Series Portfolios Trust Etf Market Value
| SCAP Etf | USD 36.97 0.00 0.00% |
| Symbol | Series |
The market value of Series Portfolios Trust is measured differently than its book value, which is the value of Series that is recorded on the company's balance sheet. Investors also form their own opinion of Series Portfolios' value that differs from its market value or its book value, called intrinsic value, which is Series Portfolios' true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Series Portfolios' market value can be influenced by many factors that don't directly affect Series Portfolios' 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 Series Portfolios' value and its price as these two are different measures arrived at by different means. Investors typically determine if Series Portfolios is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Series Portfolios' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Series Portfolios '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 Series Portfolios' 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 Series Portfolios.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Series Portfolios on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Series Portfolios Trust or generate 0.0% return on investment in Series Portfolios over 90 days. Series Portfolios is related to or competes with Putnam ETF, Advisors Inner, First Trust, First Trust, Cambria Cannabis, DoubleLine ETF, and JP Morgan. The investment seeks to provide total return through long-term capital appreciation and current income More
Series Portfolios 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 Series Portfolios' 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 Series Portfolios Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.866 | |||
| Information Ratio | 0.0772 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.5 |
Series Portfolios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Series Portfolios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Series Portfolios' standard deviation. In reality, there are many statistical measures that can use Series Portfolios historical prices to predict the future Series Portfolios' volatility.| Risk Adjusted Performance | 0.1054 | |||
| Jensen Alpha | 0.0784 | |||
| Total Risk Alpha | 0.0575 | |||
| Sortino Ratio | 0.0843 | |||
| Treynor Ratio | 0.1388 |
Series Portfolios January 31, 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 | 0.1054 | |||
| Market Risk Adjusted Performance | 0.1488 | |||
| Mean Deviation | 0.757 | |||
| Semi Deviation | 0.7537 | |||
| Downside Deviation | 0.866 | |||
| Coefficient Of Variation | 704.15 | |||
| Standard Deviation | 0.946 | |||
| Variance | 0.8949 | |||
| Information Ratio | 0.0772 | |||
| Jensen Alpha | 0.0784 | |||
| Total Risk Alpha | 0.0575 | |||
| Sortino Ratio | 0.0843 | |||
| Treynor Ratio | 0.1388 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.7499 | |||
| Semi Variance | 0.568 | |||
| Expected Short fall | (0.91) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.0029 |
Series Portfolios Trust Backtested Returns
Currently, Series Portfolios Trust is very steady. Series Portfolios Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Series Portfolios Trust, which you can use to evaluate the volatility of the etf. Please validate Series Portfolios' Semi Deviation of 0.7537, risk adjusted performance of 0.1054, and Coefficient Of Variation of 704.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. Series Portfolios returns are very sensitive to returns on the market. As the market goes up or down, Series Portfolios is expected to follow.
Auto-correlation | 0.54 |
Modest predictability
Series Portfolios Trust has modest predictability. Overlapping area represents the amount of predictability between Series Portfolios time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Series Portfolios Trust price movement. The serial correlation of 0.54 indicates that about 54.0% of current Series Portfolios price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Pair Trading with Series Portfolios
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 Series Portfolios 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 Series Portfolios will appreciate offsetting losses from the drop in the long position's value.Moving together with Series Etf
| 0.93 | VBR | Vanguard Small Cap | PairCorr |
| 0.95 | IWN | iShares Russell 2000 | PairCorr |
| 0.94 | DFAT | Dimensional Targeted | PairCorr |
| 0.92 | IJS | iShares SP Small | PairCorr |
| 0.96 | SLYV | SPDR SP 600 | PairCorr |
The ability to find closely correlated positions to Series Portfolios could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Series Portfolios 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 Series Portfolios - 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 Series Portfolios Trust to buy it.
The correlation of Series Portfolios 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 Series Portfolios moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Series Portfolios Trust 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 Series Portfolios 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 Series Portfolios Correlation, Series Portfolios Volatility and Series Portfolios Performance module to complement your research on Series Portfolios. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Series Portfolios 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.