Shelton Equity Premium Etf Market Value
| SEPI Etf | USD 26.76 0.17 0.64% |
| Symbol | Shelton |
The market value of Shelton Equity Premium is measured differently than its book value, which is the value of Shelton that is recorded on the company's balance sheet. Investors also form their own opinion of Shelton Equity's value that differs from its market value or its book value, called intrinsic value, which is Shelton Equity'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 Shelton Equity's market value can be influenced by many factors that don't directly affect Shelton Equity'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 Shelton Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shelton Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shelton Equity'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.
Shelton Equity '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 Shelton Equity'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 Shelton Equity.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Shelton Equity on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Shelton Equity Premium or generate 0.0% return on investment in Shelton Equity over 30 days. Shelton Equity is related to or competes with Vanguard Institutional, ProShares UltraPro, Vanguard Mid, Vanguard Mid, Vanguard Mega, SPDR Portfolio, and Vanguard Mid. Shelton Equity is entity of United States More
Shelton Equity 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 Shelton Equity'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 Shelton Equity Premium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8496 | |||
| Information Ratio | 0.0061 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.08 |
Shelton Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shelton Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shelton Equity's standard deviation. In reality, there are many statistical measures that can use Shelton Equity historical prices to predict the future Shelton Equity's volatility.| Risk Adjusted Performance | 0.0638 | |||
| Jensen Alpha | 0.0179 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0059 | |||
| Treynor Ratio | 0.0813 |
Shelton Equity Premium Backtested Returns
Shelton Equity is very steady at the moment. Shelton Equity Premium owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shelton Equity Premium, which you can use to evaluate the volatility of the etf. Please validate Shelton Equity's Coefficient Of Variation of 1125.05, risk adjusted performance of 0.0638, and Semi Deviation of 0.7279 to confirm if the risk estimate we provide is consistent with the expected return of 0.0938%. The entity has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shelton Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shelton Equity is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Shelton Equity Premium has insignificant predictability. Overlapping area represents the amount of predictability between Shelton Equity time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Shelton Equity Premium price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Shelton Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Shelton Equity Premium lagged returns against current returns
Autocorrelation, which is Shelton Equity 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 Shelton Equity's etf expected returns. We can calculate the autocorrelation of Shelton Equity returns to help us make a trade decision. For example, suppose you find that Shelton Equity 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 |
Shelton Equity 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 Shelton Equity etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shelton Equity etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shelton Equity etf over time.
Current vs Lagged Prices |
| Timeline |
Shelton Equity Lagged Returns
When evaluating Shelton Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shelton Equity etf have on its future price. Shelton Equity 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, Shelton Equity autocorrelation shows the relationship between Shelton Equity etf current value and its past values and can show if there is a momentum factor associated with investing in Shelton Equity Premium.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Check out Shelton Equity Correlation, Shelton Equity Volatility and Shelton Equity Alpha and Beta module to complement your research on Shelton Equity. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Shelton Equity 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.