The Advisors Inner Etf Market Value
| FINT Etf | 25.12 0.12 0.48% |
| Symbol | Advisors |
The market value of Advisors Inner is measured differently than its book value, which is the value of Advisors that is recorded on the company's balance sheet. Investors also form their own opinion of Advisors Inner's value that differs from its market value or its book value, called intrinsic value, which is Advisors Inner'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 Advisors Inner's market value can be influenced by many factors that don't directly affect Advisors Inner'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 Advisors Inner's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advisors Inner is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisors Inner'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.
Advisors Inner '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 Advisors Inner'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 Advisors Inner.
| 11/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Advisors Inner on November 8, 2024 and sell it all today you would earn a total of 0.00 from holding The Advisors Inner or generate 0.0% return on investment in Advisors Inner over 60 days. Advisors Inner is related to or competes with JPMorgan Fundamental, Matthews China, Davis Select, Dimensional ETF, Principal Value, Vanguard Small, and Vanguard Mid. More
Advisors Inner 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 Advisors Inner'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 The Advisors Inner upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0034 | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.92 |
Advisors Inner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Inner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisors Inner's standard deviation. In reality, there are many statistical measures that can use Advisors Inner historical prices to predict the future Advisors Inner's volatility.| Risk Adjusted Performance | 0.0311 | |||
| Jensen Alpha | 0.0206 | |||
| Total Risk Alpha | 0.0029 | |||
| Treynor Ratio | 2.56 |
Advisors Inner Backtested Returns
Advisors Inner is out of control given 3 months investment horizon. Advisors Inner secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the etf had a 0.3% return per unit of standard deviation over the last 3 months. We were able to interpolate twenty-three different technical indicators, which can help you to evaluate if expected returns of 90.94% are justified by taking the suggested risk. Use Advisors Inner Coefficient Of Variation of 2594.52, mean deviation of 0.4846, and Risk Adjusted Performance of 0.0311 to evaluate company specific risk that cannot be diversified away. The etf shows a Beta (market volatility) of 0.0081, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Advisors Inner's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisors Inner is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
The Advisors Inner has no correlation between past and present. Overlapping area represents the amount of predictability between Advisors Inner time series from 8th of November 2024 to 8th of December 2024 and 8th of December 2024 to 7th of January 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 Advisors Inner price movement. The serial correlation of 0.0 indicates that just 0.0% of current Advisors Inner price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Advisors Inner lagged returns against current returns
Autocorrelation, which is Advisors Inner 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 Advisors Inner's etf expected returns. We can calculate the autocorrelation of Advisors Inner returns to help us make a trade decision. For example, suppose you find that Advisors Inner 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 |
Advisors Inner 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 Advisors Inner etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisors Inner etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisors Inner etf over time.
Current vs Lagged Prices |
| Timeline |
Advisors Inner Lagged Returns
When evaluating Advisors Inner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisors Inner etf have on its future price. Advisors Inner 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, Advisors Inner autocorrelation shows the relationship between Advisors Inner etf current value and its past values and can show if there is a momentum factor associated with investing in The Advisors Inner.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Advisors Inner Correlation, Advisors Inner Volatility and Advisors Inner Alpha and Beta module to complement your research on Advisors Inner. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Advisors Inner 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.