Brompton Tech Leaders Etf Market Value
| TLF-U Etf | 31.73 0.42 1.34% |
| Symbol | Brompton |
Please note, there is a significant difference between Brompton Tech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brompton Tech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brompton Tech'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.
Brompton Tech '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 Brompton Tech'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 Brompton Tech.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Brompton Tech on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Brompton Tech Leaders or generate 0.0% return on investment in Brompton Tech over 30 days. Brompton Tech is related to or competes with Brompton Flaherty, Brompton Canadian, Brompton Global, Brompton European, Brompton North, and Brompton Split. More
Brompton Tech 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 Brompton Tech'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 Brompton Tech Leaders upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0051 | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.91 |
Brompton Tech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brompton Tech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brompton Tech's standard deviation. In reality, there are many statistical measures that can use Brompton Tech historical prices to predict the future Brompton Tech's volatility.| Risk Adjusted Performance | 0.0473 | |||
| Jensen Alpha | 0.0847 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0041 | |||
| Treynor Ratio | 0.6011 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Brompton Tech'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.
Brompton Tech Leaders Backtested Returns
Currently, Brompton Tech Leaders is very steady. Brompton Tech Leaders secures Sharpe Ratio (or Efficiency) of 0.0592, which signifies that the etf had a 0.0592 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Brompton Tech Leaders, which you can use to evaluate the volatility of the entity. Please confirm Brompton Tech's Downside Deviation of 2.31, risk adjusted performance of 0.0473, and Mean Deviation of 0.9726 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brompton Tech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brompton Tech is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Brompton Tech Leaders has good predictability. Overlapping area represents the amount of predictability between Brompton Tech time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Brompton Tech Leaders price movement. The serial correlation of 0.71 indicates that around 71.0% of current Brompton Tech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Brompton Tech Leaders lagged returns against current returns
Autocorrelation, which is Brompton Tech 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 Brompton Tech's etf expected returns. We can calculate the autocorrelation of Brompton Tech returns to help us make a trade decision. For example, suppose you find that Brompton Tech 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 |
Brompton Tech 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 Brompton Tech etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brompton Tech etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brompton Tech etf over time.
Current vs Lagged Prices |
| Timeline |
Brompton Tech Lagged Returns
When evaluating Brompton Tech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brompton Tech etf have on its future price. Brompton Tech 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, Brompton Tech autocorrelation shows the relationship between Brompton Tech etf current value and its past values and can show if there is a momentum factor associated with investing in Brompton Tech Leaders.
Regressed Prices |
| Timeline |
Pair Trading with Brompton Tech
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 Brompton Tech 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 Brompton Tech will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Brompton Tech could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brompton Tech 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 Brompton Tech - 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 Brompton Tech Leaders to buy it.
The correlation of Brompton Tech 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 Brompton Tech moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brompton Tech Leaders 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 Brompton Tech 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.Other Information on Investing in Brompton Etf
Brompton Tech financial ratios help investors to determine whether Brompton Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brompton with respect to the benefits of owning Brompton Tech security.