Middlefield Real Estate Etf Market Value
| MREL Etf | 12.47 0.15 1.19% |
| Symbol | Middlefield |
Please note, there is a significant difference between Middlefield Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Middlefield Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Middlefield Real'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.
Middlefield Real '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 Real'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 Real.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Middlefield Real on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Middlefield Real Estate or generate 0.0% return on investment in Middlefield Real over 90 days. Middlefield Real is related to or competes with IShares SPTSX, IShares Core, IShares Core, BMO Aggregate, IShares Canadian, BMO SPTSX, and BMO SP. Middlefield Real is entity of Canada. It is traded as Etf on TO exchange. More
Middlefield Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7904 | |||
| Information Ratio | 0.0434 | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.39 |
Middlefield Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Middlefield Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Middlefield Real's standard deviation. In reality, there are many statistical measures that can use Middlefield Real historical prices to predict the future Middlefield Real's volatility.| Risk Adjusted Performance | 0.2004 | |||
| Jensen Alpha | 0.1554 | |||
| Total Risk Alpha | 0.0521 | |||
| Sortino Ratio | 0.0448 | |||
| Treynor Ratio | 2.02 |
Middlefield Real Estate Backtested Returns
As of now, Middlefield Etf is very steady. Middlefield Real Estate has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Middlefield Real, which you can use to evaluate the volatility of the etf. Please verify Middlefield Real's Downside Deviation of 0.7904, mean deviation of 0.6284, and Risk Adjusted Performance of 0.2004 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The etf secures a Beta (Market Risk) of 0.0821, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Middlefield Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Middlefield Real is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Middlefield Real Estate has modest predictability. Overlapping area represents the amount of predictability between Middlefield Real time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Real Estate price movement. The serial correlation of 0.55 indicates that about 55.0% of current Middlefield Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Middlefield Real Estate lagged returns against current returns
Autocorrelation, which is Middlefield Real 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 Real's etf expected returns. We can calculate the autocorrelation of Middlefield Real returns to help us make a trade decision. For example, suppose you find that Middlefield Real 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 Real 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 Real etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Middlefield Real etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Middlefield Real etf over time.
Current vs Lagged Prices |
| Timeline |
Middlefield Real Lagged Returns
When evaluating Middlefield Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Middlefield Real etf have on its future price. Middlefield Real 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 Real autocorrelation shows the relationship between Middlefield Real etf current value and its past values and can show if there is a momentum factor associated with investing in Middlefield Real Estate.
Regressed Prices |
| Timeline |
Pair Trading with Middlefield Real
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 Real 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 Real will appreciate offsetting losses from the drop in the long position's value.Moving together with Middlefield Etf
Moving against Middlefield Etf
The ability to find closely correlated positions to Middlefield Real 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 Real 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 Real - 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 Real Estate to buy it.
The correlation of Middlefield Real 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 Real moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Middlefield Real Estate 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 Real 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 Real 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 Real security.