Swan Enhanced Dividend Etf Market Value
| SCLZ Etf | 54.75 0.04 0.07% |
| Symbol | Swan |
The market value of Swan Enhanced Dividend is measured differently than its book value, which is the value of Swan that is recorded on the company's balance sheet. Investors also form their own opinion of Swan Enhanced's value that differs from its market value or its book value, called intrinsic value, which is Swan Enhanced'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 Swan Enhanced's market value can be influenced by many factors that don't directly affect Swan Enhanced'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 Swan Enhanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Swan Enhanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swan Enhanced'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.
Swan Enhanced '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 Swan Enhanced'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 Swan Enhanced.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Swan Enhanced on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Swan Enhanced Dividend or generate 0.0% return on investment in Swan Enhanced over 720 days. Swan Enhanced is related to or competes with Global X, AdvisorShares STAR, Global X, FT Vest, Natixis ETF, Global X, and Morgan Stanley. Swan Enhanced is entity of United States More
Swan Enhanced 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 Swan Enhanced'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 Swan Enhanced Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6614 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.92 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.7671 |
Swan Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swan Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swan Enhanced's standard deviation. In reality, there are many statistical measures that can use Swan Enhanced historical prices to predict the future Swan Enhanced's volatility.| Risk Adjusted Performance | 0.0668 | |||
| Jensen Alpha | 0.0327 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.365 |
Swan Enhanced Dividend Backtested Returns
At this stage we consider Swan Etf to be very steady. Swan Enhanced Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0526, which indicates the etf had a 0.0526 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Swan Enhanced Dividend, which you can use to evaluate the volatility of the etf. Please validate Swan Enhanced's Risk Adjusted Performance of 0.0668, coefficient of variation of 998.17, and Semi Deviation of 0.5473 to confirm if the risk estimate we provide is consistent with the expected return of 0.0283%. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swan Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swan Enhanced is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Swan Enhanced Dividend has very good predictability. Overlapping area represents the amount of predictability between Swan Enhanced time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th 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 Swan Enhanced Dividend price movement. The serial correlation of 0.84 indicates that around 84.0% of current Swan Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 4.37 |
Swan Enhanced Dividend lagged returns against current returns
Autocorrelation, which is Swan Enhanced 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 Swan Enhanced's etf expected returns. We can calculate the autocorrelation of Swan Enhanced returns to help us make a trade decision. For example, suppose you find that Swan Enhanced 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 |
Swan Enhanced 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 Swan Enhanced etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swan Enhanced etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swan Enhanced etf over time.
Current vs Lagged Prices |
| Timeline |
Swan Enhanced Lagged Returns
When evaluating Swan Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swan Enhanced etf have on its future price. Swan Enhanced 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, Swan Enhanced autocorrelation shows the relationship between Swan Enhanced etf current value and its past values and can show if there is a momentum factor associated with investing in Swan Enhanced Dividend.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Swan Enhanced Dividend offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Swan Enhanced's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Swan Enhanced Dividend Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Swan Enhanced Dividend Etf:Check out Swan Enhanced Correlation, Swan Enhanced Volatility and Swan Enhanced Alpha and Beta module to complement your research on Swan Enhanced. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Swan Enhanced 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.