Neos Longshort Equity Etf Market Value
| NLSI Etf | 48.15 0.82 1.67% |
| Symbol | Neos |
Investors evaluate Neos LongShort Equity using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Neos LongShort's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Neos LongShort's market price to deviate significantly from intrinsic value.
It's important to distinguish between Neos LongShort's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Neos LongShort should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Neos LongShort's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Neos LongShort on October 31, 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 DGA Core, Federated Hermes, ProShares Merger, Even Herd, Efficient Market, First Trust, and WisdomTree Managed. 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 | (0.21) | |||
| Maximum Drawdown | 3.86 | |||
| Value At Risk | (1.67) | |||
| 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 | (0.09) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.35) |
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 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.09) | |||
| Market Risk Adjusted Performance | (0.34) | |||
| Mean Deviation | 0.6301 | |||
| Coefficient Of Variation | (758.45) | |||
| Standard Deviation | 0.837 | |||
| Variance | 0.7005 | |||
| Information Ratio | (0.21) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.35) | |||
| Maximum Drawdown | 3.86 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.31 | |||
| Skewness | (0.63) | |||
| Kurtosis | 0.931 |
Neos LongShort Equity Backtested Returns
Neos LongShort Equity has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13 % 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 0.837, risk adjusted performance of (0.09), and Mean Deviation of 0.6301 to check out the risk estimate we provide. The etf secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Neos LongShort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Neos LongShort is expected to be smaller as well.
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 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Performance module to complement your research on Neos LongShort. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.