Elm Market Navigator Etf Market Value
| ELM Etf | 28.24 0.03 0.11% |
| Symbol | Elm |
The market value of Elm Market Navigator is measured differently than its book value, which is the value of Elm that is recorded on the company's balance sheet. Investors also form their own opinion of Elm Market's value that differs from its market value or its book value, called intrinsic value, which is Elm Market's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Elm Market's market value can be influenced by many factors that don't directly affect Elm 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 Elm Market's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Elm Market should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Elm Market's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Elm 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 Elm 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 Elm Market.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Elm Market on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Elm Market Navigator or generate 0.0% return on investment in Elm Market over 90 days. Elm Market is related to or competes with Invesco Actively, Dimensional Emerging, Burney Factor, BNY Mellon, ETC 6, Invesco SP, and Davis Select. More
Elm 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 Elm 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 Elm Market Navigator upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5004 | |||
| Information Ratio | 0.0345 | |||
| Maximum Drawdown | 2.09 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.816 |
Elm Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elm Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elm Market's standard deviation. In reality, there are many statistical measures that can use Elm Market historical prices to predict the future Elm Market's volatility.| Risk Adjusted Performance | 0.1128 | |||
| Jensen Alpha | 0.0434 | |||
| Total Risk Alpha | 0.034 | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 0.1424 |
Elm 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 | 0.1128 | |||
| Market Risk Adjusted Performance | 0.1524 | |||
| Mean Deviation | 0.3671 | |||
| Semi Deviation | 0.3204 | |||
| Downside Deviation | 0.5004 | |||
| Coefficient Of Variation | 615.59 | |||
| Standard Deviation | 0.479 | |||
| Variance | 0.2294 | |||
| Information Ratio | 0.0345 | |||
| Jensen Alpha | 0.0434 | |||
| Total Risk Alpha | 0.034 | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 0.1424 | |||
| Maximum Drawdown | 2.09 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.816 | |||
| Downside Variance | 0.2504 | |||
| Semi Variance | 0.1027 | |||
| Expected Short fall | (0.41) | |||
| Skewness | (0.40) | |||
| Kurtosis | 0.1255 |
Elm Market Navigator Backtested Returns
As of now, Elm Etf is very steady. Elm Market Navigator secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Elm Market Navigator, which you can use to evaluate the volatility of the entity. Please confirm Elm Market's Coefficient Of Variation of 615.59, mean deviation of 0.3671, and Downside Deviation of 0.5004 to check if the risk estimate we provide is consistent with the expected return of 0.0778%. The etf shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, Elm Market's returns are expected to increase less than the market. However, during the bear market, the loss of holding Elm Market is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
Elm Market Navigator has below average predictability. Overlapping area represents the amount of predictability between Elm 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 Elm Market Navigator price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Elm Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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Elm 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.