Keating Active Etf Market Value
| KEAT Etf | 27.66 0.09 0.33% |
| Symbol | Keating |
The market value of Keating Active ETF is measured differently than its book value, which is the value of Keating that is recorded on the company's balance sheet. Investors also form their own opinion of Keating Active's value that differs from its market value or its book value, called intrinsic value, which is Keating Active'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 Keating Active's market value can be influenced by many factors that don't directly affect Keating Active'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 Keating Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if Keating Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keating Active'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.
Keating Active '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 Keating Active'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 Keating Active.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Keating Active on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Keating Active ETF or generate 0.0% return on investment in Keating Active over 90 days. Keating Active is related to or competes with FT Vest, Northern Lights, Dimensional International, Matthews China, Davis Select, Dimensional ETF, and First Trust. Keating Active is entity of United States More
Keating Active 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 Keating Active'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 Keating Active ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5284 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.03 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 0.9266 |
Keating Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keating Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keating Active's standard deviation. In reality, there are many statistical measures that can use Keating Active historical prices to predict the future Keating Active's volatility.| Risk Adjusted Performance | 0.132 | |||
| Jensen Alpha | 0.0699 | |||
| Total Risk Alpha | 0.0061 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 1.12 |
Keating Active ETF Backtested Returns
Currently, Keating Active ETF is very steady. Keating Active ETF has Sharpe Ratio of 0.23, which conveys that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Keating Active, which you can use to evaluate the volatility of the etf. Please verify Keating Active's Downside Deviation of 0.5284, risk adjusted performance of 0.132, and Mean Deviation of 0.396 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of 0.0697, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keating Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keating Active is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
Keating Active ETF has modest predictability. Overlapping area represents the amount of predictability between Keating Active time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 Keating Active ETF price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Keating Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Keating Active ETF lagged returns against current returns
Autocorrelation, which is Keating Active 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 Keating Active's etf expected returns. We can calculate the autocorrelation of Keating Active returns to help us make a trade decision. For example, suppose you find that Keating Active 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 |
Keating Active 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 Keating Active etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keating Active etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keating Active etf over time.
Current vs Lagged Prices |
| Timeline |
Keating Active Lagged Returns
When evaluating Keating Active's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keating Active etf have on its future price. Keating Active 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, Keating Active autocorrelation shows the relationship between Keating Active etf current value and its past values and can show if there is a momentum factor associated with investing in Keating Active ETF.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Keating Active Correlation, Keating Active Volatility and Keating Active Alpha and Beta module to complement your research on Keating Active. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Keating Active 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.