Thornburg Multi Sector Etf Market Value
| TMB Etf | 25.80 0.08 0.31% |
| Symbol | Thornburg |
Thornburg Multi Sector's market price often diverges from its book value, the accounting figure shown on Thornburg's balance sheet. Smart investors calculate Thornburg Multi's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Thornburg Multi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Thornburg Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Thornburg Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Thornburg Multi'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.
Thornburg Multi '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 Thornburg Multi'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 Thornburg Multi.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Thornburg Multi on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Thornburg Multi Sector or generate 0.0% return on investment in Thornburg Multi over 90 days. Thornburg Multi is related to or competes with IndexIQ Active, American Century, MicroSectors Solactive, Matthews International, First Trust, SPDR SP, and Nuveen Sustainable. Thornburg Multi is entity of United States More
Thornburg Multi 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 Thornburg Multi'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 Thornburg Multi Sector upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1292 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 0.4723 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1965 |
Thornburg Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thornburg Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thornburg Multi's standard deviation. In reality, there are many statistical measures that can use Thornburg Multi historical prices to predict the future Thornburg Multi's volatility.| Risk Adjusted Performance | 0.1391 | |||
| Jensen Alpha | 0.0195 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | (0.46) | |||
| Treynor Ratio | 2.13 |
Thornburg Multi March 2, 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 | 0.1391 | |||
| Market Risk Adjusted Performance | 2.14 | |||
| Mean Deviation | 0.0978 | |||
| Downside Deviation | 0.1292 | |||
| Coefficient Of Variation | 396.86 | |||
| Standard Deviation | 0.12 | |||
| Variance | 0.0144 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | 0.0195 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | (0.46) | |||
| Treynor Ratio | 2.13 | |||
| Maximum Drawdown | 0.4723 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1965 | |||
| Downside Variance | 0.0167 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.41) | |||
| Kurtosis | (0.31) |
Thornburg Multi Sector Backtested Returns
At this point, Thornburg Multi is very steady. Thornburg Multi Sector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the etf had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Thornburg Multi Sector, which you can use to evaluate the volatility of the etf. Please validate Thornburg Multi's Standard Deviation of 0.12, risk adjusted performance of 0.1391, and Downside Deviation of 0.1292 to confirm if the risk estimate we provide is consistent with the expected return of 0.0246%. The entity has a beta of 0.0095, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Thornburg Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thornburg Multi is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Thornburg Multi Sector has very good predictability. Overlapping area represents the amount of predictability between Thornburg Multi time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Thornburg Multi Sector price movement. The serial correlation of 0.84 indicates that around 84.0% of current Thornburg Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Thornburg Multi Sector offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Thornburg Multi'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 Thornburg Multi Sector Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Thornburg Multi Sector Etf:Check out Thornburg Multi Correlation, Thornburg Multi Volatility and Thornburg Multi Performance module to complement your research on Thornburg Multi. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Thornburg Multi 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.