Listed Funds Trust Etf Market Value
| JANZ Etf | USD 35.84 0.13 0.36% |
| Symbol | Listed |
The market value of Listed Funds Trust is measured differently than its book value, which is the value of Listed that is recorded on the company's balance sheet. Investors also form their own opinion of Listed Funds' value that differs from its market value or its book value, called intrinsic value, which is Listed Funds' 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 Listed Funds' market value can be influenced by many factors that don't directly affect Listed Funds' 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 Listed Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Listed Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Listed Funds' 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.
Listed Funds '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 Listed Funds' 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 Listed Funds.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Listed Funds on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Listed Funds Trust or generate 0.0% return on investment in Listed Funds over 30 days. Listed Funds is related to or competes with Trueshares Structured, Listed Funds, TrueShares Structured, TrueShares Structured, and TrueShares Structured. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its... More
Listed Funds 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 Listed Funds' 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 Listed Funds Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6558 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.8485 |
Listed Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Listed Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Listed Funds' standard deviation. In reality, there are many statistical measures that can use Listed Funds historical prices to predict the future Listed Funds' volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1086 |
Listed Funds Trust Backtested Returns
At this stage we consider Listed Etf to be very steady. Listed Funds Trust has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Listed Funds, which you can use to evaluate the volatility of the etf. Please verify Listed Funds' Risk Adjusted Performance of 0.1008, downside deviation of 0.6558, and Mean Deviation of 0.434 to check out if the risk estimate we provide is consistent with the expected return of 0.0791%. The etf secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Listed Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Listed Funds is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Listed Funds Trust has excellent predictability. Overlapping area represents the amount of predictability between Listed Funds time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Listed Funds Trust price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Listed Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Listed Funds Trust lagged returns against current returns
Autocorrelation, which is Listed Funds 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 Listed Funds' etf expected returns. We can calculate the autocorrelation of Listed Funds returns to help us make a trade decision. For example, suppose you find that Listed Funds 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 |
Listed Funds 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 Listed Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Listed Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Listed Funds etf over time.
Current vs Lagged Prices |
| Timeline |
Listed Funds Lagged Returns
When evaluating Listed Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Listed Funds etf have on its future price. Listed Funds 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, Listed Funds autocorrelation shows the relationship between Listed Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Listed Funds Trust.
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 Listed Funds Trust is a strong investment it is important to analyze Listed Funds' 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 Listed Funds' future performance. For an informed investment choice regarding Listed Etf, refer to the following important reports:Check out Listed Funds Correlation, Listed Funds Volatility and Listed Funds Alpha and Beta module to complement your research on Listed Funds. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Listed Funds 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.