Liberty One Spectrum Etf Market Value
| SPCT Etf | 25.59 0.01 0.04% |
| Symbol | Liberty |
The market value of Liberty One Spectrum is measured differently than its book value, which is the value of Liberty that is recorded on the company's balance sheet. Investors also form their own opinion of Liberty One's value that differs from its market value or its book value, called intrinsic value, which is Liberty One'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 Liberty One's market value can be influenced by many factors that don't directly affect Liberty One'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 Liberty One's value and its price as these two are different measures arrived at by different means. Investors typically determine if Liberty One is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Liberty One'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.
Liberty One '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 Liberty One'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 Liberty One.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Liberty One on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Liberty One Spectrum or generate 0.0% return on investment in Liberty One over 30 days. Liberty One is related to or competes with FT Vest, Northern Lights, Diamond Hill, Dimensional International, Tidal Trust, First Trust, and ProShares Trust. Liberty One is entity of United States. It is traded as Etf on NASDAQ exchange. More
Liberty One 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 Liberty One'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 Liberty One Spectrum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5078 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.21 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.0 |
Liberty One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty One's standard deviation. In reality, there are many statistical measures that can use Liberty One historical prices to predict the future Liberty One's volatility.| Risk Adjusted Performance | 0.0377 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0368 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty One'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.
Liberty One Spectrum Backtested Returns
Currently, Liberty One Spectrum is very steady. Liberty One Spectrum has Sharpe Ratio of 0.0579, which conveys that the entity had a 0.0579 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Liberty One, which you can use to evaluate the volatility of the etf. Please verify Liberty One's Risk Adjusted Performance of 0.0377, downside deviation of 0.5078, and Mean Deviation of 0.4224 to check out if the risk estimate we provide is consistent with the expected return of 0.0303%. The etf secures a Beta (Market Risk) of 0.56, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liberty One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liberty One is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Liberty One Spectrum has good predictability. Overlapping area represents the amount of predictability between Liberty One time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Liberty One Spectrum price movement. The serial correlation of 0.77 indicates that around 77.0% of current Liberty One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Liberty One Spectrum lagged returns against current returns
Autocorrelation, which is Liberty One 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 Liberty One's etf expected returns. We can calculate the autocorrelation of Liberty One returns to help us make a trade decision. For example, suppose you find that Liberty One 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 |
Liberty One 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 Liberty One etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty One etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty One etf over time.
Current vs Lagged Prices |
| Timeline |
Liberty One Lagged Returns
When evaluating Liberty One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty One etf have on its future price. Liberty One 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, Liberty One autocorrelation shows the relationship between Liberty One etf current value and its past values and can show if there is a momentum factor associated with investing in Liberty One Spectrum.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Liberty One Correlation, Liberty One Volatility and Liberty One Alpha and Beta module to complement your research on Liberty One. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Liberty One 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.