Xtrackers FTSE's market value is the price at which a share of Xtrackers FTSE trades on a public exchange. It measures the collective expectations of Xtrackers FTSE 250 investors about its performance. Xtrackers FTSE is selling for under 1915.00 as of the 8th of January 2025; that is 1.38 percent decrease since the beginning of the trading day. The etf's lowest day price was 1914.8. With this module, you can estimate the performance of a buy and hold strategy of Xtrackers FTSE 250 and determine expected loss or profit from investing in Xtrackers FTSE over a given investment horizon. Check out Xtrackers FTSE Correlation, Xtrackers FTSE Volatility and Xtrackers FTSE Alpha and Beta module to complement your research on Xtrackers FTSE.
Please note, there is a significant difference between Xtrackers FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers FTSE'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.
Xtrackers 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 Xtrackers 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 Xtrackers FTSE.
0.00
12/09/2024
No Change 0.00
0.0
In 31 days
01/08/2025
0.00
If you would invest 0.00 in Xtrackers FTSE on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Xtrackers FTSE 250 or generate 0.0% return on investment in Xtrackers FTSE over 30 days. Xtrackers FTSE is related to or competes with Xtrackers MSCI, Xtrackers Russell, Xtrackers USD, Xtrackers MSCI, and Xtrackers ESG. More
Xtrackers 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 Xtrackers 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 Xtrackers FTSE 250 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 Xtrackers FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers FTSE's standard deviation. In reality, there are many statistical measures that can use Xtrackers FTSE historical prices to predict the future Xtrackers FTSE's volatility.
Xtrackers FTSE 250 shows Sharpe Ratio of -0.0266, which attests that the etf had a -0.0266% return per unit of risk over the last 3 months. Xtrackers FTSE 250 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xtrackers FTSE's Market Risk Adjusted Performance of 1.11, mean deviation of 0.491, and Standard Deviation of 0.6446 to validate the risk estimate we provide. The entity maintains a market beta of -0.0248, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers FTSE are expected to decrease at a much lower rate. During the bear market, Xtrackers FTSE is likely to outperform the market.
Auto-correlation
0.40
Average predictability
Xtrackers FTSE 250 has average predictability. Overlapping area represents the amount of predictability between Xtrackers FTSE time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Xtrackers FTSE 250 price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Xtrackers FTSE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.15
Residual Average
0.0
Price Variance
117.11
Xtrackers FTSE 250 lagged returns against current returns
Autocorrelation, which is Xtrackers 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 Xtrackers FTSE's etf expected returns. We can calculate the autocorrelation of Xtrackers FTSE returns to help us make a trade decision. For example, suppose you find that Xtrackers 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
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Xtrackers 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 Xtrackers FTSE etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers FTSE etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers FTSE etf over time.
Current vs Lagged Prices
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Xtrackers FTSE Lagged Returns
When evaluating Xtrackers FTSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers FTSE etf have on its future price. Xtrackers 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, Xtrackers FTSE autocorrelation shows the relationship between Xtrackers FTSE etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers FTSE 250.
Regressed Prices
Timeline
Also Currently Popular
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.
Xtrackers FTSE financial ratios help investors to determine whether Xtrackers 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 Xtrackers with respect to the benefits of owning Xtrackers FTSE security.