Managed Portfolio Series Etf Market Value
| LCR Etf | USD 38.79 0.03 0.08% |
| Symbol | Managed |
Understanding Managed Portfolio Series requires distinguishing between market price and book value, where the latter reflects Managed's accounting equity. The concept of intrinsic value—what Managed Portfolio's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push Managed Portfolio's price substantially above or below its fundamental value.
Understanding that Managed Portfolio's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Managed Portfolio represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Managed Portfolio's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Managed Portfolio '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 Managed Portfolio'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 Managed Portfolio.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Managed Portfolio on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Managed Portfolio Series or generate 0.0% return on investment in Managed Portfolio over 90 days. Managed Portfolio is related to or competes with SGI Dynamic, AdvisorShares STAR, Innovator Equity, DBX ETF, MarketDesk Focused, Nicholas Global, and ProShares Ultra. The fund is an actively-managed exchanged-traded fund of funds and seeks to achieve its objective by investing primarily... More
Managed Portfolio 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 Managed Portfolio'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 Managed Portfolio Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4473 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 1.78 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.7808 |
Managed Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Managed Portfolio's standard deviation. In reality, there are many statistical measures that can use Managed Portfolio historical prices to predict the future Managed Portfolio's volatility.| Risk Adjusted Performance | 0.0855 | |||
| Jensen Alpha | 0.0204 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0916 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Managed Portfolio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Managed Portfolio 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 | 0.0855 | |||
| Market Risk Adjusted Performance | 0.1016 | |||
| Mean Deviation | 0.3532 | |||
| Semi Deviation | 0.306 | |||
| Downside Deviation | 0.4473 | |||
| Coefficient Of Variation | 791.66 | |||
| Standard Deviation | 0.4468 | |||
| Variance | 0.1997 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0204 | |||
| Total Risk Alpha | 0.0149 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0916 | |||
| Maximum Drawdown | 1.78 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.7808 | |||
| Downside Variance | 0.2001 | |||
| Semi Variance | 0.0937 | |||
| Expected Short fall | (0.39) | |||
| Skewness | (0.13) | |||
| Kurtosis | (0.50) |
Managed Portfolio Series Backtested Returns
Currently, Managed Portfolio Series is very steady. Managed Portfolio Series has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Managed Portfolio, which you can use to evaluate the volatility of the etf. Please verify Managed Portfolio's Downside Deviation of 0.4473, mean deviation of 0.3532, and Risk Adjusted Performance of 0.0855 to check out if the risk estimate we provide is consistent with the expected return of 0.0564%. The etf secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Managed Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Portfolio is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Managed Portfolio Series has modest predictability. Overlapping area represents the amount of predictability between Managed Portfolio 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 Managed Portfolio Series price movement. The serial correlation of 0.52 indicates that about 52.0% of current Managed Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Pair Trading with Managed Portfolio
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Managed Portfolio position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Managed Portfolio will appreciate offsetting losses from the drop in the long position's value.Moving together with Managed Etf
| 0.9 | TDSC | Cabana Target Drawdown | PairCorr |
| 0.93 | YYY | Amplify High Income | PairCorr |
| 0.92 | FVC | First Trust Dorsey | PairCorr |
| 0.85 | TDSB | Cabana Target Drawdown | PairCorr |
| 0.9 | GMOM | Cambria Global Momentum Low Volatility | PairCorr |
Moving against Managed Etf
| 0.96 | VXX | iPath Series B Low Volatility | PairCorr |
| 0.96 | VIXY | ProShares VIX Short Low Volatility | PairCorr |
| 0.95 | VIXM | ProShares VIX Mid Low Volatility | PairCorr |
| 0.95 | VXZ | iPath Series B Low Volatility | PairCorr |
| 0.44 | YCL | ProShares Ultra Yen | PairCorr |
The ability to find closely correlated positions to Managed Portfolio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Managed Portfolio when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Managed Portfolio - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Managed Portfolio Series to buy it.
The correlation of Managed Portfolio is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Managed Portfolio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Managed Portfolio Series moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Managed Portfolio can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Managed Portfolio Correlation, Managed Portfolio Volatility and Managed Portfolio Performance module to complement your research on Managed Portfolio. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Managed Portfolio 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.