Us Diversified Real Etf Market Value
| PPTY Etf | USD 30.49 0.43 1.43% |
| Symbol | PPTY |
The market value of US Diversified Real is measured differently than its book value, which is the value of PPTY that is recorded on the company's balance sheet. Investors also form their own opinion of US Diversified's value that differs from its market value or its book value, called intrinsic value, which is US Diversified'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 US Diversified's market value can be influenced by many factors that don't directly affect US Diversified's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between US Diversified's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding US Diversified should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, US Diversified's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
US Diversified '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 US Diversified'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 US Diversified.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in US Diversified on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding US Diversified Real or generate 0.0% return on investment in US Diversified over 90 days. US Diversified is related to or competes with BlackRock Industry, Pacer Swan, FMQQ Next, ProShares Ultra, Innovator Growth, Point Bridge, and Nuveen Short. Under normal circumstances, at least 80 percent of the funds net assets, plus borrowings for investment purposes, will b... More
US Diversified 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 US Diversified'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 US Diversified Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7158 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.4 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.42 |
US Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Diversified's standard deviation. In reality, there are many statistical measures that can use US Diversified historical prices to predict the future US Diversified's volatility.| Risk Adjusted Performance | 0.0431 | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0782 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of US Diversified'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.
US Diversified January 29, 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 | 0.0431 | |||
| Market Risk Adjusted Performance | 0.0882 | |||
| Mean Deviation | 0.5753 | |||
| Semi Deviation | 0.6204 | |||
| Downside Deviation | 0.7158 | |||
| Coefficient Of Variation | 1690.22 | |||
| Standard Deviation | 0.7351 | |||
| Variance | 0.5403 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0782 | |||
| Maximum Drawdown | 3.4 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.42 | |||
| Downside Variance | 0.5124 | |||
| Semi Variance | 0.3849 | |||
| Expected Short fall | (0.59) | |||
| Skewness | 0.3185 | |||
| Kurtosis | 0.0041 |
US Diversified Real Backtested Returns
At this stage we consider PPTY Etf to be very steady. US Diversified Real retains Efficiency (Sharpe Ratio) of 0.0592, which indicates the etf had a 0.0592 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for US Diversified, which you can use to evaluate the volatility of the etf. Please validate US Diversified's Risk Adjusted Performance of 0.0431, mean deviation of 0.5753, and Downside Deviation of 0.7158 to confirm if the risk estimate we provide is consistent with the expected return of 0.0435%. The entity owns a Beta (Systematic Risk) of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, US Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding US Diversified is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
US Diversified Real has poor predictability. Overlapping area represents the amount of predictability between US Diversified time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 US Diversified Real price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current US Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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Check out US Diversified Correlation, US Diversified Volatility and US Diversified Performance module to complement your research on US Diversified. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
US Diversified 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.