Unlimited Hfnd Multi Strategy Etf Market Value
| HFND Etf | USD 23.68 0.16 0.68% |
| Symbol | Unlimited |
The market value of Unlimited HFND Multi is measured differently than its book value, which is the value of Unlimited that is recorded on the company's balance sheet. Investors also form their own opinion of Unlimited HFND's value that differs from its market value or its book value, called intrinsic value, which is Unlimited HFND'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 Unlimited HFND's market value can be influenced by many factors that don't directly affect Unlimited HFND'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 Unlimited HFND's value and its price as these two are different measures arrived at by different means. Investors typically determine if Unlimited HFND is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Unlimited HFND'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.
Unlimited HFND '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 Unlimited HFND'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 Unlimited HFND.
| 09/22/2025 |
| 12/21/2025 |
If you would invest 0.00 in Unlimited HFND on September 22, 2025 and sell it all today you would earn a total of 0.00 from holding Unlimited HFND Multi Strategy or generate 0.0% return on investment in Unlimited HFND over 90 days. Unlimited HFND is related to or competes with IShares MSCI, Militia LongShort, IShares MSCI, ProShares Ultra, Northern Lights, Global X, and WBI BullBear. The funds portfolio will generally consist of long and short positions in 30 to 50 Underlying ETFs and futures contracts More
Unlimited HFND 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 Unlimited HFND'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 Unlimited HFND Multi Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6012 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.7592 |
Unlimited HFND Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unlimited HFND's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unlimited HFND's standard deviation. In reality, there are many statistical measures that can use Unlimited HFND historical prices to predict the future Unlimited HFND's volatility.| Risk Adjusted Performance | 0.0035 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.3271 |
Unlimited HFND Multi Backtested Returns
At this point, Unlimited HFND is very steady. Unlimited HFND Multi owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Unlimited HFND Multi Strategy, which you can use to evaluate the volatility of the etf. Please validate Unlimited HFND's Risk Adjusted Performance of 0.0035, coefficient of variation of 11661.21, and Semi Deviation of 0.5689 to confirm if the risk estimate we provide is consistent with the expected return of 0.0048%. The entity has a beta of -0.0159, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unlimited HFND are expected to decrease at a much lower rate. During the bear market, Unlimited HFND is likely to outperform the market.
Auto-correlation | -0.42 |
Modest reverse predictability
Unlimited HFND Multi Strategy has modest reverse predictability. Overlapping area represents the amount of predictability between Unlimited HFND time series from 22nd of September 2025 to 6th of November 2025 and 6th of November 2025 to 21st of December 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 Unlimited HFND Multi price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Unlimited HFND price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Unlimited HFND Multi lagged returns against current returns
Autocorrelation, which is Unlimited HFND 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 Unlimited HFND's etf expected returns. We can calculate the autocorrelation of Unlimited HFND returns to help us make a trade decision. For example, suppose you find that Unlimited HFND 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 |
Unlimited HFND 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 Unlimited HFND etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unlimited HFND etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unlimited HFND etf over time.
Current vs Lagged Prices |
| Timeline |
Unlimited HFND Lagged Returns
When evaluating Unlimited HFND's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unlimited HFND etf have on its future price. Unlimited HFND 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, Unlimited HFND autocorrelation shows the relationship between Unlimited HFND etf current value and its past values and can show if there is a momentum factor associated with investing in Unlimited HFND Multi Strategy.
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.When determining whether Unlimited HFND Multi is a strong investment it is important to analyze Unlimited HFND's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Unlimited HFND's future performance. For an informed investment choice regarding Unlimited Etf, refer to the following important reports:Check out Unlimited HFND Correlation, Unlimited HFND Volatility and Unlimited HFND Alpha and Beta module to complement your research on Unlimited HFND. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Unlimited HFND 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.