Middlefield Sustainable Infrastructure Etf Market Value
| MINF Etf | 10.19 0.10 0.99% |
| Symbol | Middlefield |
Middlefield Sustainable '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 Middlefield Sustainable'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 Middlefield Sustainable.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Middlefield Sustainable on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Middlefield Sustainable Infrastructure or generate 0.0% return on investment in Middlefield Sustainable over 90 days. Middlefield Sustainable is related to or competes with TD Active, TD Active, TD Active, TD Active, and TD Q. Middlefield Sustainable is entity of Canada More
Middlefield Sustainable 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 Middlefield Sustainable'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 Middlefield Sustainable Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5796 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.04 |
Middlefield Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Middlefield Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Middlefield Sustainable's standard deviation. In reality, there are many statistical measures that can use Middlefield Sustainable historical prices to predict the future Middlefield Sustainable's volatility.| Risk Adjusted Performance | 0.2692 | |||
| Jensen Alpha | 0.1648 | |||
| Total Risk Alpha | 0.0584 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 15.57 |
Middlefield Sustainable Backtested Returns
As of now, Middlefield Etf is very steady. Middlefield Sustainable has Sharpe Ratio of 0.31, which conveys that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Middlefield Sustainable, which you can use to evaluate the volatility of the etf. Please verify Middlefield Sustainable's Risk Adjusted Performance of 0.2692, mean deviation of 0.4551, and Downside Deviation of 0.5796 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. The etf secures a Beta (Market Risk) of 0.0107, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Middlefield Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Middlefield Sustainable is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Middlefield Sustainable Infrastructure has very good predictability. Overlapping area represents the amount of predictability between Middlefield Sustainable time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Middlefield Sustainable price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Middlefield Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Middlefield Sustainable lagged returns against current returns
Autocorrelation, which is Middlefield Sustainable 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 Middlefield Sustainable's etf expected returns. We can calculate the autocorrelation of Middlefield Sustainable returns to help us make a trade decision. For example, suppose you find that Middlefield Sustainable 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 |
Middlefield Sustainable 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 Middlefield Sustainable etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Middlefield Sustainable etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Middlefield Sustainable etf over time.
Current vs Lagged Prices |
| Timeline |
Middlefield Sustainable Lagged Returns
When evaluating Middlefield Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Middlefield Sustainable etf have on its future price. Middlefield Sustainable 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, Middlefield Sustainable autocorrelation shows the relationship between Middlefield Sustainable etf current value and its past values and can show if there is a momentum factor associated with investing in Middlefield Sustainable Infrastructure.
Regressed Prices |
| Timeline |
Pair Trading with Middlefield Sustainable
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 Middlefield Sustainable 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 Middlefield Sustainable will appreciate offsetting losses from the drop in the long position's value.Moving together with Middlefield Etf
| 0.7 | CINF | CI Global Infrastructure | PairCorr |
| 0.65 | TINF | TD Active Global | PairCorr |
| 0.66 | CIF | iShares Global Infra | PairCorr |
Moving against Middlefield Etf
The ability to find closely correlated positions to Middlefield Sustainable could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Middlefield Sustainable 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 Middlefield Sustainable - 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 Middlefield Sustainable Infrastructure to buy it.
The correlation of Middlefield Sustainable 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 Middlefield Sustainable moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Middlefield Sustainable 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 Middlefield Sustainable 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.Other Information on Investing in Middlefield Etf
Middlefield Sustainable financial ratios help investors to determine whether Middlefield 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 Middlefield with respect to the benefits of owning Middlefield Sustainable security.