Portfolio Building Block Etf Market Value
| PBOG Etf | 25.08 0.17 0.68% |
| Symbol | Portfolio |
The market value of Portfolio Building Block is measured differently than its book value, which is the value of Portfolio that is recorded on the company's balance sheet. Investors also form their own opinion of Portfolio Building's value that differs from its market value or its book value, called intrinsic value, which is Portfolio Building'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 Portfolio Building's market value can be influenced by many factors that don't directly affect Portfolio Building'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 Portfolio Building's value and its price as these two are different measures arrived at by different means. Investors typically determine if Portfolio Building is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Portfolio Building'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.
Portfolio Building '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 Portfolio Building'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 Portfolio Building.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Portfolio Building on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Portfolio Building Block or generate 0.0% return on investment in Portfolio Building over 30 days. Portfolio Building is related to or competes with First Trust, Ultimus Managers, Horizon Kinetics, Harbor Health, Sprott Active, American Beacon, and First Trust. Portfolio Building is entity of United States More
Portfolio Building 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 Portfolio Building'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 Portfolio Building Block upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 2.12 |
Portfolio Building Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Portfolio Building's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Portfolio Building's standard deviation. In reality, there are many statistical measures that can use Portfolio Building historical prices to predict the future Portfolio Building's volatility.| Risk Adjusted Performance | 0.0121 | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1079 |
Portfolio Building Block Backtested Returns
At this point, Portfolio Building is very steady. Portfolio Building Block maintains Sharpe Ratio (i.e., Efficiency) of 0.0336, which implies the entity had a 0.0336 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Portfolio Building Block, which you can use to evaluate the volatility of the etf. Please check Portfolio Building's Semi Deviation of 1.53, risk adjusted performance of 0.0121, and Coefficient Of Variation of 10187.74 to confirm if the risk estimate we provide is consistent with the expected return of 0.0477%. The etf holds a Beta of 0.0393, which implies not very significant fluctuations relative to the market. As returns on the market increase, Portfolio Building's returns are expected to increase less than the market. However, during the bear market, the loss of holding Portfolio Building is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Portfolio Building Block has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Portfolio Building time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Portfolio Building Block price movement. The serial correlation of -0.74 indicates that around 74.0% of current Portfolio Building price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Portfolio Building Block lagged returns against current returns
Autocorrelation, which is Portfolio Building 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 Portfolio Building's etf expected returns. We can calculate the autocorrelation of Portfolio Building returns to help us make a trade decision. For example, suppose you find that Portfolio Building 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 |
Portfolio Building 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 Portfolio Building etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Portfolio Building etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Portfolio Building etf over time.
Current vs Lagged Prices |
| Timeline |
Portfolio Building Lagged Returns
When evaluating Portfolio Building's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Portfolio Building etf have on its future price. Portfolio Building 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, Portfolio Building autocorrelation shows the relationship between Portfolio Building etf current value and its past values and can show if there is a momentum factor associated with investing in Portfolio Building Block.
Regressed Prices |
| Timeline |
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Check out Portfolio Building Correlation, Portfolio Building Volatility and Portfolio Building Alpha and Beta module to complement your research on Portfolio Building. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Portfolio Building 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.