Short Etf Market Value

TBF
 Etf
  

USD 19.82  0.23  1.15%   

Short 20's market value is the price at which a share of Short 20 stock trades on a public exchange. It measures the collective expectations of Short 20 Year investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Short 20 Year and determine expected loss or profit from investing in Short 20 over a given investment horizon. Additionally, take a look at Short 20 Hype Analysis, Short 20 Correlation, Portfolio Optimization, Short 20 Volatility, as well as analyze Short 20 Alpha and Beta and Short 20 Performance.
Symbol
Backtest

The market value of Short 20 Year is measured differently than its book value, which is the value of Short that is recorded on the company's balance sheet. Investors also form their own opinion of Short 20's value that differs from its market value or its book value, called intrinsic value, which is Short 20'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 Short 20's market value can be influenced by many factors that don't directly affect Short 20'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 Short 20's value and its price as these two are different measures arrived at by different means. Investors typically determine Short 20 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Short 20'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.

Short 20 '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 Short 20'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 Short 20.
0.00
05/06/2022
No Change 0.00  0.0 
In 2 months and 1 day
07/05/2022
0.00
If you would invest  0.00  in Short 20 on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Short 20 Year or generate 0.0% return on investment in Short 20 over 60 days. Short 20 is related to or competes with Walmart, Cisco Systems, Exxon, Alcoa Corp, and Coca Cola. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ...More

Short 20 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 Short 20'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 Short 20 Year upside and downside potential and time the market with a certain degree of confidence.

Short 20 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Short 20's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Short 20's standard deviation. In reality, there are many statistical measures that can use Short 20 historical prices to predict the future Short 20's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Short 20'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. Please use the tools below to analyze the current value of Short 20 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.000.000.00
Details
Intrinsic
Valuation
LowReal ValueHigh
0.000.000.00
Details
Naive
Forecast
LowNext ValueHigh
19.2119.2119.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.5620.3321.09
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Short 20. Your research has to be compared to or analyzed against Short 20's peers to derive any actionable benefits. When done correctly, Short 20's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Short 20 Year.

Short 20 Year Backtested Returns

We consider Short 20 out of control. Short 20 Year owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Short 20 Year, which you can use to evaluate the future volatility of the etf. Please validate Short 20 Risk Adjusted Performance of 0.1843, coefficient of variation of 764.74, and Semi Deviation of 0.9868 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%.
The entity has a beta of -0.0431, which indicates not very significant fluctuations relative to the market. Let's try to break down what Short's beta means in this case. As returns on the market increase, returns on owning Short 20 are expected to decrease at a much lower rate. During the bear market, Short 20 is likely to outperform the market. Although it is important to respect Short 20 Year current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Short 20 Year technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future.

Auto-correlation

    
  -0.08  

Very weak reverse predictability

Short 20 Year has very weak reverse predictability. Overlapping area represents the amount of predictability between Short 20 time series from 6th of May 2022 to 5th of June 2022 and 5th of June 2022 to 5th of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Short 20 Year price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Short 20 price fluctuation can be explain by its past prices.
Correlation Coefficient-0.08
Spearman Rank Test0.37
Residual Average0.0
Price Variance0.13

Short 20 Year lagged returns against current returns

Autocorrelation, which is Short 20 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 Short 20's etf expected returns. We can calculate the autocorrelation of Short 20 returns to help us make a trade decision. For example, suppose you find that Short 20 etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Short 20 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 Short 20 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Short 20 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Short 20 etf over time.
 Current vs Lagged Prices 
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      Timeline 

Short 20 Lagged Returns

When evaluating Short 20's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Short 20 etf have on its future price. Short 20 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, Short 20 autocorrelation shows the relationship between Short 20 etf current value and its past values and can show if there is a momentum factor associated with investing in Short 20 Year.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Short 20 without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, take a look at Short 20 Hype Analysis, Short 20 Correlation, Portfolio Optimization, Short 20 Volatility, as well as analyze Short 20 Alpha and Beta and Short 20 Performance. Note that the Short 20 Year information on this page should be used as a complementary analysis to other Short 20's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Short Etf analysis

When running Short 20 Year price analysis, check to measure Short 20's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Short 20 is operating at the current time. Most of Short 20's value examination focuses on studying past and present price action to predict the probability of Short 20's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Short 20's price. Additionally, you may evaluate how the addition of Short 20 to your portfolios can decrease your overall portfolio volatility.
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Short 20 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, stock market cycles, or different charting patterns.
A focus of Short 20 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Short 20 trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...