Fundvantage Trust Etf Market Value
| PCLG Etf | 24.33 0.13 0.53% |
| 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.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in FundVantage Trust on December 17, 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 Global X, ETF Series, Bank of Montreal, ProShares Big, First Trust, Invesco Exchange, and PGIM Nasdaq. 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.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.26 |
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 | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.19) |
FundVantage Trust Backtested Returns
FundVantage Trust secures Sharpe Ratio (or Efficiency) of -0.0474, which denotes the etf had a -0.0474 % return per unit of risk over the last 3 months. FundVantage Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FundVantage Trust's Mean Deviation of 0.7237, standard deviation of 0.9023, and Variance of 0.8142 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.14, 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 | 0.60 |
Good predictability
FundVantage Trust has good predictability. Overlapping area represents the amount of predictability between FundVantage Trust time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 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 FundVantage Trust price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current FundVantage Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 |
Currently Active Assets on Macroaxis
When determining whether FundVantage Trust is a strong investment it is important to analyze FundVantage Trust's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact FundVantage Trust's future performance. For an informed investment choice regarding FundVantage Etf, refer to the following important reports: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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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.