Sanjac Alpha Low Etf Market Value
| SJLD Etf | 25.34 0.02 0.08% |
| Symbol | SanJac |
The market value of SanJac Alpha Low is measured differently than its book value, which is the value of SanJac that is recorded on the company's balance sheet. Investors also form their own opinion of SanJac Alpha's value that differs from its market value or its book value, called intrinsic value, which is SanJac Alpha'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 SanJac Alpha's market value can be influenced by many factors that don't directly affect SanJac Alpha'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 SanJac Alpha's value and its price as these two are different measures arrived at by different means. Investors typically determine if SanJac Alpha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SanJac Alpha'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.
SanJac Alpha '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 SanJac Alpha'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 SanJac Alpha.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in SanJac Alpha on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding SanJac Alpha Low or generate 0.0% return on investment in SanJac Alpha over 90 days. SanJac Alpha is related to or competes with Defiance Trillion, Horizon Funds, Global X, ProShares Supply, Ned Davis, First Trust, and Unlimited HFEQ. SanJac Alpha is entity of United States. It is traded as Etf on NASDAQ exchange. More
SanJac Alpha 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 SanJac Alpha'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 SanJac Alpha Low upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1389 | |||
| Information Ratio | (0.63) | |||
| Maximum Drawdown | 0.6745 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1981 |
SanJac Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SanJac Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SanJac Alpha's standard deviation. In reality, there are many statistical measures that can use SanJac Alpha historical prices to predict the future SanJac Alpha's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | (1.16) |
SanJac Alpha January 25, 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 | 0.0287 | |||
| Market Risk Adjusted Performance | (1.15) | |||
| Mean Deviation | 0.0621 | |||
| Downside Deviation | 0.1389 | |||
| Coefficient Of Variation | 824.99 | |||
| Standard Deviation | 0.1045 | |||
| Variance | 0.0109 | |||
| Information Ratio | (0.63) | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | (1.16) | |||
| Maximum Drawdown | 0.6745 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1981 | |||
| Downside Variance | 0.0193 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.10) | |||
| Skewness | 0.0108 | |||
| Kurtosis | 5.22 |
SanJac Alpha Low Backtested Returns
At this point, SanJac Alpha is very steady. SanJac Alpha Low owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for SanJac Alpha Low, which you can use to evaluate the volatility of the etf. Please validate SanJac Alpha's Risk Adjusted Performance of 0.0287, downside deviation of 0.1389, and Standard Deviation of 0.1045 to confirm if the risk estimate we provide is consistent with the expected return of 0.0122%. The entity has a beta of -0.0023, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SanJac Alpha are expected to decrease at a much lower rate. During the bear market, SanJac Alpha is likely to outperform the market.
Auto-correlation | 0.46 |
Average predictability
SanJac Alpha Low has average predictability. Overlapping area represents the amount of predictability between SanJac Alpha time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 SanJac Alpha Low price movement. The serial correlation of 0.46 indicates that about 46.0% of current SanJac Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 SanJac Alpha Low is a strong investment it is important to analyze SanJac Alpha's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SanJac Alpha's future performance. For an informed investment choice regarding SanJac Etf, refer to the following important reports:Check out SanJac Alpha Correlation, SanJac Alpha Volatility and SanJac Alpha Alpha and Beta module to complement your research on SanJac Alpha. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
SanJac Alpha 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.