Advisor Managed Portfolios Etf Market Value
| RVER Etf | 27.99 0.82 3.02% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Advisor Managed on December 17, 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 Davis Select, Principal Value, WisdomTree Emerging, Ballast SmallMid, Vanguard Value, ETF Series, and ETF Series. 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 | 6.95 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 1.79 |
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 | (0.09) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advisor Managed'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.
Advisor Managed Port Backtested Returns
Advisor Managed Port secures Sharpe Ratio (or Efficiency) of -0.099, which signifies that the etf had a -0.099 % return per unit of risk over the last 3 months. Advisor Managed Portfolios exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Advisor Managed's Risk Adjusted Performance of (0.10), mean deviation of 1.11, and Standard Deviation of 1.44 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.89, which signifies possible diversification benefits within a given portfolio. Advisor Managed returns are very sensitive to returns on the market. As the market goes up or down, Advisor Managed is expected to follow.
Auto-correlation | -0.51 |
Good reverse predictability
Advisor Managed Portfolios has good reverse predictability. Overlapping area represents the amount of predictability between Advisor Managed 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 Advisor Managed Port price movement. The serial correlation of -0.51 indicates that about 51.0% of current Advisor Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.76 |
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 |
Pair Trading with Advisor Managed
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Advisor Managed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Advisor Managed will appreciate offsetting losses from the drop in the long position's value.Moving together with Advisor Etf
| 0.91 | VOT | Vanguard Mid Cap | PairCorr |
| 0.93 | IWP | iShares Russell Mid | PairCorr |
| 0.94 | ARKK | ARK Innovation ETF | PairCorr |
| 0.83 | IJK | iShares SP Mid | PairCorr |
| 0.92 | JKH | iShares Morningstar Mid | PairCorr |
Moving against Advisor Etf
| 0.69 | AMPD | Tidal Trust II | PairCorr |
| 0.36 | IDOG | ALPS International Sector | PairCorr |
| 0.33 | PMBS | PIMCO Mortgage Backed | PairCorr |
The ability to find closely correlated positions to Advisor Managed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Advisor Managed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Advisor Managed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Advisor Managed Portfolios to buy it.
The correlation of Advisor Managed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Advisor Managed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Advisor Managed Port moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Advisor Managed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Advisor Managed Correlation, Advisor Managed Volatility and Advisor Managed Alpha and Beta module to complement your research on Advisor Managed. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
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.