Managed Portfolio Series Etf Fundamentals
| LCR Etf | USD 34.12 0.34 1.01% |
Managed Portfolio Series fundamentals help investors to digest information that contributes to Managed Portfolio's financial success or failures. It also enables traders to predict the movement of Managed Etf. The fundamental analysis module provides a way to measure Managed Portfolio's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Managed Portfolio etf.
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Managed Portfolio Series ETF Beta Analysis
Managed Portfolio's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Managed Portfolio Beta | 0.76 |
Most of Managed Portfolio's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Managed Portfolio Series is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
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In accordance with the recently published financial statements, Managed Portfolio Series has a Beta of 0.76. This is much higher than that of the Leuthold family and significantly higher than that of the Tactical Allocation category. The beta for all United States etfs is notably lower than that of the firm.
Managed Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Managed Portfolio's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Managed Portfolio could also be used in its relative valuation, which is a method of valuing Managed Portfolio by comparing valuation metrics of similar companies.Managed Portfolio is currently under evaluation in beta as compared to similar ETFs.
Fund Asset Allocation for Managed Portfolio
The fund invests 49.59% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (4.63%) and various exotic instruments.Asset allocation divides Managed Portfolio's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
As returns on the market increase, Managed Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Portfolio is expected to be smaller as well.
Managed Fundamentals
| Beta | 0.76 | |||
| Total Asset | 51.13 M | |||
| One Year Return | 3.10 % | |||
| Three Year Return | 5.40 % | |||
| Five Year Return | 8.90 % | |||
| Net Asset | 51.13 M | |||
| Equity Positions Weight | 49.59 % | |||
| Bond Positions Weight | 4.63 % |
About Managed Portfolio Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Managed Portfolio Series's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Managed Portfolio using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Managed Portfolio Series based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund is an actively-managed exchanged-traded fund of funds and seeks to achieve its objective by investing primarily in other registered investment companies, including other actively-managed exchange-traded funds and index-based ETFs , that provide exposure to a broad range of asset classes. Leuthold Core is traded on NYSEARCA Exchange in the United States.
Pair Trading with Managed Portfolio
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 Managed Portfolio 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 Managed Portfolio will appreciate offsetting losses from the drop in the long position's value.Moving together with Managed Etf
| 0.9 | TDSC | Cabana Target Drawdown | PairCorr |
| 0.9 | YYY | Amplify High Income | PairCorr |
| 0.87 | FVC | First Trust Dorsey | PairCorr |
| 0.68 | TDSB | Cabana Target Drawdown | PairCorr |
| 0.95 | GMOM | Cambria Global Momentum | PairCorr |
Moving against Managed Etf
The ability to find closely correlated positions to Managed Portfolio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Managed Portfolio 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 Managed Portfolio - 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 Managed Portfolio Series to buy it.
The correlation of Managed Portfolio 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 Managed Portfolio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Managed Portfolio Series 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 Managed Portfolio 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 Managed Portfolio Piotroski F Score and Managed Portfolio Altman Z Score analysis. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
The market value of Managed Portfolio Series is measured differently than its book value, which is the value of Managed that is recorded on the company's balance sheet. Investors also form their own opinion of Managed Portfolio's value that differs from its market value or its book value, called intrinsic value, which is Managed Portfolio'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 Managed Portfolio's market value can be influenced by many factors that don't directly affect Managed Portfolio'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 Managed Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Managed Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Managed Portfolio'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.