Materials Select Sector Etf Market Value
| XLB Etf | USD 53.31 0.48 0.91% |
| Symbol | Materials |
The market value of Materials Select Sector is measured differently than its book value, which is the value of Materials that is recorded on the company's balance sheet. Investors also form their own opinion of Materials Select's value that differs from its market value or its book value, called intrinsic value, which is Materials Select'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 Materials Select's market value can be influenced by many factors that don't directly affect Materials Select'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 Materials Select's value and its price as these two are different measures arrived at by different means. Investors typically determine if Materials Select is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Materials Select's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Materials Select '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 Materials Select'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 Materials Select.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Materials Select on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Materials Select Sector or generate 0.0% return on investment in Materials Select over 90 days. Materials Select is related to or competes with Vanguard Communication, IShares SP, First Trust, IShares Biotechnology, Vanguard, Alpha Architect, and Global X. In seeking to track the performance of the index, the fund employs a replication strategy More
Materials Select 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 Materials Select'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 Materials Select Sector upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.2729 | |||
| Maximum Drawdown | 5.03 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.11 |
Materials Select Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Materials Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Materials Select's standard deviation. In reality, there are many statistical measures that can use Materials Select historical prices to predict the future Materials Select's volatility.| Risk Adjusted Performance | 0.2739 | |||
| Jensen Alpha | 0.3644 | |||
| Total Risk Alpha | 0.2796 | |||
| Sortino Ratio | 0.2832 | |||
| Treynor Ratio | (8.45) |
Materials Select February 15, 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 | 0.2739 | |||
| Market Risk Adjusted Performance | (8.44) | |||
| Mean Deviation | 0.8685 | |||
| Semi Deviation | 0.5969 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 297.54 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.22 | |||
| Information Ratio | 0.2729 | |||
| Jensen Alpha | 0.3644 | |||
| Total Risk Alpha | 0.2796 | |||
| Sortino Ratio | 0.2832 | |||
| Treynor Ratio | (8.45) | |||
| Maximum Drawdown | 5.03 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.11 | |||
| Downside Variance | 1.14 | |||
| Semi Variance | 0.3563 | |||
| Expected Short fall | (1.01) | |||
| Skewness | (0.23) | |||
| Kurtosis | (0.11) |
Materials Select Sector Backtested Returns
Materials Select appears to be very steady, given 3 months investment horizon. Materials Select Sector has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Materials Select, which you can use to evaluate the volatility of the etf. Please exercise Materials Select's Risk Adjusted Performance of 0.2739, downside deviation of 1.07, and Mean Deviation of 0.8685 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of -0.0428, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Materials Select are expected to decrease at a much lower rate. During the bear market, Materials Select is likely to outperform the market.
Auto-correlation | 0.88 |
Very good predictability
Materials Select Sector has very good predictability. Overlapping area represents the amount of predictability between Materials Select time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Materials Select Sector price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Materials Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 4.14 |
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 Materials Select Sector offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Materials Select'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 Materials Select Sector Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Materials Select Sector Etf:Check out Materials Select Correlation, Materials Select Volatility and Materials Select Performance module to complement your research on Materials Select. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Materials Select 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.