Blueprint Chesapeake Multi Asset Etf Market Value
| TFPN Etf | 27.70 0.01 0.04% |
| Symbol | Blueprint |
The market value of Blueprint Chesapeake is measured differently than its book value, which is the value of Blueprint that is recorded on the company's balance sheet. Investors also form their own opinion of Blueprint Chesapeake's value that differs from its market value or its book value, called intrinsic value, which is Blueprint Chesapeake'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 Blueprint Chesapeake's market value can be influenced by many factors that don't directly affect Blueprint Chesapeake'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 Blueprint Chesapeake's value and its price as these two are different measures arrived at by different means. Investors typically determine if Blueprint Chesapeake is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blueprint Chesapeake'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.
Blueprint Chesapeake '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 Blueprint Chesapeake'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 Blueprint Chesapeake.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Blueprint Chesapeake on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Blueprint Chesapeake Multi Asset or generate 0.0% return on investment in Blueprint Chesapeake over 30 days. Blueprint Chesapeake is related to or competes with IMGP DBi, KFA Mount, First Trust, Simplify Managed, and WisdomTree Managed. Blueprint Chesapeake is entity of United States More
Blueprint Chesapeake 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 Blueprint Chesapeake'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 Blueprint Chesapeake Multi Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8083 | |||
| Information Ratio | 0.0484 | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.77 |
Blueprint Chesapeake Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blueprint Chesapeake's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blueprint Chesapeake's standard deviation. In reality, there are many statistical measures that can use Blueprint Chesapeake historical prices to predict the future Blueprint Chesapeake's volatility.| Risk Adjusted Performance | 0.1132 | |||
| Jensen Alpha | 0.081 | |||
| Total Risk Alpha | 0.0167 | |||
| Sortino Ratio | 0.0537 | |||
| Treynor Ratio | 0.2291 |
Blueprint Chesapeake Backtested Returns
As of now, Blueprint Etf is very steady. Blueprint Chesapeake secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the etf had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Blueprint Chesapeake Multi Asset, which you can use to evaluate the volatility of the entity. Please confirm Blueprint Chesapeake's Risk Adjusted Performance of 0.1132, downside deviation of 0.8083, and Mean Deviation of 0.6881 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The etf shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blueprint Chesapeake's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blueprint Chesapeake is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Blueprint Chesapeake Multi Asset has weak predictability. Overlapping area represents the amount of predictability between Blueprint Chesapeake time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Blueprint Chesapeake price movement. The serial correlation of 0.24 indicates that over 24.0% of current Blueprint Chesapeake price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Blueprint Chesapeake lagged returns against current returns
Autocorrelation, which is Blueprint Chesapeake 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 Blueprint Chesapeake's etf expected returns. We can calculate the autocorrelation of Blueprint Chesapeake returns to help us make a trade decision. For example, suppose you find that Blueprint Chesapeake 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 |
Blueprint Chesapeake 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 Blueprint Chesapeake etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blueprint Chesapeake etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blueprint Chesapeake etf over time.
Current vs Lagged Prices |
| Timeline |
Blueprint Chesapeake Lagged Returns
When evaluating Blueprint Chesapeake's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blueprint Chesapeake etf have on its future price. Blueprint Chesapeake 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, Blueprint Chesapeake autocorrelation shows the relationship between Blueprint Chesapeake etf current value and its past values and can show if there is a momentum factor associated with investing in Blueprint Chesapeake Multi Asset.
Regressed Prices |
| Timeline |
Pair Trading with Blueprint Chesapeake
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Blueprint Chesapeake position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Blueprint Chesapeake will appreciate offsetting losses from the drop in the long position's value.Moving together with Blueprint Etf
| 0.85 | DBMF | iMGP DBi Managed | PairCorr |
| 0.83 | KMLM | KFA Mount Lucas | PairCorr |
| 0.72 | FMF | First Trust Managed | PairCorr |
| 0.91 | WTMF | WisdomTree Managed | PairCorr |
The ability to find closely correlated positions to Blueprint Chesapeake could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blueprint Chesapeake when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Blueprint Chesapeake - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Blueprint Chesapeake Multi Asset to buy it.
The correlation of Blueprint Chesapeake is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Blueprint Chesapeake moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blueprint Chesapeake moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Blueprint Chesapeake can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Blueprint Chesapeake Correlation, Blueprint Chesapeake Volatility and Blueprint Chesapeake Alpha and Beta module to complement your research on Blueprint Chesapeake. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Blueprint Chesapeake 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.