FTSE EM Etf Market Value

VWO
 Etf
  

USD 37.89  0.27  0.71%   

FTSE EM's market value is the price at which a share of FTSE EM stock trades on a public exchange. It measures the collective expectations of FTSE EM ETF investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of FTSE EM ETF and determine expected loss or profit from investing in FTSE EM over a given investment horizon. Also, please take a look at FTSE EM Correlation, FTSE EM Volatility and FTSE EM Alpha and Beta module to complement your research on FTSE EM.
Symbol

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

FTSE EM '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 FTSE EM'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 FTSE EM.
0.00
07/09/2022
No Change 0.00  0.0 
In 2 months and 31 days
10/07/2022
0.00
If you would invest  0.00  in FTSE EM on July 9, 2022 and sell it all today you would earn a total of 0.00 from holding FTSE EM ETF or generate 0.0% return on investment in FTSE EM over 90 days. FTSE EM is related to or competes with Walmart. The fund employs an indexing investment approach designed to track the performance of the FTSE Emerging Markets All Cap ... More

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

FTSE EM Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FTSE EM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTSE EM's standard deviation. In reality, there are many statistical measures that can use FTSE EM historical prices to predict the future FTSE EM's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of FTSE EM'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 FTSE EM in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
36.8037.8938.98
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Intrinsic
Valuation
LowReal ValueHigh
37.1438.2339.32
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FTSE EM. Your research has to be compared to or analyzed against FTSE EM's peers to derive any actionable benefits. When done correctly, FTSE EM'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 FTSE EM ETF.

FTSE EM ETF Backtested Returns

FTSE EM ETF secures Sharpe Ratio (or Efficiency) of -0.0748, which denotes the etf had -0.0748% of return per unit of volatility over the last 3 months. Macroaxis approach towards predicting 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. FTSE EM ETF exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FTSE EM ETF mean deviation of 0.8441, and Market Risk Adjusted Performance of (0.12) to check the risk estimate we provide.
The etf shows a Beta (market volatility) of 0.713, which means possible diversification benefits within a given portfolio. Let's try to break down what FTSE EM's beta means in this case. As returns on the market increase, FTSE EM returns are expected to increase less than the market. However, during the bear market, the loss on holding FTSE EM will be expected to be smaller as well. Even though it is essential to pay attention to FTSE EM ETF historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach towards predicting 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. FTSE EM ETF exposes twenty-seven different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.89  

Excellent reverse predictability

FTSE EM ETF has excellent reverse predictability. Overlapping area represents the amount of predictability between FTSE EM time series from 9th of July 2022 to 23rd of August 2022 and 23rd of August 2022 to 7th of October 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 FTSE EM ETF price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current FTSE EM price fluctuation can be explain by its past prices.
Correlation Coefficient-0.89
Spearman Rank Test-0.77
Residual Average0.0
Price Variance2.33

FTSE EM ETF lagged returns against current returns

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

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

FTSE EM Lagged Returns

When evaluating FTSE EM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTSE EM etf have on its future price. FTSE EM 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, FTSE EM autocorrelation shows the relationship between FTSE EM etf current value and its past values and can show if there is a momentum factor associated with investing in FTSE EM ETF.
   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 FTSE EM without increasing your portfolio risk or giving up the 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 FTSE EM Correlation, FTSE EM Volatility and FTSE EM Alpha and Beta module to complement your research on FTSE EM. You can also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Complementary Tools for analysis

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