Xtrackers International Real Etf Market Value
| HAUZ Etf | USD 20.51 0.21 1.03% |
| Symbol | Xtrackers |
The market value of Xtrackers International is measured differently than its book value, which is the value of Xtrackers that is recorded on the company's balance sheet. Investors also form their own opinion of Xtrackers International's value that differs from its market value or its book value, called intrinsic value, which is Xtrackers 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 Xtrackers International's market value can be influenced by many factors that don't directly affect Xtrackers 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 Xtrackers International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers 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.
Xtrackers 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 Xtrackers 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 Xtrackers International.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Xtrackers International on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers International Real or generate 0.0% return on investment in Xtrackers International over 30 days. Xtrackers International is related to or competes with Schwab Fundamental, SPDR Bloomberg, Schwab Fundamental, Schwab Fundamental, and Schwab Fundamental. The fund, using a passive or indexing investment approach, seeks investment results that correspond generally to the per... More
Xtrackers 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 Xtrackers 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 Xtrackers International Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7576 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.57 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.28 |
Xtrackers International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers International's standard deviation. In reality, there are many statistical measures that can use Xtrackers International historical prices to predict the future Xtrackers International's volatility.| Risk Adjusted Performance | 0.0034 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xtrackers 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.
Xtrackers International Backtested Returns
Xtrackers International shows Sharpe Ratio of -0.0417, which attests that the etf had a -0.0417 % return per unit of risk over the last 3 months. Xtrackers International exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xtrackers International's Market Risk Adjusted Performance of (0.01), mean deviation of 0.597, and Downside Deviation of 0.7576 to validate the risk estimate we provide. The entity maintains a market beta of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xtrackers International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers International is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Xtrackers International Real has virtually no predictability. Overlapping area represents the amount of predictability between Xtrackers International time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Xtrackers International price movement. The serial correlation of 0.02 indicates that only 2.0% of current Xtrackers International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Xtrackers International lagged returns against current returns
Autocorrelation, which is Xtrackers 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 Xtrackers International's etf expected returns. We can calculate the autocorrelation of Xtrackers International returns to help us make a trade decision. For example, suppose you find that Xtrackers 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 |
Xtrackers 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 Xtrackers International etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers International etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers International etf over time.
Current vs Lagged Prices |
| Timeline |
Xtrackers International Lagged Returns
When evaluating Xtrackers International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers International etf have on its future price. Xtrackers 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, Xtrackers International autocorrelation shows the relationship between Xtrackers International etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers International Real.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Xtrackers International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Xtrackers International'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 Xtrackers International Real Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Xtrackers International Real Etf:Check out Xtrackers International Correlation, Xtrackers International Volatility and Xtrackers International Alpha and Beta module to complement your research on Xtrackers International. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Xtrackers 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.