Litman Gregory Funds Etf Market Value
| PCEM Etf | 12.18 0.25 2.01% |
| Symbol | Litman |
Investors evaluate Litman Gregory Funds using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Litman Gregory's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Litman Gregory's market price to deviate significantly from intrinsic value.
It's important to distinguish between Litman Gregory's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Litman Gregory should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Litman Gregory's market price signifies the transaction level at which participants voluntarily complete trades.
Litman Gregory '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 Litman Gregory'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 Litman Gregory.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Litman Gregory on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Litman Gregory Funds or generate 0.0% return on investment in Litman Gregory over 90 days. Litman Gregory is related to or competes with Pacer Funds, Matthews China, AdvisorShares Hotel, Spinnaker ETF, Ocean Park, Ultimus Managers, and AdvisorShares Restaurant. Litman Gregory is entity of United States More
Litman Gregory 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 Litman Gregory'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 Litman Gregory Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0782 | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.09 |
Litman Gregory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Litman Gregory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Litman Gregory's standard deviation. In reality, there are many statistical measures that can use Litman Gregory historical prices to predict the future Litman Gregory's volatility.| Risk Adjusted Performance | 0.1059 | |||
| Jensen Alpha | 0.0941 | |||
| Total Risk Alpha | 0.0587 | |||
| Sortino Ratio | 0.0687 | |||
| Treynor Ratio | 0.1764 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Litman Gregory's 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.
Litman Gregory February 5, 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 | 0.1059 | |||
| Market Risk Adjusted Performance | 0.1864 | |||
| Mean Deviation | 0.81 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 714.73 | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.09 | |||
| Information Ratio | 0.0782 | |||
| Jensen Alpha | 0.0941 | |||
| Total Risk Alpha | 0.0587 | |||
| Sortino Ratio | 0.0687 | |||
| Treynor Ratio | 0.1764 | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.09 | |||
| Downside Variance | 1.41 | |||
| Semi Variance | 1.0 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.16) | |||
| Kurtosis | (0.28) |
Litman Gregory Funds Backtested Returns
Litman Gregory appears to be very steady, given 3 months investment horizon. Litman Gregory Funds has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Litman Gregory, which you can use to evaluate the volatility of the etf. Please exercise Litman Gregory's Risk Adjusted Performance of 0.1059, downside deviation of 1.19, and Mean Deviation of 0.81 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Litman Gregory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Litman Gregory is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Litman Gregory Funds has very weak predictability. Overlapping area represents the amount of predictability between Litman Gregory time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Litman Gregory Funds price movement. The serial correlation of 0.18 indicates that over 18.0% of current Litman Gregory price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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 Litman Gregory Correlation, Litman Gregory Volatility and Litman Gregory Performance module to complement your research on Litman Gregory. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Litman Gregory 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.