Fm 10 Year Investment Etf Market Value
| ZTEN Etf | 49.40 0.00 0.00% |
| Symbol | ZTEN |
The market value of Fm 10 Year is measured differently than its book value, which is the value of ZTEN that is recorded on the company's balance sheet. Investors also form their own opinion of Fm 10's value that differs from its market value or its book value, called intrinsic value, which is Fm 10'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 Fm 10's market value can be influenced by many factors that don't directly affect Fm 10'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 Fm 10's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fm 10 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fm 10'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.
Fm 10 '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 Fm 10'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 Fm 10.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Fm 10 on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Fm 10 Year Investment or generate 0.0% return on investment in Fm 10 over 30 days. Fm 10 is related to or competes with VanEck Vectors, Valued Advisers, Xtrackers California, Principal Exchange, Vanguard ESG, PIMCO Enhanced, and Vanguard Intermediate. Fm 10 is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Fm 10 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 Fm 10'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 Fm 10 Year Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.1 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.5862 |
Fm 10 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fm 10's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fm 10's standard deviation. In reality, there are many statistical measures that can use Fm 10 historical prices to predict the future Fm 10's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fm 10'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.
Fm 10 Year Backtested Returns
Fm 10 Year retains Efficiency (Sharpe Ratio) of -0.0507, which denotes the etf had a -0.0507 % return per unit of price deviation over the last 3 months. Fm 10 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fm 10's Standard Deviation of 0.4228, information ratio of (0.15), and Market Risk Adjusted Performance of (0.32) to check the risk estimate we provide. The etf owns a Beta (Systematic Risk) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Fm 10's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fm 10 is expected to be smaller as well.
Auto-correlation | -0.58 |
Good reverse predictability
Fm 10 Year Investment has good reverse predictability. Overlapping area represents the amount of predictability between Fm 10 time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fm 10 Year price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Fm 10 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Fm 10 Year lagged returns against current returns
Autocorrelation, which is Fm 10 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 Fm 10's etf expected returns. We can calculate the autocorrelation of Fm 10 returns to help us make a trade decision. For example, suppose you find that Fm 10 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 |
Fm 10 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 Fm 10 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fm 10 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fm 10 etf over time.
Current vs Lagged Prices |
| Timeline |
Fm 10 Lagged Returns
When evaluating Fm 10's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fm 10 etf have on its future price. Fm 10 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, Fm 10 autocorrelation shows the relationship between Fm 10 etf current value and its past values and can show if there is a momentum factor associated with investing in Fm 10 Year Investment.
Regressed Prices |
| Timeline |
Pair Trading with Fm 10
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 Fm 10 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 Fm 10 will appreciate offsetting losses from the drop in the long position's value.Moving together with ZTEN Etf
| 0.96 | BLV | Vanguard Long Term | PairCorr |
| 0.97 | IGLB | iShares 10 Year | PairCorr |
| 0.97 | SPLB | SPDR Barclays Long | PairCorr |
| 0.94 | FFIU | Fieldstone UVA Uncon | PairCorr |
| 0.98 | LKOR | FlexShares Credit | PairCorr |
Moving against ZTEN Etf
The ability to find closely correlated positions to Fm 10 could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Fm 10 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 Fm 10 - 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 Fm 10 Year Investment to buy it.
The correlation of Fm 10 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 Fm 10 moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Fm 10 Year 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 Fm 10 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 Fm 10 Correlation, Fm 10 Volatility and Fm 10 Alpha and Beta module to complement your research on Fm 10. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Fm 10 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.