Day Haganned Davis Etf Market Value
| SSXU Etf | USD 35.54 0.61 1.75% |
| Symbol | Day |
The market value of Day HaganNed Davis is measured differently than its book value, which is the value of Day that is recorded on the company's balance sheet. Investors also form their own opinion of Day HaganNed's value that differs from its market value or its book value, called intrinsic value, which is Day HaganNed'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 Day HaganNed's market value can be influenced by many factors that don't directly affect Day HaganNed'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 Day HaganNed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Day HaganNed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Day HaganNed'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.
Day HaganNed '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 Day HaganNed'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 Day HaganNed.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Day HaganNed on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Day HaganNed Davis or generate 0.0% return on investment in Day HaganNed over 90 days. Day HaganNed is related to or competes with Federated Hermes, Neuberger Berman, WisdomTree International, IShares Trust, IShares Trust, Franklin FTSE, and VictoryShares Hedged. More
Day HaganNed 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 Day HaganNed'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 Day HaganNed Davis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6704 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.02 |
Day HaganNed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Day HaganNed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Day HaganNed's standard deviation. In reality, there are many statistical measures that can use Day HaganNed historical prices to predict the future Day HaganNed's volatility.| Risk Adjusted Performance | 0.1018 | |||
| Jensen Alpha | 0.0151 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1163 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Day HaganNed'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.
Day HaganNed January 22, 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 | 0.1018 | |||
| Market Risk Adjusted Performance | 0.1263 | |||
| Mean Deviation | 0.5053 | |||
| Semi Deviation | 0.5115 | |||
| Downside Deviation | 0.6704 | |||
| Coefficient Of Variation | 713.46 | |||
| Standard Deviation | 0.6326 | |||
| Variance | 0.4001 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0151 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1163 | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.4495 | |||
| Semi Variance | 0.2616 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.04) | |||
| Kurtosis | (0.1) |
Day HaganNed Davis Backtested Returns
Currently, Day HaganNed Davis is very steady. Day HaganNed Davis secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Day HaganNed Davis, which you can use to evaluate the volatility of the entity. Please confirm Day HaganNed's Mean Deviation of 0.5053, coefficient of variation of 713.46, and Downside Deviation of 0.6704 to check if the risk estimate we provide is consistent with the expected return of 0.0887%. The etf shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, Day HaganNed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Day HaganNed is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Day HaganNed Davis has insignificant reverse predictability. Overlapping area represents the amount of predictability between Day HaganNed time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Day HaganNed Davis price movement. The serial correlation of -0.16 indicates that over 16.0% of current Day HaganNed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Thematic Opportunities
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Day HaganNed 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.