USA Value Etf Market Value

VLUE
 Etf
  

USD 99.11  1.63  1.67%   

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

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

USA Value '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 USA Value'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 USA Value.
0.00
06/15/2022
No Change 0.00  0.0 
In 2 months and 2 days
08/14/2022
0.00
If you would invest  0.00  in USA Value on June 15, 2022 and sell it all today you would earn a total of 0.00 from holding USA Value Factor or generate 0.0% return on investment in USA Value over 60 days. USA Value is related to or competes with Home Depot. The fund generally will invest at least 90 percent of its assets in the component securities of the underlying index and...More

USA Value 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 USA Value'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 USA Value Factor upside and downside potential and time the market with a certain degree of confidence.

USA Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for USA Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as USA Value's standard deviation. In reality, there are many statistical measures that can use USA Value historical prices to predict the future USA Value's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of USA Value'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 USA Value in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
97.5999.11100.63
Details
Intrinsic
Valuation
LowReal ValueHigh
96.6598.1799.69
Details
Naive
Forecast
LowNext ValueHigh
100.26101.77103.29
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
88.9594.1499.33
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as USA Value. Your research has to be compared to or analyzed against USA Value's peers to derive any actionable benefits. When done correctly, USA Value'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 USA Value Factor.

USA Value Factor Backtested Returns

We consider USA Value very steady. USA Value Factor retains Efficiency (Sharpe Ratio) of 0.0162, which indicates the etf had 0.0162% of return per unit of volatility over the last 3 months. Our approach 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-eight technical indicators for USA Value, which you can use to evaluate the future volatility of the etf. Please validate USA Value Factor downside deviation of 1.59, and Risk Adjusted Performance of 0.0326 to confirm if the risk estimate we provide is consistent with the expected return of 0.0245%.
The entity owns a Beta (Systematic Risk) of 1.1602, which indicates a somewhat significant risk relative to the market. Let's try to break down what USA Value's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, USA Value will likely underperform. Although it is important to respect USA Value Factor existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The approach 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 USA Value Factor technical indicators, you can now evaluate if the expected return of 0.0245% will be sustainable into the future.

Auto-correlation

    
  0.08  

Virtually no predictability

USA Value Factor has virtually no predictability. Overlapping area represents the amount of predictability between USA Value time series from 15th of June 2022 to 15th of July 2022 and 15th of July 2022 to 14th 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 USA Value Factor price movement. The serial correlation of 0.08 indicates that barely 8.0% of current USA Value price fluctuation can be explain by its past prices.
Correlation Coefficient0.08
Spearman Rank Test0.38
Residual Average0.0
Price Variance3.02

USA Value Factor lagged returns against current returns

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

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

USA Value Lagged Returns

When evaluating USA Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of USA Value etf have on its future price. USA Value 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, USA Value autocorrelation shows the relationship between USA Value etf current value and its past values and can show if there is a momentum factor associated with investing in USA Value Factor.
   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 USA Value 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 USA Value Hype Analysis, USA Value Correlation, Portfolio Optimization, USA Value Volatility, as well as analyze USA Value Alpha and Beta and USA Value Performance. Note that the USA Value Factor information on this page should be used as a complementary analysis to other USA Value'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.

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