National Security Emerging Etf Market Value
| NSI Etf | 26.38 0.50 1.93% |
| Symbol | National |
The market value of National Security is measured differently than its book value, which is the value of National that is recorded on the company's balance sheet. Investors also form their own opinion of National Security's value that differs from its market value or its book value, called intrinsic value, which is National Security'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 National Security's market value can be influenced by many factors that don't directly affect National Security'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 National Security's value and its price as these two are different measures arrived at by different means. Investors typically determine if National Security is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, National Security'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.
National Security '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 National Security'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 National Security.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in National Security on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding National Security Emerging or generate 0.0% return on investment in National Security over 90 days. National Security is related to or competes with Freedom Day, IShares MSCI, Tidal Trust, IShares Dividend, SmartETFs Dividend, Listed Funds, and Martin Currie. National Security is entity of United States More
National Security 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 National Security'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 National Security Emerging upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1085 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 1.57 |
National Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for National Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National Security's standard deviation. In reality, there are many statistical measures that can use National Security historical prices to predict the future National Security's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0431 | |||
| Total Risk Alpha | 0.1614 | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of National Security'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.
National Security Backtested Returns
National Security is very steady at the moment. National Security has Sharpe Ratio of 0.0327, which conveys that the entity had a 0.0327 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for National Security, which you can use to evaluate the volatility of the etf. Please verify National Security's Standard Deviation of 1.1, risk adjusted performance of (0.01), and Mean Deviation of 0.8594 to check out if the risk estimate we provide is consistent with the expected return of 0.0369%. The etf secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, National Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding National Security is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
National Security Emerging has good reverse predictability. Overlapping area represents the amount of predictability between National Security 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 National Security price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current National Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
National Security lagged returns against current returns
Autocorrelation, which is National Security 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 National Security's etf expected returns. We can calculate the autocorrelation of National Security returns to help us make a trade decision. For example, suppose you find that National Security 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 |
National Security 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 National Security etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National Security etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National Security etf over time.
Current vs Lagged Prices |
| Timeline |
National Security Lagged Returns
When evaluating National Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National Security etf have on its future price. National Security 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, National Security autocorrelation shows the relationship between National Security etf current value and its past values and can show if there is a momentum factor associated with investing in National Security Emerging.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether National Security offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of National Security'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 National Security Emerging Etf. Outlined below are crucial reports that will aid in making a well-informed decision on National Security Emerging Etf:Check out National Security Correlation, National Security Volatility and National Security Alpha and Beta module to complement your research on National Security. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
National Security 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.