Allianzim Large Cap Etf Net Asset
| MART Etf | 39.61 0.07 0.18% |
As of the 28th of February, Allianzim Large shows the Risk Adjusted Performance of 0.1642, downside deviation of 0.3981, and Mean Deviation of 0.2409. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Allianzim Large, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Allianzim Large's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Allianzim Large's valuation are summarized below:Allianzim Large Cap does not presently have any fundamental signals 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. Allianzim | Build AI portfolio with Allianzim Etf |
Understanding Allianzim Large Cap requires distinguishing between market price and book value, where the latter reflects Allianzim's accounting equity. The concept of intrinsic value - what Allianzim Large's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Allianzim Large's price substantially above or below its fundamental value.
Understanding that Allianzim Large's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allianzim Large represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Allianzim Large's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Allianzim Large '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 Allianzim Large'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 Allianzim Large.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Allianzim Large on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzim Large Cap or generate 0.0% return on investment in Allianzim Large over 90 days. Allianzim Large is related to or competes with First Trust, First Trust, and First Trust. Allianzim Large is entity of United States More
Allianzim Large 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 Allianzim Large'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 Allianzim Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3981 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.5356 |
Allianzim Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzim Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzim Large's standard deviation. In reality, there are many statistical measures that can use Allianzim Large historical prices to predict the future Allianzim Large's volatility.| Risk Adjusted Performance | 0.1642 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1963 |
Allianzim Large February 28, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Risk Adjusted Performance | 0.1642 | |||
| Market Risk Adjusted Performance | 0.2063 | |||
| Mean Deviation | 0.2409 | |||
| Semi Deviation | 0.0944 | |||
| Downside Deviation | 0.3981 | |||
| Coefficient Of Variation | 435.06 | |||
| Standard Deviation | 0.3513 | |||
| Variance | 0.1234 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1963 | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.5356 | |||
| Downside Variance | 0.1585 | |||
| Semi Variance | 0.0089 | |||
| Expected Short fall | (0.26) | |||
| Skewness | 0.0229 | |||
| Kurtosis | 3.12 |
Allianzim Large Cap Backtested Returns
Currently, Allianzim Large Cap is very steady. Allianzim Large Cap secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the etf had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Allianzim Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Allianzim Large's Risk Adjusted Performance of 0.1642, downside deviation of 0.3981, and Mean Deviation of 0.2409 to double-check if the risk estimate we provide is consistent with the expected return of 0.0579%. The etf shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allianzim Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianzim Large is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Allianzim Large Cap has good predictability. Overlapping area represents the amount of predictability between Allianzim Large time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 Allianzim Large Cap price movement. The serial correlation of 0.66 indicates that around 66.0% of current Allianzim Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, Allianzim Large Cap has a Net Asset of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Defined Outcome (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Allianzim Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Allianzim Large's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Allianzim Large could also be used in its relative valuation, which is a method of valuing Allianzim Large by comparing valuation metrics of similar companies.Allianzim Large is currently under evaluation in net asset as compared to similar ETFs.
About Allianzim Large Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Allianzim Large Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Allianzim Large using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Allianzim Large Cap 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.
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Understanding Allianzim Large Cap requires distinguishing between market price and book value, where the latter reflects Allianzim's accounting equity. The concept of intrinsic value - what Allianzim Large's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Allianzim Large's price substantially above or below its fundamental value.
Understanding that Allianzim Large's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allianzim Large represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Allianzim Large's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.