Tcw Compounders Etf Market Value
| GRW Etf | 34.53 0.12 0.35% |
| Symbol | TCW |
The market value of TCW Compounders ETF is measured differently than its book value, which is the value of TCW that is recorded on the company's balance sheet. Investors also form their own opinion of TCW Compounders' value that differs from its market value or its book value, called intrinsic value, which is TCW Compounders' 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 TCW Compounders' market value can be influenced by many factors that don't directly affect TCW Compounders' 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 TCW Compounders' value and its price as these two are different measures arrived at by different means. Investors typically determine if TCW Compounders is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TCW Compounders' 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.
TCW Compounders '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 TCW Compounders' 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 TCW Compounders.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in TCW Compounders on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding TCW Compounders ETF or generate 0.0% return on investment in TCW Compounders over 90 days. TCW Compounders is related to or competes with Amplify ETF, SPDR SSGA, IShares ESG, Xtrackers MSCI, Arrow DWA, IShares Core, and First Trust. TCW Compounders is entity of United States More
TCW Compounders 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 TCW Compounders' 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 TCW Compounders ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8684 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.64 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.34 |
TCW Compounders Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TCW Compounders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TCW Compounders' standard deviation. In reality, there are many statistical measures that can use TCW Compounders historical prices to predict the future TCW Compounders' volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.0933 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (1.03) |
TCW Compounders ETF Backtested Returns
At this stage we consider TCW Etf to be very steady. TCW Compounders ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for TCW Compounders ETF, which you can use to evaluate the volatility of the entity. Please validate TCW Compounders' market risk adjusted performance of (1.02), and Downside Deviation of 0.8684 to confirm if the risk estimate we provide is consistent with the expected return of 0.084%. The entity has a beta of -0.0797, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TCW Compounders are expected to decrease at a much lower rate. During the bear market, TCW Compounders is likely to outperform the market.
Auto-correlation | 0.42 |
Average predictability
TCW Compounders ETF has average predictability. Overlapping area represents the amount of predictability between TCW Compounders 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 TCW Compounders ETF price movement. The serial correlation of 0.42 indicates that just about 42.0% of current TCW Compounders price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
TCW Compounders ETF lagged returns against current returns
Autocorrelation, which is TCW Compounders 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 TCW Compounders' etf expected returns. We can calculate the autocorrelation of TCW Compounders returns to help us make a trade decision. For example, suppose you find that TCW Compounders 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 |
TCW Compounders 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 TCW Compounders etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TCW Compounders etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TCW Compounders etf over time.
Current vs Lagged Prices |
| Timeline |
TCW Compounders Lagged Returns
When evaluating TCW Compounders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TCW Compounders etf have on its future price. TCW Compounders 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, TCW Compounders autocorrelation shows the relationship between TCW Compounders etf current value and its past values and can show if there is a momentum factor associated with investing in TCW Compounders ETF.
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 TCW Compounders ETF is a strong investment it is important to analyze TCW Compounders' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact TCW Compounders' future performance. For an informed investment choice regarding TCW Etf, refer to the following important reports:Check out TCW Compounders Correlation, TCW Compounders Volatility and TCW Compounders Alpha and Beta module to complement your research on TCW Compounders. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
TCW Compounders 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.