Leadersharestm Alphafactor Core Etf Technical Analysis
| LSAF Etf | USD 46.13 0.33 0.71% |
As of the 30th of January, LeaderSharesTM AlphaFactor secures the Downside Deviation of 0.8585, mean deviation of 0.6539, and Risk Adjusted Performance of 0.0857. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of LeaderSharesTM AlphaFactor, as well as the relationship between them. Please verify LeaderSharesTM AlphaFactor downside deviation, treynor ratio, expected short fall, as well as the relationship between the variance and potential upside to decide if LeaderSharesTM AlphaFactor Core is priced some-what accurately, providing market reflects its recent price of 46.13 per share.
LeaderSharesTM AlphaFactor Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as LeaderSharesTM, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LeaderSharesTMLeaderSharesTM | Build AI portfolio with LeaderSharesTM Etf |
The market value of LeaderSharesTM AlphaFactor is measured differently than its book value, which is the value of LeaderSharesTM that is recorded on the company's balance sheet. Investors also form their own opinion of LeaderSharesTM AlphaFactor's value that differs from its market value or its book value, called intrinsic value, which is LeaderSharesTM AlphaFactor's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because LeaderSharesTM AlphaFactor's market value can be influenced by many factors that don't directly affect LeaderSharesTM AlphaFactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that LeaderSharesTM AlphaFactor's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether LeaderSharesTM AlphaFactor represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, LeaderSharesTM AlphaFactor's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
LeaderSharesTM AlphaFactor '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 LeaderSharesTM AlphaFactor'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 LeaderSharesTM AlphaFactor.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in LeaderSharesTM AlphaFactor on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding LeaderSharesTM AlphaFactor Core or generate 0.0% return on investment in LeaderSharesTM AlphaFactor over 90 days. LeaderSharesTM AlphaFactor is related to or competes with Main International, Ultimus Managers, RBB Fund, Timothy Plan, Ballast SmallMid, ProShares Ultra, and Counterpoint Quantitative. Under normal circumstances, at least 80 percent of the funds net assets, including any borrowings for investment purpose... More
LeaderSharesTM AlphaFactor 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 LeaderSharesTM AlphaFactor'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 LeaderSharesTM AlphaFactor Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8585 | |||
| Information Ratio | 0.0461 | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 |
LeaderSharesTM AlphaFactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LeaderSharesTM AlphaFactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LeaderSharesTM AlphaFactor's standard deviation. In reality, there are many statistical measures that can use LeaderSharesTM AlphaFactor historical prices to predict the future LeaderSharesTM AlphaFactor's volatility.| Risk Adjusted Performance | 0.0857 | |||
| Jensen Alpha | 0.0968 | |||
| Total Risk Alpha | 0.0296 | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | (0.99) |
LeaderSharesTM AlphaFactor 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 | 0.0857 | |||
| Market Risk Adjusted Performance | (0.98) | |||
| Mean Deviation | 0.6539 | |||
| Semi Deviation | 0.6899 | |||
| Downside Deviation | 0.8585 | |||
| Coefficient Of Variation | 865.46 | |||
| Standard Deviation | 0.883 | |||
| Variance | 0.7797 | |||
| Information Ratio | 0.0461 | |||
| Jensen Alpha | 0.0968 | |||
| Total Risk Alpha | 0.0296 | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | (0.99) | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 | |||
| Downside Variance | 0.7371 | |||
| Semi Variance | 0.4759 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.0345 | |||
| Kurtosis | 0.5813 |
LeaderSharesTM AlphaFactor Backtested Returns
At this point, LeaderSharesTM AlphaFactor is very steady. LeaderSharesTM AlphaFactor has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for LeaderSharesTM AlphaFactor, which you can use to evaluate the volatility of the etf. Please verify LeaderSharesTM AlphaFactor's Mean Deviation of 0.6539, risk adjusted performance of 0.0857, and Downside Deviation of 0.8585 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The etf secures a Beta (Market Risk) of -0.0926, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LeaderSharesTM AlphaFactor are expected to decrease at a much lower rate. During the bear market, LeaderSharesTM AlphaFactor is likely to outperform the market.
Auto-correlation | 0.40 |
Average predictability
LeaderSharesTM AlphaFactor Core has average predictability. Overlapping area represents the amount of predictability between LeaderSharesTM AlphaFactor 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 LeaderSharesTM AlphaFactor price movement. The serial correlation of 0.4 indicates that just about 40.0% of current LeaderSharesTM AlphaFactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
LeaderSharesTM AlphaFactor 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.
LeaderSharesTM AlphaFactor Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of LeaderSharesTM AlphaFactor volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About LeaderSharesTM AlphaFactor Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of LeaderSharesTM AlphaFactor Core on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of LeaderSharesTM AlphaFactor Core based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on LeaderSharesTM AlphaFactor price pattern first instead of the macroeconomic environment surrounding LeaderSharesTM AlphaFactor. By analyzing LeaderSharesTM AlphaFactor's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of LeaderSharesTM AlphaFactor's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to LeaderSharesTM AlphaFactor specific price patterns or momentum indicators. Please read more on our technical analysis page.
LeaderSharesTM AlphaFactor January 30, 2026 Technical Indicators
Most technical analysis of LeaderSharesTM help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for LeaderSharesTM from various momentum indicators to cycle indicators. When you analyze LeaderSharesTM charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0857 | |||
| Market Risk Adjusted Performance | (0.98) | |||
| Mean Deviation | 0.6539 | |||
| Semi Deviation | 0.6899 | |||
| Downside Deviation | 0.8585 | |||
| Coefficient Of Variation | 865.46 | |||
| Standard Deviation | 0.883 | |||
| Variance | 0.7797 | |||
| Information Ratio | 0.0461 | |||
| Jensen Alpha | 0.0968 | |||
| Total Risk Alpha | 0.0296 | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | (0.99) | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 | |||
| Downside Variance | 0.7371 | |||
| Semi Variance | 0.4759 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.0345 | |||
| Kurtosis | 0.5813 |
LeaderSharesTM AlphaFactor January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as LeaderSharesTM stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 15.99 | ||
| Daily Balance Of Power | (1.43) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 46.06 | ||
| Day Typical Price | 46.08 | ||
| Price Action Indicator | (0.09) |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in LeaderSharesTM AlphaFactor Core. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
The market value of LeaderSharesTM AlphaFactor is measured differently than its book value, which is the value of LeaderSharesTM that is recorded on the company's balance sheet. Investors also form their own opinion of LeaderSharesTM AlphaFactor's value that differs from its market value or its book value, called intrinsic value, which is LeaderSharesTM AlphaFactor's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because LeaderSharesTM AlphaFactor's market value can be influenced by many factors that don't directly affect LeaderSharesTM AlphaFactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that LeaderSharesTM AlphaFactor's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether LeaderSharesTM AlphaFactor represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, LeaderSharesTM AlphaFactor's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.