Betashares Inflation (Australia) Market Value
| UTIP Etf | 25.89 0.06 0.23% |
| Symbol | Betashares |
Please note, there is a significant difference between Betashares Inflation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Betashares Inflation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Betashares Inflation'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.
Betashares Inflation '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 Betashares Inflation'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 Betashares Inflation.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Betashares Inflation on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Betashares Inflation Protected Treasury or generate 0.0% return on investment in Betashares Inflation over 30 days. Betashares Inflation is related to or competes with Betashares Australian, and Betashares Equities. Betashares Inflation is entity of Australia More
Betashares Inflation 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 Betashares Inflation'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 Betashares Inflation Protected Treasury upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2735 | |||
| Information Ratio | 0.1505 | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.5518 |
Betashares Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Betashares Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Betashares Inflation's standard deviation. In reality, there are many statistical measures that can use Betashares Inflation historical prices to predict the future Betashares Inflation's volatility.| Risk Adjusted Performance | 0.0606 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.1548 | |||
| Treynor Ratio | 0.2559 |
Betashares Inflation Backtested Returns
Currently, Betashares Inflation Protected Treasury is very steady. Betashares Inflation secures Sharpe Ratio (or Efficiency) of 0.0788, which signifies that the etf had a 0.0788 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Betashares Inflation Protected Treasury, which you can use to evaluate the volatility of the entity. Please confirm Betashares Inflation's Mean Deviation of 0.2199, downside deviation of 0.2735, and Risk Adjusted Performance of 0.0606 to double-check if the risk estimate we provide is consistent with the expected return of 0.0224%. The etf shows a Beta (market volatility) of 0.0756, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Betashares Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Betashares Inflation is expected to be smaller as well.
Auto-correlation | 0.03 |
Virtually no predictability
Betashares Inflation Protected Treasury has virtually no predictability. Overlapping area represents the amount of predictability between Betashares Inflation time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Betashares Inflation price movement. The serial correlation of 0.03 indicates that only 3.0% of current Betashares Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Betashares Inflation lagged returns against current returns
Autocorrelation, which is Betashares Inflation 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 Betashares Inflation's etf expected returns. We can calculate the autocorrelation of Betashares Inflation returns to help us make a trade decision. For example, suppose you find that Betashares Inflation 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 |
Betashares Inflation 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 Betashares Inflation etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Betashares Inflation etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Betashares Inflation etf over time.
Current vs Lagged Prices |
| Timeline |
Betashares Inflation Lagged Returns
When evaluating Betashares Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Betashares Inflation etf have on its future price. Betashares Inflation 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, Betashares Inflation autocorrelation shows the relationship between Betashares Inflation etf current value and its past values and can show if there is a momentum factor associated with investing in Betashares Inflation Protected Treasury.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Betashares Etf
Betashares Inflation financial ratios help investors to determine whether Betashares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Betashares with respect to the benefits of owning Betashares Inflation security.