Avantis International Small Etf Market Value

AVDV Etf  USD 67.48  0.36  0.53%   
Avantis International's market value is the price at which a share of Avantis International trades on a public exchange. It measures the collective expectations of Avantis International Small investors about its performance. Avantis International is selling for under 67.48 as of the 1st of March 2025; that is 0.53 percent decrease since the beginning of the trading day. The etf's lowest day price was 66.98.
With this module, you can estimate the performance of a buy and hold strategy of Avantis International Small and determine expected loss or profit from investing in Avantis International over a given investment horizon. Check out Avantis International Correlation, Avantis International Volatility and Avantis International Alpha and Beta module to complement your research on Avantis International.
Symbol

The market value of Avantis International is measured differently than its book value, which is the value of Avantis that is recorded on the company's balance sheet. Investors also form their own opinion of Avantis International's value that differs from its market value or its book value, called intrinsic value, which is Avantis International'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 Avantis International's market value can be influenced by many factors that don't directly affect Avantis International'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 Avantis International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Avantis International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Avantis International'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.

Avantis International '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 Avantis International'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 Avantis International.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in Avantis International on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Avantis International Small or generate 0.0% return on investment in Avantis International over 30 days. Avantis International is related to or competes with Avantis Small, Avantis Emerging, Avantis International, Avantis Equity, and Avantis Emerging. The fund invests primarily in a diverse group of non-U.S More

Avantis International 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 Avantis International'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 Avantis International Small upside and downside potential and time the market with a certain degree of confidence.

Avantis International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Avantis International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avantis International's standard deviation. In reality, there are many statistical measures that can use Avantis International historical prices to predict the future Avantis International's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Avantis International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
66.7667.5068.24
Details
Intrinsic
Valuation
LowRealHigh
66.4767.2167.95
Details
Naive
Forecast
LowNextHigh
66.4267.1667.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
66.3067.8669.43
Details

Avantis International Backtested Returns

At this stage we consider Avantis Etf to be very steady. Avantis International secures Sharpe Ratio (or Efficiency) of 0.0559, which signifies that the etf had a 0.0559 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Avantis International Small, which you can use to evaluate the volatility of the entity. Please confirm Avantis International's risk adjusted performance of 0.0624, and Mean Deviation of 0.5721 to double-check if the risk estimate we provide is consistent with the expected return of 0.0412%. The etf shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Avantis International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Avantis International is expected to be smaller as well.

Auto-correlation

    
  -0.68  

Very good reverse predictability

Avantis International Small has very good reverse predictability. Overlapping area represents the amount of predictability between Avantis International time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avantis International price movement. The serial correlation of -0.68 indicates that around 68.0% of current Avantis International price fluctuation can be explain by its past prices.
Correlation Coefficient-0.68
Spearman Rank Test-0.71
Residual Average0.0
Price Variance0.21

Avantis International lagged returns against current returns

Autocorrelation, which is Avantis International 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 Avantis International's etf expected returns. We can calculate the autocorrelation of Avantis International returns to help us make a trade decision. For example, suppose you find that Avantis International 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  

Avantis International 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 Avantis International etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avantis International etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avantis International etf over time.
   Current vs Lagged Prices   
       Timeline  

Avantis International Lagged Returns

When evaluating Avantis International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avantis International etf have on its future price. Avantis International 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, Avantis International autocorrelation shows the relationship between Avantis International etf current value and its past values and can show if there is a momentum factor associated with investing in Avantis International Small.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether Avantis International is a strong investment it is important to analyze Avantis International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Avantis International's future performance. For an informed investment choice regarding Avantis Etf, refer to the following important reports:
Check out Avantis International Correlation, Avantis International Volatility and Avantis International Alpha and Beta module to complement your research on Avantis International.
You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Avantis International 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.
A focus of Avantis International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Avantis International trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...