Racwi Etf Market Value
| RAUS Etf | 26.61 0.13 0.49% |
| Symbol | RACWI |
The market value of RACWI ETF is measured differently than its book value, which is the value of RACWI that is recorded on the company's balance sheet. Investors also form their own opinion of RACWI ETF's value that differs from its market value or its book value, called intrinsic value, which is RACWI ETF'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 RACWI ETF's market value can be influenced by many factors that don't directly affect RACWI ETF'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 RACWI ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if RACWI ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RACWI ETF'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.
RACWI ETF '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 RACWI ETF'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 RACWI ETF.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in RACWI ETF on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding RACWI ETF or generate 0.0% return on investment in RACWI ETF over 30 days. RACWI ETF is related to or competes with JPMorgan Fundamental, TrueShares Structured, YieldMax, Pacer Funds, Northern Lights, Innovator ETFs, and First Trust. More
RACWI ETF 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 RACWI ETF'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 RACWI ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9952 | |||
| Information Ratio | 0.0196 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.23 |
RACWI ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RACWI ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RACWI ETF's standard deviation. In reality, there are many statistical measures that can use RACWI ETF historical prices to predict the future RACWI ETF's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.0716 | |||
| Total Risk Alpha | 0.0092 | |||
| Sortino Ratio | 0.0152 | |||
| Treynor Ratio | 2.25 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RACWI ETF'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.
RACWI ETF Backtested Returns
Currently, RACWI ETF is very steady. RACWI ETF retains Efficiency (Sharpe Ratio) of 0.11, which implies the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for RACWI ETF, which you can use to evaluate the volatility of the entity. Please check RACWI ETF's market risk adjusted performance of 2.26, and Semi Deviation of 0.7884 to confirm if the risk estimate we provide is consistent with the expected return of 0.0835%. The entity owns a Beta (Systematic Risk) of 0.0327, which implies not very significant fluctuations relative to the market. As returns on the market increase, RACWI ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding RACWI ETF is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
RACWI ETF has weak reverse predictability. Overlapping area represents the amount of predictability between RACWI ETF time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 RACWI ETF price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current RACWI ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
RACWI ETF lagged returns against current returns
Autocorrelation, which is RACWI ETF 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 RACWI ETF's etf expected returns. We can calculate the autocorrelation of RACWI ETF returns to help us make a trade decision. For example, suppose you find that RACWI ETF 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 |
RACWI ETF 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 RACWI ETF etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RACWI ETF etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RACWI ETF etf over time.
Current vs Lagged Prices |
| Timeline |
RACWI ETF Lagged Returns
When evaluating RACWI ETF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RACWI ETF etf have on its future price. RACWI ETF 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, RACWI ETF autocorrelation shows the relationship between RACWI ETF etf current value and its past values and can show if there is a momentum factor associated with investing in RACWI ETF.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out RACWI ETF Correlation, RACWI ETF Volatility and RACWI ETF Alpha and Beta module to complement your research on RACWI ETF. For more information on how to buy RACWI Etf please use our How to Invest in RACWI ETF guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
RACWI ETF 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.