Xtrackers National Critical Etf Market Value
| CRTC Etf | USD 34.88 0.06 0.17% |
| Symbol | Xtrackers |
Xtrackers National '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 Xtrackers National's pink sheet 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 Xtrackers National.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Xtrackers National on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers National Critical or generate 0.0% return on investment in Xtrackers National over 90 days. Xtrackers National is related to or competes with Freedom Day, Franklin Templeton, IShares MSCI, Tidal Trust, IShares Dividend, Altrius Global, and Invesco Exchange. More
Xtrackers National 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 Xtrackers National's pink sheet 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 Xtrackers National Critical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6553 | |||
| Information Ratio | 0.1435 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.54 |
Xtrackers National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers National's standard deviation. In reality, there are many statistical measures that can use Xtrackers National historical prices to predict the future Xtrackers National's volatility.| Risk Adjusted Performance | 0.2195 | |||
| Jensen Alpha | 0.2193 | |||
| Total Risk Alpha | 0.1119 | |||
| Sortino Ratio | 0.1631 | |||
| Treynor Ratio | (0.84) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xtrackers National's 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.
Xtrackers National Backtested Returns
At this point, Xtrackers National is very steady. Xtrackers National shows Sharpe Ratio of 0.27, which attests that the etf had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Xtrackers National, which you can use to evaluate the volatility of the etf. Please check out Xtrackers National's Market Risk Adjusted Performance of (0.83), downside deviation of 0.6553, and Mean Deviation of 0.544 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The entity maintains a market beta of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers National are expected to decrease at a much lower rate. During the bear market, Xtrackers National is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Xtrackers National Critical has very good predictability. Overlapping area represents the amount of predictability between Xtrackers National time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Xtrackers National price movement. The serial correlation of 0.84 indicates that around 84.0% of current Xtrackers National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Xtrackers National lagged returns against current returns
Autocorrelation, which is Xtrackers National pink sheet'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 Xtrackers National's pink sheet expected returns. We can calculate the autocorrelation of Xtrackers National returns to help us make a trade decision. For example, suppose you find that Xtrackers National has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Xtrackers National 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 Xtrackers National pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers National pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers National pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Xtrackers National Lagged Returns
When evaluating Xtrackers National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers National pink sheet have on its future price. Xtrackers National 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, Xtrackers National autocorrelation shows the relationship between Xtrackers National pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers National Critical.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Xtrackers Pink Sheet
Xtrackers National financial ratios help investors to determine whether Xtrackers Pink Sheet 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 Xtrackers with respect to the benefits of owning Xtrackers National security.