Nyli Mackay Core Etf Key Fundamental Indicators
| CPLB Etf | 21.43 0.01 0.05% |
As of the 19th of February, NYLI MacKay secures the mean deviation of 0.1512, and Risk Adjusted Performance of 0.088. NYLI MacKay Core 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.
NYLI MacKay's 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 NYLI MacKay's valuation are provided below:NYLI MacKay Core does not currently 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. The market value of NYLI MacKay Core is measured differently than its book value, which is the value of NYLI that is recorded on the company's balance sheet. Investors also form their own opinion of NYLI MacKay's value that differs from its market value or its book value, called intrinsic value, which is NYLI MacKay's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because NYLI MacKay's market value can be influenced by many factors that don't directly affect NYLI MacKay's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between NYLI MacKay's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding NYLI MacKay should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, NYLI MacKay's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
NYLI MacKay '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 NYLI MacKay'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 NYLI MacKay.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in NYLI MacKay on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding NYLI MacKay Core or generate 0.0% return on investment in NYLI MacKay over 90 days. NYLI MacKay is related to or competes with TCW ETF, TCW ETF, Fidelity Corporate, AIM ETF, Invesco SP, Simplify Exchange, and First Trust. NYLI MacKay is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
NYLI MacKay 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 NYLI MacKay'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 NYLI MacKay Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1849 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 0.6631 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.2856 |
NYLI MacKay Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NYLI MacKay's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NYLI MacKay's standard deviation. In reality, there are many statistical measures that can use NYLI MacKay historical prices to predict the future NYLI MacKay's volatility.| Risk Adjusted Performance | 0.088 | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.3237 |
NYLI MacKay February 19, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.088 | |||
| Market Risk Adjusted Performance | 0.3337 | |||
| Mean Deviation | 0.1512 | |||
| Downside Deviation | 0.1849 | |||
| Coefficient Of Variation | 652.58 | |||
| Standard Deviation | 0.1827 | |||
| Variance | 0.0334 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.3237 | |||
| Maximum Drawdown | 0.6631 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.2856 | |||
| Downside Variance | 0.0342 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.08) | |||
| Kurtosis | (0.65) |
NYLI MacKay Core Backtested Returns
At this point, NYLI MacKay is very steady. NYLI MacKay Core has Sharpe Ratio of 0.17, which conveys that the entity had a 0.17 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for NYLI MacKay, which you can use to evaluate the volatility of the etf. Please verify NYLI MacKay's mean deviation of 0.1512, and Risk Adjusted Performance of 0.088 to check out if the risk estimate we provide is consistent with the expected return of 0.0305%. The etf secures a Beta (Market Risk) of 0.0556, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NYLI MacKay's returns are expected to increase less than the market. However, during the bear market, the loss of holding NYLI MacKay is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
NYLI MacKay Core has average predictability. Overlapping area represents the amount of predictability between NYLI MacKay time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 NYLI MacKay Core price movement. The serial correlation of 0.42 indicates that just about 42.0% of current NYLI MacKay price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, NYLI MacKay Core has a Beta of 1.0. This is much higher than that of the family and significantly higher than that of the Intermediate Core-Plus Bond category. The beta for all United States etfs is notably lower than that of the firm.
NYLI Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses NYLI MacKay's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of NYLI MacKay could also be used in its relative valuation, which is a method of valuing NYLI MacKay by comparing valuation metrics of similar companies.NYLI MacKay is currently under evaluation in beta as compared to similar ETFs.
NYLI Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining NYLI MacKay's current stock value. Our valuation model uses many indicators to compare NYLI MacKay value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across NYLI MacKay competition to find correlations between indicators driving NYLI MacKay's intrinsic value. More Info.NYLI MacKay Core is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 7.60 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the NYLI MacKay's earnings, one of the primary drivers of an investment's value.NYLI MacKay returns are very sensitive to returns on the market. As the market goes up or down, NYLI MacKay is expected to follow.
NYLI Fundamentals
| Beta | 1.0 | |||
| One Year Return | 7.60 % | |||
| Three Year Return | 6.10 % |
About NYLI MacKay Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze NYLI MacKay Core's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of NYLI MacKay using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of NYLI MacKay Core 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.NYLI MacKay is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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.When determining whether NYLI MacKay Core offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NYLI MacKay's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nyli Mackay Core Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Nyli Mackay Core Etf:Check out You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
The market value of NYLI MacKay Core is measured differently than its book value, which is the value of NYLI that is recorded on the company's balance sheet. Investors also form their own opinion of NYLI MacKay's value that differs from its market value or its book value, called intrinsic value, which is NYLI MacKay's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because NYLI MacKay's market value can be influenced by many factors that don't directly affect NYLI MacKay's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between NYLI MacKay's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding NYLI MacKay should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, NYLI MacKay's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.