Trust Etf Market Value

UVXY
 Etf
  

USD 9.91  0.03  0.30%   

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

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

Trust Ultra '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 Trust Ultra'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 Trust Ultra.
0.00
07/09/2022
No Change 0.00  0.0 
In 31 days
08/08/2022
0.00
If you would invest  0.00  in Trust Ultra on July 9, 2022 and sell it all today you would earn a total of 0.00 from holding Trust Ultra VIX or generate 0.0% return on investment in Trust Ultra over 30 days. Trust Ultra is related to or competes with Johnson Johnson. The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measur...More

Trust Ultra 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 Trust Ultra'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 Trust Ultra VIX upside and downside potential and time the market with a certain degree of confidence.

Trust Ultra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Trust Ultra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trust Ultra's standard deviation. In reality, there are many statistical measures that can use Trust Ultra historical prices to predict the future Trust Ultra's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Trust Ultra'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 Trust Ultra in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
4.259.8815.51
Details
Intrinsic
Valuation
LowReal ValueHigh
4.059.6815.31
Details
Naive
Forecast
LowNext ValueHigh
4.319.9415.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.3211.9914.65
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Trust Ultra. Your research has to be compared to or analyzed against Trust Ultra's peers to derive any actionable benefits. When done correctly, Trust Ultra'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 Trust Ultra VIX.

Trust Ultra VIX Backtested Returns

Trust Ultra VIX owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the etf had -0.16% of return per unit of risk over the last 3 months. Macroaxis standpoint 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. Trust Ultra VIX exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Trust Ultra risk adjusted performance of (0.10), and Coefficient Of Variation of (1,256) to confirm the risk estimate we provide.
The entity has a beta of -3.8467, which indicates a somewhat significant risk relative to the market. Let's try to break down what Trust's beta means in this case. As returns on the market increase, returns on owning Trust Ultra are expected to decrease by larger amounts. On the other hand, during market turmoil, Trust Ultra is expected to outperform it. Even though it is essential to pay attention to Trust Ultra VIX current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy 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. Trust Ultra VIX exposes twenty-seven different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.88  

Very good predictability

Trust Ultra VIX has very good predictability. Overlapping area represents the amount of predictability between Trust Ultra time series from 9th of July 2022 to 24th of July 2022 and 24th of July 2022 to 8th 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 Trust Ultra VIX price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Trust Ultra price fluctuation can be explain by its past prices.
Correlation Coefficient0.88
Spearman Rank Test0.86
Residual Average0.0
Price Variance0.42

Trust Ultra VIX lagged returns against current returns

Autocorrelation, which is Trust Ultra 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 Trust Ultra's etf expected returns. We can calculate the autocorrelation of Trust Ultra returns to help us make a trade decision. For example, suppose you find that Trust Ultra 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  

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

Trust Ultra Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Trust Ultra 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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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 Trust Ultra Hype Analysis, Trust Ultra Correlation, Portfolio Optimization, Trust Ultra Volatility, as well as analyze Trust Ultra Alpha and Beta and Trust Ultra Performance. Note that the Trust Ultra VIX information on this page should be used as a complementary analysis to other Trust Ultra'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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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