Quadratic Interest Rate Etf Market Value
| IVOL Etf | USD 17.78 0.07 0.39% |
| Symbol | Quadratic |
The market value of Quadratic Interest Rate is measured differently than its book value, which is the value of Quadratic that is recorded on the company's balance sheet. Investors also form their own opinion of Quadratic Interest's value that differs from its market value or its book value, called intrinsic value, which is Quadratic Interest'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 Quadratic Interest's market value can be influenced by many factors that don't directly affect Quadratic Interest'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 Quadratic Interest's value and its price as these two are different measures arrived at by different means. Investors typically determine if Quadratic Interest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quadratic Interest'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.
Quadratic Interest '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 Quadratic Interest'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 Quadratic Interest.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in Quadratic Interest on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Quadratic Interest Rate or generate 0.0% return on investment in Quadratic Interest over 60 days. Quadratic Interest is related to or competes with Horizon Kinetics, Simplify Interest, Quadratic Deflation, Cambria Tail, and Schwab TIPS. The fund is actively managed and seeks to achieve its investment objective primarily by investing, directly or indirectl... More
Quadratic Interest 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 Quadratic Interest'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 Quadratic Interest Rate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.5735 |
Quadratic Interest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quadratic Interest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quadratic Interest's standard deviation. In reality, there are many statistical measures that can use Quadratic Interest historical prices to predict the future Quadratic Interest's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (2.80) |
Quadratic Interest Rate Backtested Returns
Quadratic Interest Rate maintains Sharpe Ratio (i.e., Efficiency) of -0.24, which implies the entity had a -0.24% return per unit of risk over the last 3 months. Quadratic Interest Rate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quadratic Interest's Risk Adjusted Performance of (0.16), coefficient of variation of (449.33), and Variance of 0.304 to confirm the risk estimate we provide. The etf holds a Beta of 0.0474, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quadratic Interest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quadratic Interest is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Quadratic Interest Rate has good predictability. Overlapping area represents the amount of predictability between Quadratic Interest 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 Quadratic Interest Rate price movement. The serial correlation of 0.66 indicates that around 66.0% of current Quadratic Interest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quadratic Interest Rate lagged returns against current returns
Autocorrelation, which is Quadratic Interest 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 Quadratic Interest's etf expected returns. We can calculate the autocorrelation of Quadratic Interest returns to help us make a trade decision. For example, suppose you find that Quadratic Interest 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 |
Quadratic Interest 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 Quadratic Interest etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quadratic Interest etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quadratic Interest etf over time.
Current vs Lagged Prices |
| Timeline |
Quadratic Interest Lagged Returns
When evaluating Quadratic Interest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quadratic Interest etf have on its future price. Quadratic Interest 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, Quadratic Interest autocorrelation shows the relationship between Quadratic Interest etf current value and its past values and can show if there is a momentum factor associated with investing in Quadratic Interest Rate.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Quadratic Interest Correlation, Quadratic Interest Volatility and Quadratic Interest Alpha and Beta module to complement your research on Quadratic Interest. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Quadratic Interest 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.