Northern Lights Etf Market Value
| WMSB Etf | 25.39 0.13 0.51% |
| Symbol | Northern |
Investors evaluate Northern Lights using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Northern Lights' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Northern Lights' market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Northern Lights' value and its price as these two are different measures arrived at by different means. Investors typically determine if Northern Lights is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Northern Lights' market price signifies the transaction level at which participants voluntarily complete trades.
Northern Lights '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 Northern Lights' 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 Northern Lights.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Northern Lights on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Lights or generate 0.0% return on investment in Northern Lights over 90 days. Northern Lights is related to or competes with Hartford Total, RBB Fund, Columbia Diversified, MFS Active, Doubleline Etf, Northern Lights, and Virtus Newfleet. Northern Lights is entity of United States More
Northern Lights 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 Northern Lights' 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 Northern Lights upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1908 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 0.8006 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2399 |
Northern Lights Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Lights' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Lights' standard deviation. In reality, there are many statistical measures that can use Northern Lights historical prices to predict the future Northern Lights' volatility.| Risk Adjusted Performance | 0.1409 | |||
| Jensen Alpha | 0.0244 | |||
| Total Risk Alpha | 0.0165 | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.5081 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Northern Lights' 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.
Northern Lights January 30, 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 | 0.1409 | |||
| Market Risk Adjusted Performance | 0.5181 | |||
| Mean Deviation | 0.1031 | |||
| Downside Deviation | 0.1908 | |||
| Coefficient Of Variation | 405.56 | |||
| Standard Deviation | 0.1508 | |||
| Variance | 0.0227 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | 0.0244 | |||
| Total Risk Alpha | 0.0165 | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.5081 | |||
| Maximum Drawdown | 0.8006 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2399 | |||
| Downside Variance | 0.0364 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.13) | |||
| Skewness | (0.28) | |||
| Kurtosis | 4.16 |
Northern Lights Backtested Returns
At this point, Northern Lights is very steady. Northern Lights has Sharpe Ratio of 0.25, which conveys that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Northern Lights, which you can use to evaluate the volatility of the etf. Please verify Northern Lights' Coefficient Of Variation of 405.56, mean deviation of 0.1031, and Risk Adjusted Performance of 0.1409 to check out if the risk estimate we provide is consistent with the expected return of 0.0372%. The etf secures a Beta (Market Risk) of 0.0535, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northern Lights' returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Lights is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Northern Lights has excellent predictability. Overlapping area represents the amount of predictability between Northern Lights time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Northern Lights price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Northern Lights price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Check out Northern Lights Correlation, Northern Lights Volatility and Northern Lights Performance module to complement your research on Northern Lights. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Northern Lights 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.