Sht-Term Etf Market Value

VCSH
 Etf
  

USD 76.57  0.43  0.56%   

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

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

Sht-Term Corp '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 Sht-Term Corp'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 Sht-Term Corp.
0.00
06/03/2022
No Change 0.00  0.0 
In 31 days
07/03/2022
0.00
If you would invest  0.00  in Sht-Term Corp on June 3, 2022 and sell it all today you would earn a total of 0.00 from holding Sht-Term Corp Bond or generate 0.0% return on investment in Sht-Term Corp over 30 days. Sht-Term Corp is related to or competes with McDonalds Corp. The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.SMore

Sht-Term Corp 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 Sht-Term Corp'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 Sht-Term Corp Bond upside and downside potential and time the market with a certain degree of confidence.

Sht-Term Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sht-Term Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sht-Term Corp's standard deviation. In reality, there are many statistical measures that can use Sht-Term Corp historical prices to predict the future Sht-Term Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Sht-Term Corp'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 Sht-Term Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
76.2976.5776.85
Details
Intrinsic
Valuation
LowReal ValueHigh
76.2176.4976.77
Details
Naive
Forecast
LowNext ValueHigh
77.1277.4077.68
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
75.6276.2276.83
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sht-Term Corp. Your research has to be compared to or analyzed against Sht-Term Corp's peers to derive any actionable benefits. When done correctly, Sht-Term Corp'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 Sht-Term Corp Bond.

Sht-Term Corp Bond Backtested Returns

Sht-Term Corp Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.075, which indicates the etf had -0.075% 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. Sht-Term Corp Bond exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sht-Term Corp risk adjusted performance of (0.15), and Coefficient Of Variation of (1,371) to confirm the risk estimate we provide.
The entity has a beta of 0.0738, which indicates not very significant fluctuations relative to the market. Let's try to break down what Sht-Term's beta means in this case. As returns on the market increase, Sht-Term Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Sht-Term Corp will be expected to be smaller as well. Even though it is essential to pay attention to Sht-Term Corp Bond 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. Sht-Term Corp Bond exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.66  

Very good reverse predictability

Sht-Term Corp Bond has very good reverse predictability. Overlapping area represents the amount of predictability between Sht-Term Corp time series from 3rd of June 2022 to 18th of June 2022 and 18th of June 2022 to 3rd 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 Sht-Term Corp Bond price movement. The serial correlation of -0.66 indicates that around 66.0% of current Sht-Term Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.66
Spearman Rank Test-0.7
Residual Average0.0
Price Variance0.09

Sht-Term Corp Bond lagged returns against current returns

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

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

Sht-Term Corp Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Sht-Term Corp 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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Also, please take a look at Sht-Term Corp Hype Analysis, Sht-Term Corp Correlation, Portfolio Optimization, Sht-Term Corp Volatility, as well as analyze Sht-Term Corp Alpha and Beta and Sht-Term Corp Performance. Note that the Sht-Term Corp Bond information on this page should be used as a complementary analysis to other Sht-Term Corp'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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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