Xtrackers Green Infrastructure Etf Market Value
| UPGR Etf | 24.18 0.24 0.98% |
| Symbol | Xtrackers |
The market value of Xtrackers Green Infr is measured differently than its book value, which is the value of Xtrackers that is recorded on the company's balance sheet. Investors also form their own opinion of Xtrackers Green's value that differs from its market value or its book value, called intrinsic value, which is Xtrackers Green'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 Xtrackers Green's market value can be influenced by many factors that don't directly affect Xtrackers Green'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 Xtrackers Green's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers Green is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers Green'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.
Xtrackers Green '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 Xtrackers Green'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 Xtrackers Green.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Xtrackers Green on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers Green Infrastructure or generate 0.0% return on investment in Xtrackers Green over 30 days. Xtrackers Green is related to or competes with Bitwise Funds, Shelton Equity, Pacer BlueStar, Renaissance International, Advisors Series, Franklin Dividend, and IShares Environmental. More
Xtrackers Green 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 Xtrackers Green'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 Xtrackers Green Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 3.46 |
Xtrackers Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers Green's standard deviation. In reality, there are many statistical measures that can use Xtrackers Green historical prices to predict the future Xtrackers Green's volatility.| Risk Adjusted Performance | 5.0E-4 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.0761 |
Xtrackers Green Infr Backtested Returns
Xtrackers Green Infr shows Sharpe Ratio of close to zero, which attests that the etf had a close to zero % return per unit of risk over the last 3 months. Xtrackers Green Infr exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xtrackers Green's Mean Deviation of 1.86, market risk adjusted performance of 0.0861, and Standard Deviation of 2.35 to validate the risk estimate we provide. The entity maintains a market beta of -0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Xtrackers Green are expected to decrease at a much lower rate. During the bear market, Xtrackers Green is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Xtrackers Green Infrastructure has modest predictability. Overlapping area represents the amount of predictability between Xtrackers Green time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Xtrackers Green Infr price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Xtrackers Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Xtrackers Green Infr lagged returns against current returns
Autocorrelation, which is Xtrackers Green 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 Xtrackers Green's etf expected returns. We can calculate the autocorrelation of Xtrackers Green returns to help us make a trade decision. For example, suppose you find that Xtrackers Green 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 |
Xtrackers Green 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 Xtrackers Green etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers Green etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers Green etf over time.
Current vs Lagged Prices |
| Timeline |
Xtrackers Green Lagged Returns
When evaluating Xtrackers Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers Green etf have on its future price. Xtrackers Green 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, Xtrackers Green autocorrelation shows the relationship between Xtrackers Green etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers Green Infrastructure.
Regressed Prices |
| Timeline |
Pair Trading with Xtrackers Green
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 Xtrackers Green 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 Xtrackers Green will appreciate offsetting losses from the drop in the long position's value.Moving together with Xtrackers Etf
Moving against Xtrackers Etf
The ability to find closely correlated positions to Xtrackers Green could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xtrackers Green 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 Xtrackers Green - 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 Xtrackers Green Infrastructure to buy it.
The correlation of Xtrackers Green 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 Xtrackers Green moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Xtrackers Green Infr 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 Xtrackers Green 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 Xtrackers Green Correlation, Xtrackers Green Volatility and Xtrackers Green Alpha and Beta module to complement your research on Xtrackers Green. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Xtrackers Green 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.