Us Treasury 5 Etf Market Value

UFIV Etf   48.40  0.29  0.60%   
US Treasury's market value is the price at which a share of US Treasury trades on a public exchange. It measures the collective expectations of US Treasury 5 investors about its performance. US Treasury is selling for under 48.40 as of the 26th of November 2024; that is 0.60 percent increase since the beginning of the trading day. The etf's lowest day price was 48.31.
With this module, you can estimate the performance of a buy and hold strategy of US Treasury 5 and determine expected loss or profit from investing in US Treasury over a given investment horizon. Check out US Treasury Correlation, US Treasury Volatility and US Treasury Alpha and Beta module to complement your research on US Treasury.
Symbol

The market value of US Treasury 5 is measured differently than its book value, which is the value of UFIV that is recorded on the company's balance sheet. Investors also form their own opinion of US Treasury's value that differs from its market value or its book value, called intrinsic value, which is US Treasury'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 US Treasury's market value can be influenced by many factors that don't directly affect US Treasury'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 US Treasury's value and its price as these two are different measures arrived at by different means. Investors typically determine if US Treasury is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US Treasury'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.

US Treasury '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 US Treasury'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 US Treasury.
0.00
10/27/2024
No Change 0.00  0.0 
In 30 days
11/26/2024
0.00
If you would invest  0.00  in US Treasury on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding US Treasury 5 or generate 0.0% return on investment in US Treasury over 30 days. US Treasury is related to or competes with US Treasury, Tidal Trust, Franklin Liberty, SPDR Bloomberg, US Treasury, Vanguard Extended, and Bondbloxx ETF. US Treasury is entity of United States. It is traded as Etf on NASDAQ exchange. More

US Treasury 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 US Treasury'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 US Treasury 5 upside and downside potential and time the market with a certain degree of confidence.

US Treasury Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for US Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Treasury's standard deviation. In reality, there are many statistical measures that can use US Treasury historical prices to predict the future US Treasury's volatility.
Hype
Prediction
LowEstimatedHigh
48.1648.4048.64
Details
Intrinsic
Valuation
LowRealHigh
46.5846.8253.24
Details
Naive
Forecast
LowNextHigh
48.2148.4548.69
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
47.9448.1548.36
Details

US Treasury 5 Backtested Returns

US Treasury 5 retains Efficiency (Sharpe Ratio) of -0.0942, which indicates the etf had a -0.0942% return per unit of price deviation over the last 3 months. US Treasury exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate US Treasury's Standard Deviation of 0.2296, mean deviation of 0.1795, and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0638, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning US Treasury are expected to decrease at a much lower rate. During the bear market, US Treasury is likely to outperform the market.

Auto-correlation

    
  -0.33  

Poor reverse predictability

US Treasury 5 has poor reverse predictability. Overlapping area represents the amount of predictability between US Treasury time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of US Treasury 5 price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current US Treasury price fluctuation can be explain by its past prices.
Correlation Coefficient-0.33
Spearman Rank Test-0.32
Residual Average0.0
Price Variance0.01

US Treasury 5 lagged returns against current returns

Autocorrelation, which is US Treasury 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 US Treasury's etf expected returns. We can calculate the autocorrelation of US Treasury returns to help us make a trade decision. For example, suppose you find that US Treasury 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  

US Treasury 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 US Treasury etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Treasury etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in US Treasury etf over time.
   Current vs Lagged Prices   
       Timeline  

US Treasury Lagged Returns

When evaluating US Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Treasury etf have on its future price. US Treasury 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, US Treasury autocorrelation shows the relationship between US Treasury etf current value and its past values and can show if there is a momentum factor associated with investing in US Treasury 5.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether US Treasury 5 is a strong investment it is important to analyze US Treasury's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact US Treasury's future performance. For an informed investment choice regarding UFIV Etf, refer to the following important reports:
Check out US Treasury Correlation, US Treasury Volatility and US Treasury Alpha and Beta module to complement your research on US Treasury.
You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
US Treasury 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.
A focus of US Treasury technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of US Treasury trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...