Advisorshares Trust Etf Technical Analysis
| MSOX Etf | USD 3.24 0.01 0.31% |
As of the 31st of January, AdvisorShares Trust shows the Mean Deviation of 10.65, downside deviation of 13.12, and Risk Adjusted Performance of 0.0189. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of AdvisorShares Trust, as well as the relationship between them.
AdvisorShares Trust Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as AdvisorShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AdvisorSharesAdvisorShares | Build AI portfolio with AdvisorShares Etf |
Investors evaluate AdvisorShares Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating AdvisorShares Trust's 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 AdvisorShares Trust's market price to deviate significantly from intrinsic value.
Understanding that AdvisorShares Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether AdvisorShares Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, AdvisorShares Trust's market price signifies the transaction level at which participants voluntarily complete trades.
AdvisorShares Trust '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 AdvisorShares Trust'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 AdvisorShares Trust.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in AdvisorShares Trust on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding AdvisorShares Trust or generate 0.0% return on investment in AdvisorShares Trust over 90 days. AdvisorShares Trust is related to or competes with ProShares UltraShort, WBI BullBear, Roundhill GLP, PeakShares Sector, Pacer Swan, NestYield Dynamic, and Innovator Premium. The fund will enter into one or more swap agreements intended to produce economically-leveraged investment results relat... More
AdvisorShares Trust 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 AdvisorShares Trust'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 AdvisorShares Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.12 | |||
| Information Ratio | 0.0095 | |||
| Maximum Drawdown | 158.44 | |||
| Value At Risk | (17.30) | |||
| Potential Upside | 21.96 |
AdvisorShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AdvisorShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AdvisorShares Trust's standard deviation. In reality, there are many statistical measures that can use AdvisorShares Trust historical prices to predict the future AdvisorShares Trust's volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.2196 | |||
| Total Risk Alpha | (1.08) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 1.73 |
AdvisorShares Trust January 31, 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 | 0.0189 | |||
| Market Risk Adjusted Performance | 1.74 | |||
| Mean Deviation | 10.65 | |||
| Semi Deviation | 12.76 | |||
| Downside Deviation | 13.12 | |||
| Coefficient Of Variation | 7793.16 | |||
| Standard Deviation | 18.42 | |||
| Variance | 339.14 | |||
| Information Ratio | 0.0095 | |||
| Jensen Alpha | 0.2196 | |||
| Total Risk Alpha | (1.08) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 1.73 | |||
| Maximum Drawdown | 158.44 | |||
| Value At Risk | (17.30) | |||
| Potential Upside | 21.96 | |||
| Downside Variance | 172.09 | |||
| Semi Variance | 162.79 | |||
| Expected Short fall | (13.26) | |||
| Skewness | 2.91 | |||
| Kurtosis | 18.15 |
AdvisorShares Trust Backtested Returns
AdvisorShares Trust appears to be abnormally volatile, given 3 months investment horizon. AdvisorShares Trust secures Sharpe Ratio (or Efficiency) of 0.027, which signifies that the etf had a 0.027 % return per unit of risk over the last 3 months. By analyzing AdvisorShares Trust's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of AdvisorShares Trust's Risk Adjusted Performance of 0.0189, mean deviation of 10.65, and Downside Deviation of 13.12 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AdvisorShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding AdvisorShares Trust is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
AdvisorShares Trust has insignificant predictability. Overlapping area represents the amount of predictability between AdvisorShares Trust time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 AdvisorShares Trust price movement. The serial correlation of 0.1 indicates that less than 10.0% of current AdvisorShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
AdvisorShares Trust 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.
AdvisorShares Trust 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 AdvisorShares Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About AdvisorShares Trust 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 AdvisorShares Trust 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 AdvisorShares Trust based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on AdvisorShares Trust price pattern first instead of the macroeconomic environment surrounding AdvisorShares Trust. By analyzing AdvisorShares Trust'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 AdvisorShares Trust'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 AdvisorShares Trust specific price patterns or momentum indicators. Please read more on our technical analysis page.
AdvisorShares Trust January 31, 2026 Technical Indicators
Most technical analysis of AdvisorShares 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 AdvisorShares from various momentum indicators to cycle indicators. When you analyze AdvisorShares 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 | 0.0189 | |||
| Market Risk Adjusted Performance | 1.74 | |||
| Mean Deviation | 10.65 | |||
| Semi Deviation | 12.76 | |||
| Downside Deviation | 13.12 | |||
| Coefficient Of Variation | 7793.16 | |||
| Standard Deviation | 18.42 | |||
| Variance | 339.14 | |||
| Information Ratio | 0.0095 | |||
| Jensen Alpha | 0.2196 | |||
| Total Risk Alpha | (1.08) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 1.73 | |||
| Maximum Drawdown | 158.44 | |||
| Value At Risk | (17.30) | |||
| Potential Upside | 21.96 | |||
| Downside Variance | 172.09 | |||
| Semi Variance | 162.79 | |||
| Expected Short fall | (13.26) | |||
| Skewness | 2.91 | |||
| Kurtosis | 18.15 |
AdvisorShares Trust One Year Return
Based on the recorded statements, AdvisorShares Trust has an One Year Return of -53.1%. This is 571.16% lower than that of the AdvisorShares family and significantly lower than that of the Trading--Leveraged Equity category. The one year return for all United States etfs is notably higher than that of the company.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.AdvisorShares Trust January 31, 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 AdvisorShares 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 | 115,558 | ||
| Daily Balance Of Power | (0.03) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 3.33 | ||
| Day Typical Price | 3.30 | ||
| Price Action Indicator | (0.09) |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in AdvisorShares Trust . Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Investors evaluate AdvisorShares Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating AdvisorShares Trust's 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 AdvisorShares Trust's market price to deviate significantly from intrinsic value.
Understanding that AdvisorShares Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether AdvisorShares Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, AdvisorShares Trust's market price signifies the transaction level at which participants voluntarily complete trades.