USAA MSCI Etf Market Value

UEVM
 Etf
  

USD 40.69  0.46  1.12%   

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

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

USAA MSCI '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 USAA MSCI'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 USAA MSCI.
0.00
07/17/2022
No Change 0.00  0.0 
In 30 days
08/16/2022
0.00
If you would invest  0.00  in USAA MSCI on July 17, 2022 and sell it all today you would earn a total of 0.00 from holding USAA MSCI EM or generate 0.0% return on investment in USAA MSCI over 30 days. USAA MSCI is related to or competes with Schwab Fundamental, and Exxon. The fund invests at least 80 percent of its assets in securities in the index, depositary receipts on securities in the ...More

USAA MSCI 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 USAA MSCI'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 USAA MSCI EM upside and downside potential and time the market with a certain degree of confidence.

USAA MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for USAA MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as USAA MSCI's standard deviation. In reality, there are many statistical measures that can use USAA MSCI historical prices to predict the future USAA MSCI's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of USAA MSCI'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 USAA MSCI in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
40.1441.1542.16
Details
Intrinsic
Valuation
LowReal ValueHigh
40.2141.2242.23
Details
Naive
Forecast
LowNext ValueHigh
40.3341.3442.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
39.1540.0941.03
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as USAA MSCI. Your research has to be compared to or analyzed against USAA MSCI's peers to derive any actionable benefits. When done correctly, USAA MSCI'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 USAA MSCI EM.

USAA MSCI EM Backtested Returns

USAA MSCI EM retains Efficiency (Sharpe Ratio) of -0.0361, which indicates the etf had -0.0361% of return per unit of volatility over the last 3 months. Macroaxis approach towards measuring the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. USAA MSCI exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate USAA MSCI EM risk adjusted performance of (0.020622) to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of 0.6103, which indicates possible diversification benefits within a given portfolio. Let's try to break down what USAA MSCI's beta means in this case. As returns on the market increase, USAA MSCI returns are expected to increase less than the market. However, during the bear market, the loss on holding USAA MSCI will be expected to be smaller as well. Even though it is essential to pay attention to USAA MSCI EM existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach towards measuring any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. USAA MSCI exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.74  

Good predictability

USAA MSCI EM has good predictability. Overlapping area represents the amount of predictability between USAA MSCI time series from 17th of July 2022 to 1st of August 2022 and 1st of August 2022 to 16th of August 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 USAA MSCI EM price movement. The serial correlation of 0.74 indicates that around 74.0% of current USAA MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient0.74
Spearman Rank Test0.79
Residual Average0.0
Price Variance0.21

USAA MSCI EM lagged returns against current returns

Autocorrelation, which is USAA MSCI 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 USAA MSCI's etf expected returns. We can calculate the autocorrelation of USAA MSCI returns to help us make a trade decision. For example, suppose you find that USAA MSCI 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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USAA MSCI 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 USAA MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if USAA MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in USAA MSCI etf over time.
   Current vs Lagged Prices   
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       Timeline  

USAA MSCI Lagged Returns

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

USAA MSCI Investors Sentiment

The influence of USAA MSCI's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in USAA MSCI. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards USAA MSCI in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, USAA MSCI's short interest history, or implied volatility extrapolated from USAA MSCI options trading.

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.
Also, please take a look at USAA MSCI Hype Analysis, USAA MSCI Correlation, Portfolio Optimization, USAA MSCI Volatility, as well as analyze USAA MSCI Alpha and Beta and USAA MSCI Performance. Note that the USAA MSCI EM information on this page should be used as a complementary analysis to other USAA MSCI'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 Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

Complementary Tools for USAA MSCI Etf analysis

When running USAA MSCI EM price analysis, check to measure USAA MSCI'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 USAA MSCI is operating at the current time. Most of USAA MSCI's value examination focuses on studying past and present price action to predict the probability of USAA MSCI's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move USAA MSCI's price. Additionally, you may evaluate how the addition of USAA MSCI to your portfolios can decrease your overall portfolio volatility.
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USAA MSCI 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 USAA MSCI technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of USAA MSCI 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...