Regents Park Hedged Etf Market Value
| RPHS Etf | USD 10.75 0.04 0.37% |
| Symbol | Regents |
The market value of Regents Park Hedged is measured differently than its book value, which is the value of Regents that is recorded on the company's balance sheet. Investors also form their own opinion of Regents Park's value that differs from its market value or its book value, called intrinsic value, which is Regents Park'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 Regents Park's market value can be influenced by many factors that don't directly affect Regents Park'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 Regents Park's value and its price as these two are different measures arrived at by different means. Investors typically determine if Regents Park is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regents Park'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.
Regents Park '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 Regents Park'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 Regents Park.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Regents Park on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Regents Park Hedged or generate 0.0% return on investment in Regents Park over 180 days. Regents Park is related to or competes with IShares ESG, IShares ESG, IShares ESG, IShares ESG, and IShares Interest. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing, under normal circumstan... More
Regents Park 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 Regents Park'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 Regents Park Hedged upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.04 |
Regents Park Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regents Park's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regents Park's standard deviation. In reality, there are many statistical measures that can use Regents Park historical prices to predict the future Regents Park's volatility.| Risk Adjusted Performance | 0.0803 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1088 |
Regents Park Hedged Backtested Returns
Currently, Regents Park Hedged is very steady. Regents Park Hedged maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the entity had a 0.22% return per unit of risk over the last 3 months. We have found thirty technical indicators for Regents Park Hedged, which you can use to evaluate the volatility of the etf. Please check Regents Park's Risk Adjusted Performance of 0.0803, coefficient of variation of 963.95, and Semi Deviation of 0.8902 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The etf holds a Beta of 0.71, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regents Park's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regents Park is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Regents Park Hedged has average predictability. Overlapping area represents the amount of predictability between Regents Park time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Regents Park Hedged price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Regents Park price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Regents Park Hedged lagged returns against current returns
Autocorrelation, which is Regents Park 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 Regents Park's etf expected returns. We can calculate the autocorrelation of Regents Park returns to help us make a trade decision. For example, suppose you find that Regents Park 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 |
Regents Park 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 Regents Park etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regents Park etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regents Park etf over time.
Current vs Lagged Prices |
| Timeline |
Regents Park Lagged Returns
When evaluating Regents Park's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regents Park etf have on its future price. Regents Park 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, Regents Park autocorrelation shows the relationship between Regents Park etf current value and its past values and can show if there is a momentum factor associated with investing in Regents Park Hedged.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Regents Park Correlation, Regents Park Volatility and Regents Park Alpha and Beta module to complement your research on Regents Park. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Regents Park 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.