Anfield Dynamic Fixed Etf Market Value
| ADFI Etf | USD 8.50 0.13 1.51% |
| Symbol | Anfield |
The market value of Anfield Dynamic Fixed is measured differently than its book value, which is the value of Anfield that is recorded on the company's balance sheet. Investors also form their own opinion of Anfield Dynamic's value that differs from its market value or its book value, called intrinsic value, which is Anfield Dynamic'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 Anfield Dynamic's market value can be influenced by many factors that don't directly affect Anfield Dynamic'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 Anfield Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Anfield Dynamic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Anfield Dynamic'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.
Anfield Dynamic '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 Anfield Dynamic'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 Anfield Dynamic.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in Anfield Dynamic on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Anfield Dynamic Fixed or generate 0.0% return on investment in Anfield Dynamic over 60 days. Anfield Dynamic is related to or competes with IShares Core, First Trust, SPDR DoubleLine, Hartford Total, Invesco Total, IShares Trust, and JPMorgan Core. The fund is an actively managed ETF that is a fund of funds, meaning that it primarily invests its assets in securities ... More
Anfield Dynamic 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 Anfield Dynamic'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 Anfield Dynamic Fixed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.6977 |
Anfield Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anfield Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anfield Dynamic's standard deviation. In reality, there are many statistical measures that can use Anfield Dynamic historical prices to predict the future Anfield Dynamic's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 1.52 |
Anfield Dynamic Fixed Backtested Returns
Anfield Dynamic Fixed secures Sharpe Ratio (or Efficiency) of -0.099, which signifies that the etf had a -0.099% return per unit of standard deviation over the last 3 months. Anfield Dynamic Fixed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anfield Dynamic's risk adjusted performance of (0.04), and Mean Deviation of 0.3505 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.0208, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Anfield Dynamic are expected to decrease at a much lower rate. During the bear market, Anfield Dynamic is likely to outperform the market.
Auto-correlation | -0.42 |
Modest reverse predictability
Anfield Dynamic Fixed has modest reverse predictability. Overlapping area represents the amount of predictability between Anfield Dynamic time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anfield Dynamic Fixed price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Anfield Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anfield Dynamic Fixed lagged returns against current returns
Autocorrelation, which is Anfield Dynamic 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 Anfield Dynamic's etf expected returns. We can calculate the autocorrelation of Anfield Dynamic returns to help us make a trade decision. For example, suppose you find that Anfield Dynamic 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 |
Anfield Dynamic 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 Anfield Dynamic etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anfield Dynamic etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anfield Dynamic etf over time.
Current vs Lagged Prices |
| Timeline |
Anfield Dynamic Lagged Returns
When evaluating Anfield Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anfield Dynamic etf have on its future price. Anfield Dynamic 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, Anfield Dynamic autocorrelation shows the relationship between Anfield Dynamic etf current value and its past values and can show if there is a momentum factor associated with investing in Anfield Dynamic Fixed.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Anfield Dynamic Fixed offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Anfield Dynamic's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Anfield Dynamic Fixed Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Anfield Dynamic Fixed Etf:Check out Anfield Dynamic Correlation, Anfield Dynamic Volatility and Anfield Dynamic Alpha and Beta module to complement your research on Anfield Dynamic. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Anfield Dynamic 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.