Foundations Dynamic Growth Etf Market Value
| FDGR Etf | 12.94 0.25 1.97% |
| Symbol | Foundations |
The market value of Foundations Dynamic is measured differently than its book value, which is the value of Foundations that is recorded on the company's balance sheet. Investors also form their own opinion of Foundations Dynamic's value that differs from its market value or its book value, called intrinsic value, which is Foundations 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 Foundations Dynamic's market value can be influenced by many factors that don't directly affect Foundations 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 Foundations Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Foundations Dynamic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Foundations 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.
Foundations 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 Foundations 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 Foundations Dynamic.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Foundations Dynamic on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Foundations Dynamic Growth or generate 0.0% return on investment in Foundations Dynamic over 90 days. Foundations Dynamic is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, EA Series, FT Cboe, and FT Cboe. Foundations Dynamic is entity of United States More
Foundations 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 Foundations 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 Foundations Dynamic Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 1.97 |
Foundations Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foundations Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foundations Dynamic's standard deviation. In reality, there are many statistical measures that can use Foundations Dynamic historical prices to predict the future Foundations Dynamic's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0031 | |||
| Treynor Ratio | (0.19) |
Foundations Dynamic Backtested Returns
Foundations Dynamic secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the etf had a -0.14 % return per unit of risk over the last 3 months. Foundations Dynamic Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Foundations Dynamic's Mean Deviation of 0.9294, variance of 1.45, and Standard Deviation of 1.2 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.76, which means possible diversification benefits within a given portfolio. As returns on the market increase, Foundations Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Foundations Dynamic is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
Foundations Dynamic Growth has weak reverse predictability. Overlapping area represents the amount of predictability between Foundations Dynamic time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Foundations Dynamic price movement. The serial correlation of -0.23 indicates that over 23.0% of current Foundations Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Foundations Dynamic lagged returns against current returns
Autocorrelation, which is Foundations 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 Foundations Dynamic's etf expected returns. We can calculate the autocorrelation of Foundations Dynamic returns to help us make a trade decision. For example, suppose you find that Foundations 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 |
Foundations 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 Foundations Dynamic etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foundations Dynamic etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foundations Dynamic etf over time.
Current vs Lagged Prices |
| Timeline |
Foundations Dynamic Lagged Returns
When evaluating Foundations Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foundations Dynamic etf have on its future price. Foundations 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, Foundations Dynamic autocorrelation shows the relationship between Foundations Dynamic etf current value and its past values and can show if there is a momentum factor associated with investing in Foundations Dynamic Growth.
Regressed Prices |
| Timeline |
Pair Trading with Foundations Dynamic
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 Foundations Dynamic 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 Foundations Dynamic will appreciate offsetting losses from the drop in the long position's value.Moving together with Foundations Etf
| 1.0 | VUG | Vanguard Growth Index | PairCorr |
| 1.0 | IWF | iShares Russell 1000 | PairCorr |
| 0.99 | IVW | iShares SP 500 | PairCorr |
| 0.99 | SPYG | SPDR Portfolio SP | PairCorr |
| 0.7 | IUSG | iShares Core SP | PairCorr |
Moving against Foundations Etf
| 0.49 | BND | Vanguard Total Bond Sell-off Trend | PairCorr |
| 0.38 | GLD | SPDR Gold Shares | PairCorr |
| 0.33 | VEA | Vanguard FTSE Developed | PairCorr |
The ability to find closely correlated positions to Foundations Dynamic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Foundations Dynamic 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 Foundations Dynamic - 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 Foundations Dynamic Growth to buy it.
The correlation of Foundations Dynamic 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 Foundations Dynamic moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Foundations Dynamic 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 Foundations Dynamic 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 Foundations Dynamic Correlation, Foundations Dynamic Volatility and Foundations Dynamic Alpha and Beta module to complement your research on Foundations Dynamic. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Foundations 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.