Portfolioplus Emerging Markets Etf Market Value
| PPEM Etf | USD 26.43 0.12 0.46% |
| Symbol | PortfolioPlus |
The market value of PortfolioPlus Emerging is measured differently than its book value, which is the value of PortfolioPlus that is recorded on the company's balance sheet. Investors also form their own opinion of PortfolioPlus Emerging's value that differs from its market value or its book value, called intrinsic value, which is PortfolioPlus Emerging'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 PortfolioPlus Emerging's market value can be influenced by many factors that don't directly affect PortfolioPlus Emerging'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 PortfolioPlus Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if PortfolioPlus Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PortfolioPlus Emerging'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.
PortfolioPlus Emerging '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 PortfolioPlus Emerging'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 PortfolioPlus Emerging.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in PortfolioPlus Emerging on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding PortfolioPlus Emerging Markets or generate 0.0% return on investment in PortfolioPlus Emerging over 180 days. PortfolioPlus Emerging is related to or competes with Emerging Markets, Xtrackers FTSE, Lazard Japanese, Pacific North, Fidelity Disruptive, 2023 ETF, and Invesco KBW. The investment seeks daily investment results, before fees and expenses, of 135 percent of the daily performance of the ... More
PortfolioPlus Emerging 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 PortfolioPlus Emerging'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 PortfolioPlus Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.33 |
PortfolioPlus Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PortfolioPlus Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PortfolioPlus Emerging's standard deviation. In reality, there are many statistical measures that can use PortfolioPlus Emerging historical prices to predict the future PortfolioPlus Emerging's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0598 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PortfolioPlus Emerging'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.
PortfolioPlus Emerging Backtested Returns
As of now, PortfolioPlus Etf is very steady. PortfolioPlus Emerging maintains Sharpe Ratio (i.e., Efficiency) of 0.0565, which implies the entity had a 0.0565 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PortfolioPlus Emerging, which you can use to evaluate the volatility of the etf. Please check PortfolioPlus Emerging's Semi Deviation of 1.01, risk adjusted performance of 0.043, and Coefficient Of Variation of 1769.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.0584%. The etf holds a Beta of 0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PortfolioPlus Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding PortfolioPlus Emerging is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
PortfolioPlus Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between PortfolioPlus Emerging time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 PortfolioPlus Emerging price movement. The serial correlation of -0.15 indicates that less than 15.0% of current PortfolioPlus Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
PortfolioPlus Emerging lagged returns against current returns
Autocorrelation, which is PortfolioPlus Emerging 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 PortfolioPlus Emerging's etf expected returns. We can calculate the autocorrelation of PortfolioPlus Emerging returns to help us make a trade decision. For example, suppose you find that PortfolioPlus Emerging 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 |
PortfolioPlus Emerging 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 PortfolioPlus Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PortfolioPlus Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PortfolioPlus Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
PortfolioPlus Emerging Lagged Returns
When evaluating PortfolioPlus Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PortfolioPlus Emerging etf have on its future price. PortfolioPlus Emerging 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, PortfolioPlus Emerging autocorrelation shows the relationship between PortfolioPlus Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in PortfolioPlus Emerging Markets.
Regressed Prices |
| Timeline |
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 PortfolioPlus Emerging Correlation, PortfolioPlus Emerging Volatility and PortfolioPlus Emerging Alpha and Beta module to complement your research on PortfolioPlus Emerging. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
PortfolioPlus Emerging 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.