Harvest Diversified Monthly Etf Beta
| HDIF Etf | 8.96 0.09 1.01% |
As of the 15th of February 2026, Harvest Diversified retains the Risk Adjusted Performance of 0.057, downside deviation of 0.9906, and Market Risk Adjusted Performance of 0.0859. Harvest Diversified technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Harvest Diversified'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 Harvest Diversified's valuation are provided below:Harvest Diversified Monthly does not presently have any fundamental trends 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. Harvest |
Harvest Diversified '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 Harvest Diversified'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 Harvest Diversified.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Harvest Diversified on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Harvest Diversified Monthly or generate 0.0% return on investment in Harvest Diversified over 90 days. Harvest Diversified is related to or competes with Vanguard FTSE, IShares Core, IShares ESG, NBI Global, IShares Diversified, TD Q, and TD Q. Harvest Diversified is entity of Canada. It is traded as Etf on TO exchange. More
Harvest Diversified 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 Harvest Diversified'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 Harvest Diversified Monthly upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9906 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.4 |
Harvest Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harvest Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Harvest Diversified's standard deviation. In reality, there are many statistical measures that can use Harvest Diversified historical prices to predict the future Harvest Diversified's volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0759 |
Harvest Diversified February 15, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.057 | |||
| Market Risk Adjusted Performance | 0.0859 | |||
| Mean Deviation | 0.6608 | |||
| Semi Deviation | 0.9064 | |||
| Downside Deviation | 0.9906 | |||
| Coefficient Of Variation | 1443.72 | |||
| Standard Deviation | 0.9049 | |||
| Variance | 0.8189 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0759 | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.9813 | |||
| Semi Variance | 0.8216 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.78) | |||
| Kurtosis | 3.38 |
Harvest Diversified Backtested Returns
As of now, Harvest Etf is very steady. Harvest Diversified holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Harvest Diversified, which you can use to evaluate the volatility of the entity. Please check out Harvest Diversified's Risk Adjusted Performance of 0.057, market risk adjusted performance of 0.0859, and Downside Deviation of 0.9906 to validate if the risk estimate we provide is consistent with the expected return of 0.0895%. The etf retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Harvest Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Harvest Diversified is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Harvest Diversified Monthly has insignificant reverse predictability. Overlapping area represents the amount of predictability between Harvest Diversified time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Harvest Diversified price movement. The serial correlation of -0.18 indicates that over 18.0% of current Harvest Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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, Harvest Diversified Monthly has a Beta of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Alternative Equity Focused (which currently averages 0.0) category. This indicator is about the same for all Canada etfs average (which is currently at 0.0).
Harvest Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Harvest Diversified'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 Harvest Diversified could also be used in its relative valuation, which is a method of valuing Harvest Diversified by comparing valuation metrics of similar companies.Harvest Diversified is currently under evaluation in beta as compared to similar ETFs.
Harvest Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Harvest Diversified's current stock value. Our valuation model uses many indicators to compare Harvest Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Harvest Diversified competition to find correlations between indicators driving Harvest Diversified's intrinsic value. More Info.Harvest Diversified Monthly is one of the top ETFs in one year return as compared to similar ETFs. It also is one of the top ETFs in three year return as compared to similar ETFs reporting about 1.15 of Three Year Return per One Year Return. Comparative valuation analysis is a catch-all model that can be used if you cannot value Harvest Diversified by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Harvest Diversified's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Harvest Fundamentals
| One Year Return | 11.40 % | |||
| Three Year Return | 13.10 % |
About Harvest Diversified Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Harvest Diversified Monthly's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Harvest Diversified using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Harvest Diversified Monthly 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.
Pair Trading with Harvest Diversified
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 Harvest Diversified 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 Harvest Diversified will appreciate offsetting losses from the drop in the long position's value.Moving together with Harvest Etf
| 0.9 | HCAL | Hamilton Enhanced | PairCorr |
| 0.94 | PFLS | Picton Mahoney Fortified | PairCorr |
| 0.85 | HAC | Global X Seasonal | PairCorr |
| 0.94 | PFAE | Picton Mahoney Fortified | PairCorr |
Moving against Harvest Etf
The ability to find closely correlated positions to Harvest Diversified could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Harvest Diversified 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 Harvest Diversified - 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 Harvest Diversified Monthly to buy it.
The correlation of Harvest Diversified 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 Harvest Diversified moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Harvest Diversified 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 Harvest Diversified 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 Harvest Etf
Harvest Diversified financial ratios help investors to determine whether Harvest 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 Harvest with respect to the benefits of owning Harvest Diversified security.