Intech Sp Small Mid Etf Market Value
| SMDX Etf | 24.81 0.17 0.69% |
| Symbol | Intech |
Understanding Intech SP Small requires distinguishing between market price and book value, where the latter reflects Intech's accounting equity. The concept of intrinsic value - what Intech SP's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push Intech SP's price substantially above or below its fundamental value.
Please note, there is a significant difference between Intech SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intech SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, Intech SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Intech SP '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 Intech SP'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 Intech SP.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Intech SP on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Intech SP Small Mid or generate 0.0% return on investment in Intech SP over 90 days. Intech SP is related to or competes with First Trust, VanEck Steel, Inspire Faithward, Brookstone Dividend, Two Roads, 6 Meridian, and Hennessy Stance. Intech SP is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Intech SP 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 Intech SP'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 Intech SP Small Mid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8883 | |||
| Information Ratio | 0.1001 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.8 |
Intech SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intech SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intech SP's standard deviation. In reality, there are many statistical measures that can use Intech SP historical prices to predict the future Intech SP's volatility.| Risk Adjusted Performance | 0.1412 | |||
| Jensen Alpha | 0.1482 | |||
| Total Risk Alpha | 0.0848 | |||
| Sortino Ratio | 0.1082 | |||
| Treynor Ratio | 1.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intech SP's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intech SP February 14, 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 | 0.1412 | |||
| Market Risk Adjusted Performance | 1.2 | |||
| Mean Deviation | 0.7082 | |||
| Semi Deviation | 0.6337 | |||
| Downside Deviation | 0.8883 | |||
| Coefficient Of Variation | 578.11 | |||
| Standard Deviation | 0.9601 | |||
| Variance | 0.9217 | |||
| Information Ratio | 0.1001 | |||
| Jensen Alpha | 0.1482 | |||
| Total Risk Alpha | 0.0848 | |||
| Sortino Ratio | 0.1082 | |||
| Treynor Ratio | 1.19 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.7891 | |||
| Semi Variance | 0.4015 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.2886 | |||
| Kurtosis | 0.5362 |
Intech SP Small Backtested Returns
Intech SP appears to be very steady, given 3 months investment horizon. Intech SP Small holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intech SP Small, which you can use to evaluate the volatility of the entity. Please utilize Intech SP's Market Risk Adjusted Performance of 1.2, risk adjusted performance of 0.1412, and Downside Deviation of 0.8883 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intech SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intech SP is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Intech SP Small Mid has good predictability. Overlapping area represents the amount of predictability between Intech SP time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Intech SP Small price movement. The serial correlation of 0.72 indicates that around 72.0% of current Intech SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
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 Intech SP Small offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Intech SP'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 Intech Sp Small Mid Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Intech Sp Small Mid Etf:Check out Intech SP Correlation, Intech SP Volatility and Intech SP Performance module to complement your research on Intech SP. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Intech SP 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.