Rize UCITS (UK) Market Value
| CYBR Etf | 9.18 0.02 0.22% |
| Symbol | Rize |
Rize UCITS '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 Rize UCITS'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 Rize UCITS.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Rize UCITS on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Rize UCITS ICAV or generate 0.0% return on investment in Rize UCITS over 90 days. Rize UCITS is related to or competes with Leverage Shares, Leverage Shares, Leverage Shares, Leverage Shares, Leverage Shares, GraniteShares, and GraniteShares. Rize UCITS is entity of United Kingdom. It is traded as Etf on LSE exchange. More
Rize UCITS 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 Rize UCITS'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 Rize UCITS ICAV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0512 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.82 |
Rize UCITS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rize UCITS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rize UCITS's standard deviation. In reality, there are many statistical measures that can use Rize UCITS historical prices to predict the future Rize UCITS's volatility.| Risk Adjusted Performance | 0.1715 | |||
| Jensen Alpha | 0.1373 | |||
| Total Risk Alpha | 0.0305 | |||
| Sortino Ratio | 0.0507 | |||
| Treynor Ratio | 0.4712 |
Rize UCITS ICAV Backtested Returns
Rize UCITS appears to be very steady, given 3 months investment horizon. Rize UCITS ICAV maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rize UCITS ICAV, which you can use to evaluate the volatility of the etf. Please evaluate Rize UCITS's Risk Adjusted Performance of 0.1715, semi deviation of 0.8211, and Coefficient Of Variation of 548.72 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rize UCITS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rize UCITS is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Rize UCITS ICAV has insignificant predictability. Overlapping area represents the amount of predictability between Rize UCITS time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rize UCITS ICAV price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Rize UCITS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Rize UCITS ICAV lagged returns against current returns
Autocorrelation, which is Rize UCITS 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 Rize UCITS's etf expected returns. We can calculate the autocorrelation of Rize UCITS returns to help us make a trade decision. For example, suppose you find that Rize UCITS has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Rize UCITS 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 Rize UCITS etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rize UCITS etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rize UCITS etf over time.
Current vs Lagged Prices |
| Timeline |
Rize UCITS Lagged Returns
When evaluating Rize UCITS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rize UCITS etf have on its future price. Rize UCITS 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, Rize UCITS autocorrelation shows the relationship between Rize UCITS etf current value and its past values and can show if there is a momentum factor associated with investing in Rize UCITS ICAV.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Rize Etf
Rize UCITS financial ratios help investors to determine whether Rize Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Rize with respect to the benefits of owning Rize UCITS security.