Neos Longshort Equity Etf Market Value
| NLSI Etf | 49.18 0.72 1.44% |
| Symbol | Neos |
The market value of Neos LongShort Equity is measured differently than its book value, which is the value of Neos that is recorded on the company's balance sheet. Investors also form their own opinion of Neos LongShort's value that differs from its market value or its book value, called intrinsic value, which is Neos LongShort'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 Neos LongShort's market value can be influenced by many factors that don't directly affect Neos LongShort'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 Neos LongShort's value and its price as these two are different measures arrived at by different means. Investors typically determine if Neos LongShort is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Neos LongShort'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.
Neos LongShort '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 Neos LongShort'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 Neos LongShort.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Neos LongShort on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Neos LongShort Equity or generate 0.0% return on investment in Neos LongShort over 90 days. Neos LongShort is related to or competes with Freedom Day, Franklin Templeton, IShares MSCI, Altrius Global, Invesco Exchange, Franklin International, and Madison ETFs. More
Neos LongShort 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 Neos LongShort'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 Neos LongShort Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.88 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.31 |
Neos LongShort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neos LongShort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neos LongShort's standard deviation. In reality, there are many statistical measures that can use Neos LongShort historical prices to predict the future Neos LongShort's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 0.3426 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Neos LongShort'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.
Neos LongShort January 27, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | 0.3526 | |||
| Mean Deviation | 0.5827 | |||
| Coefficient Of Variation | (3,790) | |||
| Standard Deviation | 0.7885 | |||
| Variance | 0.6217 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 0.3426 | |||
| Maximum Drawdown | 3.88 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.31 | |||
| Skewness | (0.76) | |||
| Kurtosis | 2.07 |
Neos LongShort Equity Backtested Returns
Neos LongShort Equity has Sharpe Ratio of -0.0264, which conveys that the entity had a -0.0264 % return per unit of risk over the last 3 months. Neos LongShort exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Neos LongShort's Standard Deviation of 0.7885, risk adjusted performance of (0.02), and Mean Deviation of 0.5827 to check out the risk estimate we provide. The etf secures a Beta (Market Risk) of -0.0899, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Neos LongShort are expected to decrease at a much lower rate. During the bear market, Neos LongShort is likely to outperform the market.
Auto-correlation | -0.23 |
Weak reverse predictability
Neos LongShort Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Neos LongShort time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Neos LongShort Equity price movement. The serial correlation of -0.23 indicates that over 23.0% of current Neos LongShort price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Currently Active Assets on Macroaxis
When determining whether Neos LongShort Equity offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Neos LongShort'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 Neos Longshort Equity Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Neos Longshort Equity Etf:Check out Neos LongShort Correlation, Neos LongShort Volatility and Neos LongShort Alpha and Beta module to complement your research on Neos LongShort. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Neos LongShort 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.