Rize Global (UK) Market Value
| NFRA Etf | 5.57 0.03 0.54% |
| Symbol | Rize |
Rize Global '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 Rize Global'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 Rize Global.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Rize Global on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Rize Global Sustainable or generate 0.0% return on investment in Rize Global over 90 days. Rize Global is related to or competes with Leverage Shares, GraniteShares, Leverage Shares, Leverage Shares, Leverage Shares, Leverage Shares, and GraniteShares. Rize Global is entity of United Kingdom. It is traded as Etf on LSE exchange. More
Rize Global 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 Rize Global'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 Rize Global Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6333 | |||
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.9416 |
Rize Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rize Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rize Global's standard deviation. In reality, there are many statistical measures that can use Rize Global historical prices to predict the future Rize Global's volatility.| Risk Adjusted Performance | 0.2758 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.0809 | |||
| Sortino Ratio | 0.0449 | |||
| Treynor Ratio | 1.76 |
Rize Global Sustainable Backtested Returns
Currently, Rize Global Sustainable is very steady. Rize Global Sustainable maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rize Global Sustainable, which you can use to evaluate the volatility of the etf. Please check Rize Global's Semi Deviation of 0.3193, coefficient of variation of 330.66, and Risk Adjusted Performance of 0.2758 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The etf holds a Beta of 0.0903, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rize Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rize Global is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Rize Global Sustainable has good predictability. Overlapping area represents the amount of predictability between Rize Global 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 Rize Global Sustainable price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Rize Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rize Global Sustainable lagged returns against current returns
Autocorrelation, which is Rize Global 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 Rize Global's etf expected returns. We can calculate the autocorrelation of Rize Global returns to help us make a trade decision. For example, suppose you find that Rize Global 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 |
Rize Global 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 Rize Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rize Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rize Global etf over time.
Current vs Lagged Prices |
| Timeline |
Rize Global Lagged Returns
When evaluating Rize Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rize Global etf have on its future price. Rize Global 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, Rize Global autocorrelation shows the relationship between Rize Global etf current value and its past values and can show if there is a momentum factor associated with investing in Rize Global Sustainable.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Rize Etf
Rize Global financial ratios help investors to determine whether Rize 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 Rize with respect to the benefits of owning Rize Global security.