Flexshares Disciplined Duration Etf Market Value
| MBSD Etf | USD 20.58 0.03 0.15% |
| Symbol | FlexShares |
The market value of FlexShares Disciplined is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Disciplined's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Disciplined'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 FlexShares Disciplined's market value can be influenced by many factors that don't directly affect FlexShares Disciplined'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 FlexShares Disciplined's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Disciplined is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Disciplined'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.
FlexShares Disciplined '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 FlexShares Disciplined'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 FlexShares Disciplined.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in FlexShares Disciplined on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding FlexShares Disciplined Duration or generate 0.0% return on investment in FlexShares Disciplined over 90 days. FlexShares Disciplined is related to or competes with FlexShares Credit, FlexShares Credit, First Trust, First Trust, and FlexShares Real. The underlying index reflects the performance of a selection of investment-grade U.S More
FlexShares Disciplined 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 FlexShares Disciplined'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 FlexShares Disciplined Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2849 | |||
| Information Ratio | 0.3651 | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4936 |
FlexShares Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FlexShares Disciplined's standard deviation. In reality, there are many statistical measures that can use FlexShares Disciplined historical prices to predict the future FlexShares Disciplined's volatility.| Risk Adjusted Performance | 0.0123 | |||
| Jensen Alpha | 0.0053 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.3856 | |||
| Treynor Ratio | 0.0194 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FlexShares Disciplined'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.
FlexShares Disciplined Backtested Returns
At this point, FlexShares Disciplined is very steady. FlexShares Disciplined secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the etf had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FlexShares Disciplined Duration, which you can use to evaluate the volatility of the entity. Please confirm FlexShares Disciplined's Coefficient Of Variation of 2784.55, mean deviation of 0.2399, and Downside Deviation of 0.2849 to check if the risk estimate we provide is consistent with the expected return of 0.0307%. The etf shows a Beta (market volatility) of 0.0414, which means not very significant fluctuations relative to the market. As returns on the market increase, FlexShares Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Disciplined is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
FlexShares Disciplined Duration has poor predictability. Overlapping area represents the amount of predictability between FlexShares Disciplined time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 FlexShares Disciplined price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current FlexShares Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
FlexShares Disciplined lagged returns against current returns
Autocorrelation, which is FlexShares Disciplined 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 FlexShares Disciplined's etf expected returns. We can calculate the autocorrelation of FlexShares Disciplined returns to help us make a trade decision. For example, suppose you find that FlexShares Disciplined 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 |
FlexShares Disciplined 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 FlexShares Disciplined etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FlexShares Disciplined etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FlexShares Disciplined etf over time.
Current vs Lagged Prices |
| Timeline |
FlexShares Disciplined Lagged Returns
When evaluating FlexShares Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FlexShares Disciplined etf have on its future price. FlexShares Disciplined 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, FlexShares Disciplined autocorrelation shows the relationship between FlexShares Disciplined etf current value and its past values and can show if there is a momentum factor associated with investing in FlexShares Disciplined Duration.
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 FlexShares Disciplined is a strong investment it is important to analyze FlexShares Disciplined's 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 FlexShares Disciplined's future performance. For an informed investment choice regarding FlexShares Etf, refer to the following important reports:Check out FlexShares Disciplined Correlation, FlexShares Disciplined Volatility and FlexShares Disciplined Alpha and Beta module to complement your research on FlexShares Disciplined. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
FlexShares Disciplined 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.