Foliobeyond Rising Rates Etf Market Value
| RISR Etf | USD 35.75 0.12 0.33% |
| Symbol | FolioBeyond |
The market value of FolioBeyond Rising Rates is measured differently than its book value, which is the value of FolioBeyond that is recorded on the company's balance sheet. Investors also form their own opinion of FolioBeyond Rising's value that differs from its market value or its book value, called intrinsic value, which is FolioBeyond Rising'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 FolioBeyond Rising's market value can be influenced by many factors that don't directly affect FolioBeyond Rising'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 FolioBeyond Rising's value and its price as these two are different measures arrived at by different means. Investors typically determine if FolioBeyond Rising is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FolioBeyond Rising'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.
FolioBeyond Rising '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 FolioBeyond Rising'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 FolioBeyond Rising.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in FolioBeyond Rising on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding FolioBeyond Rising Rates or generate 0.0% return on investment in FolioBeyond Rising over 480 days. FolioBeyond Rising is related to or competes with Simplify Interest, KFA Mount, Horizon Kinetics, and IMGP DBi. The fund invests primarily in interest-only mortgage-backed securities and U.S More
FolioBeyond Rising 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 FolioBeyond Rising'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 FolioBeyond Rising Rates upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.51 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.23 |
FolioBeyond Rising Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FolioBeyond Rising's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FolioBeyond Rising's standard deviation. In reality, there are many statistical measures that can use FolioBeyond Rising historical prices to predict the future FolioBeyond Rising's volatility.| Risk Adjusted Performance | 0.1163 | |||
| Jensen Alpha | 0.0723 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 1.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FolioBeyond Rising'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.
FolioBeyond Rising Rates Backtested Returns
Currently, FolioBeyond Rising Rates is very steady. FolioBeyond Rising Rates secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the etf had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for FolioBeyond Rising Rates, which you can use to evaluate the volatility of the entity. Please confirm FolioBeyond Rising's Mean Deviation of 0.456, coefficient of variation of 643.07, and Downside Deviation of 0.51 to check if the risk estimate we provide is consistent with the expected return of 0.0894%. The etf shows a Beta (market volatility) of 0.0818, which means not very significant fluctuations relative to the market. As returns on the market increase, FolioBeyond Rising's returns are expected to increase less than the market. However, during the bear market, the loss of holding FolioBeyond Rising is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
FolioBeyond Rising Rates has good predictability. Overlapping area represents the amount of predictability between FolioBeyond Rising time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FolioBeyond Rising Rates price movement. The serial correlation of 0.76 indicates that around 76.0% of current FolioBeyond Rising price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
FolioBeyond Rising Rates lagged returns against current returns
Autocorrelation, which is FolioBeyond Rising 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 FolioBeyond Rising's etf expected returns. We can calculate the autocorrelation of FolioBeyond Rising returns to help us make a trade decision. For example, suppose you find that FolioBeyond Rising 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 |
FolioBeyond Rising 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 FolioBeyond Rising etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FolioBeyond Rising etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FolioBeyond Rising etf over time.
Current vs Lagged Prices |
| Timeline |
FolioBeyond Rising Lagged Returns
When evaluating FolioBeyond Rising's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FolioBeyond Rising etf have on its future price. FolioBeyond Rising 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, FolioBeyond Rising autocorrelation shows the relationship between FolioBeyond Rising etf current value and its past values and can show if there is a momentum factor associated with investing in FolioBeyond Rising Rates.
Regressed Prices |
| Timeline |
Pair Trading with FolioBeyond Rising
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if FolioBeyond Rising position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in FolioBeyond Rising will appreciate offsetting losses from the drop in the long position's value.Moving together with FolioBeyond Etf
Moving against FolioBeyond Etf
| 0.96 | SSFI | Strategy Shares | PairCorr |
| 0.95 | BND | Vanguard Total Bond | PairCorr |
| 0.82 | UCON | First Trust TCW | PairCorr |
| 0.76 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.63 | OBND | SSGA Active Trust | PairCorr |
The ability to find closely correlated positions to FolioBeyond Rising could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FolioBeyond Rising when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back FolioBeyond Rising - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling FolioBeyond Rising Rates to buy it.
The correlation of FolioBeyond Rising is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FolioBeyond Rising moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FolioBeyond Rising Rates moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for FolioBeyond Rising can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out FolioBeyond Rising Correlation, FolioBeyond Rising Volatility and FolioBeyond Rising Alpha and Beta module to complement your research on FolioBeyond Rising. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
FolioBeyond Rising 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.