Advisor Managed Portfolios Market Value
| VWIDelisted Etf | 27.36 0.00 0.00% |
| Symbol | Advisor |
Advisor Managed '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 Advisor Managed'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 Advisor Managed.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Advisor Managed on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Advisor Managed Portfolios or generate 0.0% return on investment in Advisor Managed over 90 days. Advisor Managed is related to or competes with First Trust, Collaborative Investment, Akros Monthly, Northern Lights, Arrow DWA, Northern Lights, and ETF Series. More
Advisor Managed 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 Advisor Managed'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 Advisor Managed Portfolios upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3008 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.23 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5096 |
Advisor Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisor Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisor Managed's standard deviation. In reality, there are many statistical measures that can use Advisor Managed historical prices to predict the future Advisor Managed's volatility.| Risk Adjusted Performance | 0.0154 | |||
| Jensen Alpha | 0.0083 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advisor Managed'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.
Advisor Managed Port Backtested Returns
Advisor Managed is very steady at the moment. Advisor Managed Port secures Sharpe Ratio (or Efficiency) of 0.0094, which signifies that the etf had a 0.0094% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Advisor Managed Portfolios, which you can use to evaluate the volatility of the entity. Please confirm Advisor Managed's Downside Deviation of 0.3008, mean deviation of 0.2383, and Risk Adjusted Performance of 0.0154 to double-check if the risk estimate we provide is consistent with the expected return of 0.0028%. The etf shows a Beta (market volatility) of -0.0486, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Advisor Managed are expected to decrease at a much lower rate. During the bear market, Advisor Managed is likely to outperform the market.
Auto-correlation | -0.58 |
Good reverse predictability
Advisor Managed Portfolios has good reverse predictability. Overlapping area represents the amount of predictability between Advisor Managed time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 Advisor Managed Port price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Advisor Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Advisor Managed Port lagged returns against current returns
Autocorrelation, which is Advisor Managed 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 Advisor Managed's etf expected returns. We can calculate the autocorrelation of Advisor Managed returns to help us make a trade decision. For example, suppose you find that Advisor Managed 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 |
Advisor Managed 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 Advisor Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisor Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisor Managed etf over time.
Current vs Lagged Prices |
| Timeline |
Advisor Managed Lagged Returns
When evaluating Advisor Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisor Managed etf have on its future price. Advisor Managed 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, Advisor Managed autocorrelation shows the relationship between Advisor Managed etf current value and its past values and can show if there is a momentum factor associated with investing in Advisor Managed Portfolios.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Advisor Managed Correlation, Advisor Managed Volatility and Advisor Managed Alpha and Beta module to complement your research on Advisor Managed. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Other Consideration for investing in Advisor Etf
If you are still planning to invest in Advisor Managed Port check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Advisor Managed's history and understand the potential risks before investing.
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