Agfiq Market Neutral Etf Market Value
| BTAL Etf | USD 13.95 0.03 0.22% |
| Symbol | AGFiQ |
The market value of AGFiQ Market Neutral is measured differently than its book value, which is the value of AGFiQ that is recorded on the company's balance sheet. Investors also form their own opinion of AGFiQ Market's value that differs from its market value or its book value, called intrinsic value, which is AGFiQ Market'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 AGFiQ Market's market value can be influenced by many factors that don't directly affect AGFiQ Market's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between AGFiQ Market's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding AGFiQ Market should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, AGFiQ Market's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
AGFiQ Market '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 AGFiQ Market'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 AGFiQ Market.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in AGFiQ Market on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding AGFiQ Market Neutral or generate 0.0% return on investment in AGFiQ Market over 90 days. AGFiQ Market is related to or competes with Pacer Lunt, Northern Lights, Innovator Russell, IShares Currency, IShares MSCI, Invesco SP, and IShares MSCI. The fund will invest primarily in long positions in low beta U.S More
AGFiQ Market 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 AGFiQ Market'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 AGFiQ Market Neutral upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 |
AGFiQ Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGFiQ Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGFiQ Market's standard deviation. In reality, there are many statistical measures that can use AGFiQ Market historical prices to predict the future AGFiQ Market's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0065 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.0442 |
AGFiQ Market January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | 0.0542 | |||
| Mean Deviation | 1.08 | |||
| Coefficient Of Variation | (4,635) | |||
| Standard Deviation | 1.42 | |||
| Variance | 2.03 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0065 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.0442 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.59 | |||
| Skewness | 0.5976 | |||
| Kurtosis | 0.3505 |
AGFiQ Market Neutral Backtested Returns
AGFiQ Market Neutral secures Sharpe Ratio (or Efficiency) of -0.0216, which signifies that the etf had a -0.0216 % return per unit of risk over the last 3 months. AGFiQ Market Neutral exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AGFiQ Market's Mean Deviation of 1.08, standard deviation of 1.42, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.92, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning AGFiQ Market are expected to decrease slowly. On the other hand, during market turmoil, AGFiQ Market is expected to outperform it slightly.
Auto-correlation | 0.05 |
Virtually no predictability
AGFiQ Market Neutral has virtually no predictability. Overlapping area represents the amount of predictability between AGFiQ Market time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AGFiQ Market Neutral price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current AGFiQ Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out AGFiQ Market Correlation, AGFiQ Market Volatility and AGFiQ Market Performance module to complement your research on AGFiQ Market. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
AGFiQ Market 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.