Fundvantage Trust Etf Market Value
| PCHI Etf | 25.12 0.04 0.16% |
| Symbol | FundVantage |
The market value of FundVantage Trust is measured differently than its book value, which is the value of FundVantage that is recorded on the company's balance sheet. Investors also form their own opinion of FundVantage Trust's value that differs from its market value or its book value, called intrinsic value, which is FundVantage Trust'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 FundVantage Trust's market value can be influenced by many factors that don't directly affect FundVantage Trust'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 FundVantage Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if FundVantage Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FundVantage Trust'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.
FundVantage Trust '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 FundVantage Trust'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 FundVantage Trust.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in FundVantage Trust on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding FundVantage Trust or generate 0.0% return on investment in FundVantage Trust over 30 days. FundVantage Trust is related to or competes with SPDR SSGA, Morgan Stanley, SPDR SSGA, PGIM ETF, AIM ETF, Harbor ETF, and Alpha Architect. FundVantage Trust is entity of United States More
FundVantage Trust 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 FundVantage Trust'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 FundVantage Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2356 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.8858 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.321 |
FundVantage Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FundVantage Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FundVantage Trust's standard deviation. In reality, there are many statistical measures that can use FundVantage Trust historical prices to predict the future FundVantage Trust's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | (0.03) |
FundVantage Trust Backtested Returns
FundVantage Trust is very steady at the moment. FundVantage Trust secures Sharpe Ratio (or Efficiency) of 0.0312, which denotes the etf had a 0.0312 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for FundVantage Trust, which you can use to evaluate the volatility of the entity. Please confirm FundVantage Trust's Downside Deviation of 0.2356, mean deviation of 0.1519, and Coefficient Of Variation of 3636.91 to check if the risk estimate we provide is consistent with the expected return of 0.0064%. The etf shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, FundVantage Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding FundVantage Trust is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
FundVantage Trust has weak reverse predictability. Overlapping area represents the amount of predictability between FundVantage Trust time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 FundVantage Trust price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current FundVantage Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
FundVantage Trust lagged returns against current returns
Autocorrelation, which is FundVantage Trust 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 FundVantage Trust's etf expected returns. We can calculate the autocorrelation of FundVantage Trust returns to help us make a trade decision. For example, suppose you find that FundVantage Trust 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 |
FundVantage Trust 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 FundVantage Trust etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FundVantage Trust etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FundVantage Trust etf over time.
Current vs Lagged Prices |
| Timeline |
FundVantage Trust Lagged Returns
When evaluating FundVantage Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FundVantage Trust etf have on its future price. FundVantage Trust 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, FundVantage Trust autocorrelation shows the relationship between FundVantage Trust etf current value and its past values and can show if there is a momentum factor associated with investing in FundVantage Trust.
Regressed Prices |
| Timeline |
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Check out FundVantage Trust Correlation, FundVantage Trust Volatility and FundVantage Trust Alpha and Beta module to complement your research on FundVantage Trust. For more detail on how to invest in FundVantage Etf please use our How to Invest in FundVantage Trust guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
FundVantage Trust 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.