Palantir Yield Shares Etf Market Value
| YPLT Etf | 26.31 0.19 0.72% |
| Symbol | Palantir |
Please note, there is a significant difference between Palantir Yield's value and its price as these two are different measures arrived at by different means. Investors typically determine if Palantir Yield is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Palantir Yield'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.
Palantir Yield '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 Palantir Yield'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 Palantir Yield.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Palantir Yield on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Palantir Yield Shares or generate 0.0% return on investment in Palantir Yield over 90 days. Palantir Yield is related to or competes with NBI High, NBI Unconstrained, Mackenzie Developed, and BMO Short. Palantir Yield is entity of Canada. It is traded as Etf on NEO exchange. More
Palantir Yield 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 Palantir Yield'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 Palantir Yield Shares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.47 | |||
| Information Ratio | 0.1538 | |||
| Maximum Drawdown | 20.9 | |||
| Value At Risk | (8.02) | |||
| Potential Upside | 6.28 |
Palantir Yield Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Palantir Yield's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palantir Yield's standard deviation. In reality, there are many statistical measures that can use Palantir Yield historical prices to predict the future Palantir Yield's volatility.| Risk Adjusted Performance | 0.1844 | |||
| Jensen Alpha | 0.6394 | |||
| Total Risk Alpha | 0.1856 | |||
| Sortino Ratio | 0.1368 | |||
| Treynor Ratio | 0.948 |
Palantir Yield Shares Backtested Returns
Palantir Yield appears to be not too volatile, given 3 months investment horizon. Palantir Yield Shares maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the entity had a 0.23 % return per unit of risk over the last 3 months. By analyzing Palantir Yield's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please evaluate Palantir Yield's Risk Adjusted Performance of 0.1844, semi deviation of 4.04, and Coefficient Of Variation of 528.29 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.78, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Palantir Yield's returns are expected to increase less than the market. However, during the bear market, the loss of holding Palantir Yield is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Palantir Yield Shares has modest predictability. Overlapping area represents the amount of predictability between Palantir Yield 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 Palantir Yield Shares price movement. The serial correlation of 0.54 indicates that about 54.0% of current Palantir Yield price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.75 |
Palantir Yield Shares lagged returns against current returns
Autocorrelation, which is Palantir Yield 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 Palantir Yield's etf expected returns. We can calculate the autocorrelation of Palantir Yield returns to help us make a trade decision. For example, suppose you find that Palantir Yield 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 |
Palantir Yield 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 Palantir Yield etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Palantir Yield etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Palantir Yield etf over time.
Current vs Lagged Prices |
| Timeline |
Palantir Yield Lagged Returns
When evaluating Palantir Yield's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Palantir Yield etf have on its future price. Palantir Yield 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, Palantir Yield autocorrelation shows the relationship between Palantir Yield etf current value and its past values and can show if there is a momentum factor associated with investing in Palantir Yield Shares.
Regressed Prices |
| Timeline |
Pair Trading with Palantir Yield
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 Palantir Yield 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 Palantir Yield will appreciate offsetting losses from the drop in the long position's value.Moving together with Palantir Etf
Moving against Palantir Etf
The ability to find closely correlated positions to Palantir Yield could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Palantir Yield 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 Palantir Yield - 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 Palantir Yield Shares to buy it.
The correlation of Palantir Yield 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 Palantir Yield moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Palantir Yield Shares 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 Palantir Yield 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 Palantir Etf
Palantir Yield financial ratios help investors to determine whether Palantir 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 Palantir with respect to the benefits of owning Palantir Yield security.