Themes Cash Flow Etf Market Value
| LGCF Etf | 32.32 0.31 0.97% |
| Symbol | Themes |
The market value of Themes Cash Flow is measured differently than its book value, which is the value of Themes that is recorded on the company's balance sheet. Investors also form their own opinion of Themes Cash's value that differs from its market value or its book value, called intrinsic value, which is Themes Cash'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 Themes Cash's market value can be influenced by many factors that don't directly affect Themes Cash'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 Themes Cash's value and its price as these two are different measures arrived at by different means. Investors typically determine if Themes Cash is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Themes Cash'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.
Themes Cash '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 Themes Cash'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 Themes Cash.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Themes Cash on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Themes Cash Flow or generate 0.0% return on investment in Themes Cash over 90 days. Themes Cash is related to or competes with EA Series, Invesco Actively, Harbor ETF, Harbor ETF, IShares Trust, Xtrackers MSCI, and IShares MSCI. Themes Cash is entity of United States. It is traded as Etf on NASDAQ exchange. More
Themes Cash 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 Themes Cash'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 Themes Cash Flow upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8761 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.1 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.82 |
Themes Cash Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Themes Cash's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Themes Cash's standard deviation. In reality, there are many statistical measures that can use Themes Cash historical prices to predict the future Themes Cash's volatility.| Risk Adjusted Performance | 0.1881 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2033 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Themes Cash'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.
Themes Cash Flow Backtested Returns
At this point, Themes Cash is very steady. Themes Cash Flow owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the etf had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Themes Cash Flow, which you can use to evaluate the volatility of the etf. Please validate Themes Cash's Semi Deviation of 0.6608, coefficient of variation of 474.91, and Risk Adjusted Performance of 0.1881 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Themes Cash returns are very sensitive to returns on the market. As the market goes up or down, Themes Cash is expected to follow.
Auto-correlation | 0.72 |
Good predictability
Themes Cash Flow has good predictability. Overlapping area represents the amount of predictability between Themes Cash time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Themes Cash Flow price movement. The serial correlation of 0.72 indicates that around 72.0% of current Themes Cash price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Themes Cash Flow lagged returns against current returns
Autocorrelation, which is Themes Cash 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 Themes Cash's etf expected returns. We can calculate the autocorrelation of Themes Cash returns to help us make a trade decision. For example, suppose you find that Themes Cash 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 |
Themes Cash 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 Themes Cash etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Themes Cash etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Themes Cash etf over time.
Current vs Lagged Prices |
| Timeline |
Themes Cash Lagged Returns
When evaluating Themes Cash's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Themes Cash etf have on its future price. Themes Cash 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, Themes Cash autocorrelation shows the relationship between Themes Cash etf current value and its past values and can show if there is a momentum factor associated with investing in Themes Cash Flow.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp | |
| BTE | Baytex Energy Corp | |
| SOXS | Direxion Daily Semiconductor |
Other Information on Investing in Themes Etf
Themes Cash financial ratios help investors to determine whether Themes 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 Themes with respect to the benefits of owning Themes Cash security.