Northern Lights Etf Key Fundamental Indicators
| BTR Etf | 26.83 0.16 0.59% |
As of the 27th of February, Northern Lights secures the Downside Deviation of 0.5983, mean deviation of 0.4405, and Risk Adjusted Performance of 0.2091. Northern Lights technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the etf's future prices. Please verify Northern Lights standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Northern Lights is priced some-what accurately, providing market reflects its recent price of 26.83 per share.
Northern Lights' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Northern Lights' valuation are provided below:Northern Lights does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Northern | Build AI portfolio with Northern Etf |
The market value of Northern Lights is measured differently than its book value, which is the value of Northern that is recorded on the company's balance sheet. Investors also form their own opinion of Northern Lights' value that differs from its market value or its book value, called intrinsic value, which is Northern Lights' true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Northern Lights' market value can be influenced by many factors that don't directly affect Northern Lights' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Northern Lights' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Northern Lights should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Northern Lights' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Northern Lights '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 Northern Lights' 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 Northern Lights.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Northern Lights on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Lights or generate 0.0% return on investment in Northern Lights over 90 days. Northern Lights is related to or competes with Northern Lights, IShares Trust, Listed Funds, Exchange Listed, Janus Henderson, Global X, and Unlimited HFGM. Northern Lights is entity of United States More
Northern Lights 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 Northern Lights' 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 Northern Lights upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5983 | |||
| Information Ratio | 0.071 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.13 |
Northern Lights Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Lights' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Lights' standard deviation. In reality, there are many statistical measures that can use Northern Lights historical prices to predict the future Northern Lights' volatility.| Risk Adjusted Performance | 0.2091 | |||
| Jensen Alpha | 0.0771 | |||
| Total Risk Alpha | 0.0672 | |||
| Sortino Ratio | 0.0699 | |||
| Treynor Ratio | 0.2247 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Northern Lights' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Northern Lights February 27, 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 | 0.2091 | |||
| Market Risk Adjusted Performance | 0.2347 | |||
| Mean Deviation | 0.4405 | |||
| Semi Deviation | 0.2608 | |||
| Downside Deviation | 0.5983 | |||
| Coefficient Of Variation | 359.12 | |||
| Standard Deviation | 0.5891 | |||
| Variance | 0.347 | |||
| Information Ratio | 0.071 | |||
| Jensen Alpha | 0.0771 | |||
| Total Risk Alpha | 0.0672 | |||
| Sortino Ratio | 0.0699 | |||
| Treynor Ratio | 0.2247 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.3579 | |||
| Semi Variance | 0.068 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.02) | |||
| Kurtosis | 0.6733 |
Northern Lights Backtested Returns
Currently, Northern Lights is very steady. Northern Lights has Sharpe Ratio of 0.2, which conveys that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Northern Lights, which you can use to evaluate the volatility of the etf. Please verify Northern Lights' Risk Adjusted Performance of 0.2091, mean deviation of 0.4405, and Downside Deviation of 0.5983 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of 0.69, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Northern Lights' returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Lights is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Northern Lights has good predictability. Overlapping area represents the amount of predictability between Northern Lights time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 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 Northern Lights price movement. The serial correlation of 0.79 indicates that around 79.0% of current Northern Lights price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Northern Lights has an One Year Return of -0.8%. This is much lower than that of the Other family and significantly lower than that of the Tactical Allocation category. The one year return for all United States etfs is notably higher than that of the company.
Northern One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Northern Lights' direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Northern Lights could also be used in its relative valuation, which is a method of valuing Northern Lights by comparing valuation metrics of similar companies.Northern Lights is currently under evaluation in one year return as compared to similar ETFs.
Northern Fundamentals
| One Year Return | (0.80) % |
About Northern Lights Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Northern Lights's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Northern Lights using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Northern Lights based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Northern Lights is entity of United States. It is traded as Etf on NYSE ARCA exchange.
Pair Trading with Northern Lights
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 Northern Lights 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 Northern Lights will appreciate offsetting losses from the drop in the long position's value.Moving together with Northern Etf
| 0.98 | TDSC | Cabana Target Drawdown | PairCorr |
| 0.97 | YYY | Amplify High Income | PairCorr |
| 0.79 | FVC | First Trust Dorsey | PairCorr |
| 0.94 | TDSB | Cabana Target Drawdown | PairCorr |
| 0.97 | GMOM | Cambria Global Momentum | PairCorr |
Moving against Northern Etf
The ability to find closely correlated positions to Northern Lights could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Northern Lights 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 Northern Lights - 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 Northern Lights to buy it.
The correlation of Northern Lights 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 Northern Lights moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Northern Lights 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 Northern Lights 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.Check out You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
The market value of Northern Lights is measured differently than its book value, which is the value of Northern that is recorded on the company's balance sheet. Investors also form their own opinion of Northern Lights' value that differs from its market value or its book value, called intrinsic value, which is Northern Lights' true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Northern Lights' market value can be influenced by many factors that don't directly affect Northern Lights' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Northern Lights' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Northern Lights should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Northern Lights' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.