Leadersharestm Alphafactor Core Etf Market Value
| LSAF Etf | USD 46.46 0.02 0.04% |
| Symbol | LeaderSharesTM |
The market value of LeaderSharesTM AlphaFactor is measured differently than its book value, which is the value of LeaderSharesTM that is recorded on the company's balance sheet. Investors also form their own opinion of LeaderSharesTM AlphaFactor's value that differs from its market value or its book value, called intrinsic value, which is LeaderSharesTM AlphaFactor's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because LeaderSharesTM AlphaFactor's market value can be influenced by many factors that don't directly affect LeaderSharesTM AlphaFactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that LeaderSharesTM AlphaFactor's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether LeaderSharesTM AlphaFactor represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, LeaderSharesTM AlphaFactor's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
LeaderSharesTM AlphaFactor '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 LeaderSharesTM AlphaFactor'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 LeaderSharesTM AlphaFactor.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in LeaderSharesTM AlphaFactor on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding LeaderSharesTM AlphaFactor Core or generate 0.0% return on investment in LeaderSharesTM AlphaFactor over 90 days. LeaderSharesTM AlphaFactor is related to or competes with Main International, Ultimus Managers, RBB Fund, Timothy Plan, Ballast SmallMid, ProShares Ultra, and Counterpoint Quantitative. Under normal circumstances, at least 80 percent of the funds net assets, including any borrowings for investment purpose... More
LeaderSharesTM AlphaFactor 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 LeaderSharesTM AlphaFactor'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 LeaderSharesTM AlphaFactor Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8427 | |||
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 |
LeaderSharesTM AlphaFactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LeaderSharesTM AlphaFactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LeaderSharesTM AlphaFactor's standard deviation. In reality, there are many statistical measures that can use LeaderSharesTM AlphaFactor historical prices to predict the future LeaderSharesTM AlphaFactor's volatility.| Risk Adjusted Performance | 0.0844 | |||
| Jensen Alpha | 0.0398 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 0.0915 |
LeaderSharesTM AlphaFactor 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 | 0.0844 | |||
| Market Risk Adjusted Performance | 0.1015 | |||
| Mean Deviation | 0.6552 | |||
| Semi Deviation | 0.6912 | |||
| Downside Deviation | 0.8427 | |||
| Coefficient Of Variation | 878.6 | |||
| Standard Deviation | 0.8833 | |||
| Variance | 0.7802 | |||
| Information Ratio | 0.0444 | |||
| Jensen Alpha | 0.0398 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 0.0915 | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 | |||
| Downside Variance | 0.7101 | |||
| Semi Variance | 0.4777 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.0395 | |||
| Kurtosis | 0.5774 |
LeaderSharesTM AlphaFactor Backtested Returns
At this point, LeaderSharesTM AlphaFactor is very steady. LeaderSharesTM AlphaFactor has Sharpe Ratio of 0.11, which conveys that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for LeaderSharesTM AlphaFactor, which you can use to evaluate the volatility of the etf. Please verify LeaderSharesTM AlphaFactor's Mean Deviation of 0.6552, risk adjusted performance of 0.0844, and Downside Deviation of 0.8427 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The etf secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. LeaderSharesTM AlphaFactor returns are very sensitive to returns on the market. As the market goes up or down, LeaderSharesTM AlphaFactor is expected to follow.
Auto-correlation | 0.43 |
Average predictability
LeaderSharesTM AlphaFactor Core has average predictability. Overlapping area represents the amount of predictability between LeaderSharesTM AlphaFactor 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 LeaderSharesTM AlphaFactor price movement. The serial correlation of 0.43 indicates that just about 43.0% of current LeaderSharesTM AlphaFactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Currently Active Assets on Macroaxis
When determining whether LeaderSharesTM AlphaFactor is a strong investment it is important to analyze LeaderSharesTM AlphaFactor's 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 LeaderSharesTM AlphaFactor's future performance. For an informed investment choice regarding LeaderSharesTM Etf, refer to the following important reports:Check out LeaderSharesTM AlphaFactor Correlation, LeaderSharesTM AlphaFactor Volatility and LeaderSharesTM AlphaFactor Performance module to complement your research on LeaderSharesTM AlphaFactor. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
LeaderSharesTM AlphaFactor 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.