Putnam Sustainable Future Etf Market Value
| PFUT Etf | USD 25.56 0.18 0.70% |
| Symbol | Putnam |
The market value of Putnam Sustainable Future is measured differently than its book value, which is the value of Putnam that is recorded on the company's balance sheet. Investors also form their own opinion of Putnam Sustainable's value that differs from its market value or its book value, called intrinsic value, which is Putnam Sustainable'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 Putnam Sustainable's market value can be influenced by many factors that don't directly affect Putnam Sustainable'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 Putnam Sustainable's value and its price as these two are different measures arrived at by different means. Investors typically determine if Putnam Sustainable is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Putnam Sustainable'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.
Putnam Sustainable '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 Putnam Sustainable'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 Putnam Sustainable.
| 09/17/2025 |
| 12/16/2025 |
If you would invest 0.00 in Putnam Sustainable on September 17, 2025 and sell it all today you would earn a total of 0.00 from holding Putnam Sustainable Future or generate 0.0% return on investment in Putnam Sustainable over 90 days. Putnam Sustainable is related to or competes with Nuveen ESG, Nuveen ESG, Professionally Managed, AIM ETF, Invesco DWA, IQ Candriam, and SEI Exchange. The fund invests mainly in common stocks of U.S More
Putnam Sustainable 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 Putnam Sustainable'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 Putnam Sustainable Future upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 1.27 |
Putnam Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Putnam Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Putnam Sustainable's standard deviation. In reality, there are many statistical measures that can use Putnam Sustainable historical prices to predict the future Putnam Sustainable's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Putnam Sustainable'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.
Putnam Sustainable Future Backtested Returns
Putnam Sustainable Future maintains Sharpe Ratio (i.e., Efficiency) of -0.0188, which implies the entity had a -0.0188 % return per unit of risk over the last 3 months. Putnam Sustainable Future exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Putnam Sustainable's Coefficient Of Variation of (5,314), risk adjusted performance of (0.01), and Variance of 0.9764 to confirm the risk estimate we provide. The etf holds a Beta of 1.1, which implies a somewhat significant risk relative to the market. Putnam Sustainable returns are very sensitive to returns on the market. As the market goes up or down, Putnam Sustainable is expected to follow.
Auto-correlation | 0.07 |
Virtually no predictability
Putnam Sustainable Future has virtually no predictability. Overlapping area represents the amount of predictability between Putnam Sustainable time series from 17th of September 2025 to 1st of November 2025 and 1st of November 2025 to 16th 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 Putnam Sustainable Future price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Putnam Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Putnam Sustainable Future lagged returns against current returns
Autocorrelation, which is Putnam Sustainable 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 Putnam Sustainable's etf expected returns. We can calculate the autocorrelation of Putnam Sustainable returns to help us make a trade decision. For example, suppose you find that Putnam Sustainable 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 |
Putnam Sustainable 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 Putnam Sustainable etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Putnam Sustainable etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Putnam Sustainable etf over time.
Current vs Lagged Prices |
| Timeline |
Putnam Sustainable Lagged Returns
When evaluating Putnam Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Putnam Sustainable etf have on its future price. Putnam Sustainable 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, Putnam Sustainable autocorrelation shows the relationship between Putnam Sustainable etf current value and its past values and can show if there is a momentum factor associated with investing in Putnam Sustainable Future.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Putnam Sustainable Correlation, Putnam Sustainable Volatility and Putnam Sustainable Alpha and Beta module to complement your research on Putnam Sustainable. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Putnam Sustainable 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.