Efficient Market Portfolio Etf Market Value
| EMPB Etf | 28.73 0.05 0.17% |
| Symbol | Efficient |
The market value of Efficient Market Por is measured differently than its book value, which is the value of Efficient that is recorded on the company's balance sheet. Investors also form their own opinion of Efficient Market's value that differs from its market value or its book value, called intrinsic value, which is Efficient 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 Efficient Market's market value can be influenced by many factors that don't directly affect Efficient Market'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 Efficient Market's value and its price as these two are different measures arrived at by different means. Investors typically determine if Efficient Market is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Efficient Market'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.
Efficient 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 Efficient 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 Efficient Market.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Efficient Market on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Efficient Market Portfolio or generate 0.0% return on investment in Efficient Market over 90 days. Efficient Market is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. Efficient Market is entity of United States More
Efficient 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 Efficient 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 Efficient Market Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4646 | |||
| Information Ratio | 0.0658 | |||
| Maximum Drawdown | 2.66 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.27 |
Efficient Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Efficient Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Efficient Market's standard deviation. In reality, there are many statistical measures that can use Efficient Market historical prices to predict the future Efficient Market's volatility.| Risk Adjusted Performance | 0.2749 | |||
| Jensen Alpha | 0.1179 | |||
| Total Risk Alpha | 0.0862 | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | 0.425 |
Efficient Market Por Backtested Returns
Efficient Market appears to be very steady, given 3 months investment horizon. Efficient Market Por secures Sharpe Ratio (or Efficiency) of 0.36, which denotes the etf had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Efficient Market Portfolio, which you can use to evaluate the volatility of the entity. Please utilize Efficient Market's Mean Deviation of 0.4766, standard deviation of 0.6002, and Coefficient Of Variation of 332.99 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Efficient Market's returns are expected to increase less than the market. However, during the bear market, the loss of holding Efficient Market is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Efficient Market Portfolio has excellent predictability. Overlapping area represents the amount of predictability between Efficient Market time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Efficient Market Por price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Efficient Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Efficient Market Por lagged returns against current returns
Autocorrelation, which is Efficient Market 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 Efficient Market's etf expected returns. We can calculate the autocorrelation of Efficient Market returns to help us make a trade decision. For example, suppose you find that Efficient Market 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 |
Efficient Market 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 Efficient Market etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Efficient Market etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Efficient Market etf over time.
Current vs Lagged Prices |
| Timeline |
Efficient Market Lagged Returns
When evaluating Efficient Market's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Efficient Market etf have on its future price. Efficient Market 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, Efficient Market autocorrelation shows the relationship between Efficient Market etf current value and its past values and can show if there is a momentum factor associated with investing in Efficient Market Portfolio.
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.When determining whether Efficient Market Por offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Efficient Market's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Efficient Market Portfolio Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Efficient Market Portfolio Etf:Check out Efficient Market Correlation, Efficient Market Volatility and Efficient Market Alpha and Beta module to complement your research on Efficient Market. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Efficient 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.