Advisor Managed Portfolios Etf Market Value
| MVPL Etf | 26.98 0.64 2.43% |
| Symbol | Advisor |
The market value of Advisor Managed Port is measured differently than its book value, which is the value of Advisor that is recorded on the company's balance sheet. Investors also form their own opinion of Advisor Managed's value that differs from its market value or its book value, called intrinsic value, which is Advisor Managed'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 Advisor Managed's market value can be influenced by many factors that don't directly affect Advisor Managed'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 Advisor Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advisor Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisor Managed'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.
Advisor Managed '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 Advisor Managed'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 Advisor Managed.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Advisor Managed on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Advisor Managed Portfolios or generate 0.0% return on investment in Advisor Managed over 90 days. Advisor Managed is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, EA Series, FT Cboe, and FT Cboe. Advisor Managed is entity of United States More
Advisor Managed 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 Advisor Managed'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 Advisor Managed Portfolios upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.4 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.4 |
Advisor Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisor Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisor Managed's standard deviation. In reality, there are many statistical measures that can use Advisor Managed historical prices to predict the future Advisor Managed's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | 0.0672 | |||
| Treynor Ratio | (0.66) |
Advisor Managed Port Backtested Returns
Advisor Managed Port secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the etf had a -0.13 % return per unit of risk over the last 3 months. Advisor Managed Portfolios exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Advisor Managed's Mean Deviation of 1.39, standard deviation of 1.77, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advisor Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisor Managed is expected to be smaller as well.
Auto-correlation | -0.48 |
Modest reverse predictability
Advisor Managed Portfolios has modest reverse predictability. Overlapping area represents the amount of predictability between Advisor Managed time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Advisor Managed Port price movement. The serial correlation of -0.48 indicates that about 48.0% of current Advisor Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.39 |
Advisor Managed Port lagged returns against current returns
Autocorrelation, which is Advisor Managed 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 Advisor Managed's etf expected returns. We can calculate the autocorrelation of Advisor Managed returns to help us make a trade decision. For example, suppose you find that Advisor Managed 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 |
Advisor Managed 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 Advisor Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisor Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisor Managed etf over time.
Current vs Lagged Prices |
| Timeline |
Advisor Managed Lagged Returns
When evaluating Advisor Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisor Managed etf have on its future price. Advisor Managed 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, Advisor Managed autocorrelation shows the relationship between Advisor Managed etf current value and its past values and can show if there is a momentum factor associated with investing in Advisor Managed Portfolios.
Regressed Prices |
| Timeline |
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Advisor Managed 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.