Fm Emerald Life Etf Market Value
| LFSC Etf | 25.28 0.30 1.20% |
| Symbol | LFSC |
The market value of Fm Emerald Life is measured differently than its book value, which is the value of LFSC that is recorded on the company's balance sheet. Investors also form their own opinion of Fm Emerald's value that differs from its market value or its book value, called intrinsic value, which is Fm Emerald'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 Fm Emerald's market value can be influenced by many factors that don't directly affect Fm Emerald'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 Fm Emerald's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fm Emerald is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fm Emerald'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.
Fm Emerald '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 Fm Emerald'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 Fm Emerald.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Fm Emerald on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Fm Emerald Life or generate 0.0% return on investment in Fm Emerald over 90 days. Fm Emerald is related to or competes with First Trust, Ultimus Managers, Horizon Kinetics, Harbor Health, American Beacon, First Trust, and Direxion Daily. More
Fm Emerald 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 Fm Emerald'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 Fm Emerald Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 5.82 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.09 |
Fm Emerald Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fm Emerald's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fm Emerald's standard deviation. In reality, there are many statistical measures that can use Fm Emerald historical prices to predict the future Fm Emerald's volatility.| Risk Adjusted Performance | 0.0863 | |||
| Jensen Alpha | 0.1609 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0068 | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fm Emerald'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.
Fm Emerald Life Backtested Returns
At this point, Fm Emerald is very steady. Fm Emerald Life retains Efficiency (Sharpe Ratio) of 0.11, which denotes the etf had a 0.11 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for Fm Emerald, which you can use to evaluate the volatility of the entity. Please confirm Fm Emerald's Standard Deviation of 1.23, downside deviation of 1.25, and Market Risk Adjusted Performance of (0.33) to check if the risk estimate we provide is consistent with the expected return of 0.13%. The etf owns a Beta (Systematic Risk) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fm Emerald are expected to decrease at a much lower rate. During the bear market, Fm Emerald is likely to outperform the market.
Auto-correlation | -0.39 |
Poor reverse predictability
Fm Emerald Life has poor reverse predictability. Overlapping area represents the amount of predictability between Fm Emerald time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Fm Emerald Life price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Fm Emerald price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Fm Emerald Life lagged returns against current returns
Autocorrelation, which is Fm Emerald 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 Fm Emerald's etf expected returns. We can calculate the autocorrelation of Fm Emerald returns to help us make a trade decision. For example, suppose you find that Fm Emerald 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 |
Fm Emerald 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 Fm Emerald etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fm Emerald etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fm Emerald etf over time.
Current vs Lagged Prices |
| Timeline |
Fm Emerald Lagged Returns
When evaluating Fm Emerald's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fm Emerald etf have on its future price. Fm Emerald 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, Fm Emerald autocorrelation shows the relationship between Fm Emerald etf current value and its past values and can show if there is a momentum factor associated with investing in Fm Emerald Life.
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 Fm Emerald Life offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fm Emerald's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fm Emerald Life Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Fm Emerald Life Etf:Check out Fm Emerald Correlation, Fm Emerald Volatility and Fm Emerald Alpha and Beta module to complement your research on Fm Emerald. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Fm Emerald 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.