are many statistical measures that can use Overlay Shares historical prices to predict the future Overlay Shares' volatility.| Risk Adjusted Performance | 0.1549 | |||
| Jensen Alpha | 0.1343 | |||
| Total Risk Alpha | 0.1258 | |||
| Sortino Ratio | 0.1298 | |||
| Treynor Ratio | 0.1809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Overlay Shares' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Overlay Shares February 19, 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 | 0.1549 | |||
| Market Risk Adjusted Performance | 0.1909 | |||
| Mean Deviation | 0.6989 | |||
| Semi Deviation | 0.8099 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 515.44 | |||
| Standard Deviation | 0.9195 | |||
| Variance | 0.8455 | |||
| Information Ratio | 0.1433 | |||
| Jensen Alpha | 0.1343 | |||
| Total Risk Alpha | 0.1258 | |||
| Sortino Ratio | 0.1298 | |||
| Treynor Ratio | 0.1809 | |||
| Maximum Drawdown | 4.2 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.656 | |||
| Expected Short fall | (0.74) | |||
| Skewness | (0.20) | |||
| Kurtosis | 0.9386 |
Overlay Shares Foreign Backtested Returns
Overlay Shares appears to be very steady, given 3 months investment horizon. Overlay Shares Foreign maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the entity had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Overlay Shares Foreign, which you can use to evaluate the volatility of the etf. Please evaluate Overlay Shares' Semi Deviation of 0.8099, coefficient of variation of 515.44, and Risk Adjusted Performance of 0.1549 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.93, which implies possible diversification benefits within a given portfolio. Overlay Shares returns are very sensitive to returns on the market. As the market goes up or down, Overlay Shares is expected to follow.
Auto-correlation | 0.79 |
Good predictability
Overlay Shares Foreign has good predictability. Overlapping area represents the amount of predictability between Overlay Shares time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Overlay Shares Foreign price movement. The serial correlation of 0.79 indicates that around 79.0% of current Overlay Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Check out Overlay Shares Correlation, Overlay Shares Volatility and Overlay Shares Performance module to complement your research on Overlay Shares. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Overlay Shares 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.