Roundhill Generative Ai Etf Market Value
| CHAT Etf | 53.28 1.34 2.58% |
| Symbol | Roundhill |
The market value of Roundhill Generative is measured differently than its book value, which is the value of Roundhill that is recorded on the company's balance sheet. Investors also form their own opinion of Roundhill Generative's value that differs from its market value or its book value, called intrinsic value, which is Roundhill Generative'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 Roundhill Generative's market value can be influenced by many factors that don't directly affect Roundhill Generative's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Roundhill Generative's value and its price as these two are different measures arrived at by different means. Investors typically determine if Roundhill Generative is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roundhill Generative'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.
Roundhill Generative '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 Roundhill Generative'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 Roundhill Generative.
| 05/28/2025 |
| 08/26/2025 |
If you would invest 0.00 in Roundhill Generative on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Roundhill Generative AI or generate 0.0% return on investment in Roundhill Generative over 90 days. Roundhill Generative is related to or competes with Global X, First Trust, Direxion Shares, and WisdomTree Trust. Roundhill Generative is entity of United States More
Roundhill Generative 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 Roundhill Generative'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 Roundhill Generative AI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.1878 | |||
| Maximum Drawdown | 6.73 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.58 |
Roundhill Generative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roundhill Generative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roundhill Generative's standard deviation. In reality, there are many statistical measures that can use Roundhill Generative historical prices to predict the future Roundhill Generative's volatility.| Risk Adjusted Performance | 0.1989 | |||
| Jensen Alpha | 0.2591 | |||
| Total Risk Alpha | 0.1515 | |||
| Sortino Ratio | 0.206 | |||
| Treynor Ratio | 0.3725 |
Roundhill Generative Backtested Returns
Roundhill Generative appears to be very steady, given 3 months investment horizon. Roundhill Generative maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roundhill Generative, which you can use to evaluate the volatility of the etf. Please evaluate Roundhill Generative's Risk Adjusted Performance of 0.1989, semi deviation of 0.8214, and Coefficient Of Variation of 362.01 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.99, which implies possible diversification benefits within a given portfolio. Roundhill Generative returns are very sensitive to returns on the market. As the market goes up or down, Roundhill Generative is expected to follow.
Auto-correlation | 0.89 |
Very good predictability
Roundhill Generative AI has very good predictability. Overlapping area represents the amount of predictability between Roundhill Generative time series from 28th of May 2025 to 12th of July 2025 and 12th of July 2025 to 26th of August 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 Roundhill Generative price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Roundhill Generative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 3.17 |
Roundhill Generative lagged returns against current returns
Autocorrelation, which is Roundhill Generative 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 Roundhill Generative's etf expected returns. We can calculate the autocorrelation of Roundhill Generative returns to help us make a trade decision. For example, suppose you find that Roundhill Generative 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 |
Roundhill Generative 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 Roundhill Generative etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roundhill Generative etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roundhill Generative etf over time.
Current vs Lagged Prices |
| Timeline |
Roundhill Generative Lagged Returns
When evaluating Roundhill Generative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roundhill Generative etf have on its future price. Roundhill Generative 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, Roundhill Generative autocorrelation shows the relationship between Roundhill Generative etf current value and its past values and can show if there is a momentum factor associated with investing in Roundhill Generative AI.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Roundhill Generative Correlation, Roundhill Generative Volatility and Roundhill Generative Alpha and Beta module to complement your research on Roundhill Generative. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Roundhill Generative technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.