Investo Ftse's market value is the price at which a share of Investo Ftse trades on a public exchange. It measures the collective expectations of Investo Ftse Global investors about its performance. Investo Ftse is trading at 120.56 as of the 18th of March 2025, a 0.15% increase since the beginning of the trading day. The etf's open price was 120.38. With this module, you can estimate the performance of a buy and hold strategy of Investo Ftse Global and determine expected loss or profit from investing in Investo Ftse over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Investo
Investo Ftse '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 Investo Ftse'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 Investo Ftse.
0.00
12/18/2024
No Change 0.00
0.0
In 3 months and 1 day
03/18/2025
0.00
If you would invest 0.00 in Investo Ftse on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Investo Ftse Global or generate 0.0% return on investment in Investo Ftse over 90 days.
Investo Ftse 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 Investo Ftse'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 Investo Ftse Global upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Ftse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investo Ftse's standard deviation. In reality, there are many statistical measures that can use Investo Ftse historical prices to predict the future Investo Ftse's volatility.
Investo Ftse Global holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15 % return per unit of risk over the last 3 months. Investo Ftse Global exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investo Ftse's Market Risk Adjusted Performance of 1.29, risk adjusted performance of (0.10), and Standard Deviation of 1.05 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investo Ftse are expected to decrease at a much lower rate. During the bear market, Investo Ftse is likely to outperform the market.
Auto-correlation
0.48
Average predictability
Investo Ftse Global has average predictability. Overlapping area represents the amount of predictability between Investo Ftse time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Investo Ftse Global price movement. The serial correlation of 0.48 indicates that about 48.0% of current Investo Ftse price fluctuation can be explain by its past prices.
Correlation Coefficient
0.48
Spearman Rank Test
0.44
Residual Average
0.0
Price Variance
5.37
Investo Ftse Global lagged returns against current returns
Autocorrelation, which is Investo Ftse 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 Investo Ftse's etf expected returns. We can calculate the autocorrelation of Investo Ftse returns to help us make a trade decision. For example, suppose you find that Investo Ftse 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
Investo Ftse 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 Investo Ftse etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investo Ftse etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investo Ftse etf over time.
Current vs Lagged Prices
Timeline
Investo Ftse Lagged Returns
When evaluating Investo Ftse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investo Ftse etf have on its future price. Investo Ftse 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, Investo Ftse autocorrelation shows the relationship between Investo Ftse etf current value and its past values and can show if there is a momentum factor associated with investing in Investo Ftse Global.
Regressed Prices
Timeline
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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.