Parametric Equity Plus Etf Technical Analysis
| PEPS Etf | 29.62 0.24 0.80% |
As of the 5th of February, Parametric Equity holds the Risk Adjusted Performance of 0.0224, semi deviation of 0.9783, and Coefficient Of Variation of 3457.27. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Parametric Equity, as well as the relationship between them. Please check Parametric Equity Plus information ratio and downside variance to decide if Parametric Equity Plus is priced some-what accurately, providing market reflects its current price of 29.62 per share.
Parametric Equity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Parametric, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ParametricParametric | Build AI portfolio with Parametric Etf |
The market value of Parametric Equity Plus is measured differently than its book value, which is the value of Parametric that is recorded on the company's balance sheet. Investors also form their own opinion of Parametric Equity's value that differs from its market value or its book value, called intrinsic value, which is Parametric Equity's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Parametric Equity's market value can be influenced by many factors that don't directly affect Parametric Equity's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Parametric Equity's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Parametric Equity should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Parametric Equity's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Parametric Equity '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 Parametric Equity'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 Parametric Equity.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Parametric Equity on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Parametric Equity Plus or generate 0.0% return on investment in Parametric Equity over 90 days. Parametric Equity is related to or competes with Listed Funds, SPDR SSGA, TrueShares Structured, AIM ETF, Innovator Equity, FT Cboe, and JP Morgan. Parametric Equity is entity of United States More
Parametric Equity 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 Parametric Equity'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 Parametric Equity Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.04 |
Parametric Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parametric Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Parametric Equity's standard deviation. In reality, there are many statistical measures that can use Parametric Equity historical prices to predict the future Parametric Equity's volatility.| Risk Adjusted Performance | 0.0224 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0166 |
Parametric Equity February 5, 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 | 0.0224 | |||
| Market Risk Adjusted Performance | 0.0266 | |||
| Mean Deviation | 0.5995 | |||
| Semi Deviation | 0.9783 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 3457.27 | |||
| Standard Deviation | 0.8299 | |||
| Variance | 0.6887 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0166 | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 1.06 | |||
| Semi Variance | 0.9571 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.59) | |||
| Kurtosis | 1.17 |
Parametric Equity Plus Backtested Returns
Currently, Parametric Equity Plus is very steady. Parametric Equity Plus maintains Sharpe Ratio (i.e., Efficiency) of 0.0571, which implies the entity had a 0.0571 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Parametric Equity Plus, which you can use to evaluate the volatility of the etf. Please check Parametric Equity's Coefficient Of Variation of 3457.27, risk adjusted performance of 0.0224, and Semi Deviation of 0.9783 to confirm if the risk estimate we provide is consistent with the expected return of 0.0473%. The etf holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Parametric Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric Equity is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Parametric Equity Plus has insignificant predictability. Overlapping area represents the amount of predictability between Parametric Equity time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Parametric Equity Plus price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Parametric Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Parametric Equity 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.
Parametric Equity Plus Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 Parametric Equity Plus volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Parametric Equity 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 Parametric Equity Plus 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 Parametric Equity Plus based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Parametric Equity Plus price pattern first instead of the macroeconomic environment surrounding Parametric Equity Plus. By analyzing Parametric Equity'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 Parametric Equity'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 Parametric Equity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Parametric Equity February 5, 2026 Technical Indicators
Most technical analysis of Parametric 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 Parametric from various momentum indicators to cycle indicators. When you analyze Parametric 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 | 0.0224 | |||
| Market Risk Adjusted Performance | 0.0266 | |||
| Mean Deviation | 0.5995 | |||
| Semi Deviation | 0.9783 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 3457.27 | |||
| Standard Deviation | 0.8299 | |||
| Variance | 0.6887 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0166 | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 1.06 | |||
| Semi Variance | 0.9571 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.59) | |||
| Kurtosis | 1.17 |
Parametric Equity February 5, 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 Parametric 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 | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 29.62 | ||
| Day Typical Price | 29.62 | ||
| Price Action Indicator | (0.12) |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Parametric Equity Plus. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
The market value of Parametric Equity Plus is measured differently than its book value, which is the value of Parametric that is recorded on the company's balance sheet. Investors also form their own opinion of Parametric Equity's value that differs from its market value or its book value, called intrinsic value, which is Parametric Equity's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Parametric Equity's market value can be influenced by many factors that don't directly affect Parametric Equity's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Parametric Equity's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Parametric Equity should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Parametric Equity's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.