Roundhill Sp 500 Etf Market Value
| XDIV Etf | USD 26.00 0.04 0.15% |
| Symbol | Roundhill |
The market value of Roundhill SP 500 is measured differently than its book value, which is the value of Roundhill that is recorded on the company's balance sheet. Investors also form their own opinion of Roundhill's value that differs from its market value or its book value, called intrinsic value, which is Roundhill'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 Roundhill's market value can be influenced by many factors that don't directly affect Roundhill'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 Roundhill's value and its price as these two are different measures arrived at by different means. Investors typically determine if Roundhill is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roundhill'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.
Roundhill '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 Roundhill'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 Roundhill.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Roundhill on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Roundhill SP 500 or generate 0.0% return on investment in Roundhill over 90 days. Roundhill is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, ProShares Trust, EA Series, and FT Cboe. The investment seeks investment results that, before fees and expenses, correspond to the performance of the Metaurus U.... More
Roundhill 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 Roundhill'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 Roundhill SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5014 | |||
| Information Ratio | 0.0211 | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 1.21 |
Roundhill Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roundhill's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roundhill's standard deviation. In reality, there are many statistical measures that can use Roundhill historical prices to predict the future Roundhill's volatility.| Risk Adjusted Performance | 0.1322 | |||
| Jensen Alpha | 0.1098 | |||
| Total Risk Alpha | 0.0269 | |||
| Sortino Ratio | 0.0252 | |||
| Treynor Ratio | (1.34) |
Roundhill SP 500 Backtested Returns
At this stage we consider Roundhill Etf to be very steady. Roundhill SP 500 maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roundhill SP 500, which you can use to evaluate the volatility of the etf. Please check Roundhill's Semi Deviation of 0.3324, risk adjusted performance of 0.1322, and Coefficient Of Variation of 531.69 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The etf holds a Beta of -0.0766, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Roundhill are expected to decrease at a much lower rate. During the bear market, Roundhill is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Roundhill SP 500 has no correlation between past and present. Overlapping area represents the amount of predictability between Roundhill time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 Roundhill SP 500 price movement. The serial correlation of 0.0 indicates that just 0.0% of current Roundhill price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Roundhill SP 500 lagged returns against current returns
Autocorrelation, which is Roundhill 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 Roundhill's etf expected returns. We can calculate the autocorrelation of Roundhill returns to help us make a trade decision. For example, suppose you find that Roundhill 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 |
Roundhill 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 Roundhill etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roundhill etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roundhill etf over time.
Current vs Lagged Prices |
| Timeline |
Roundhill Lagged Returns
When evaluating Roundhill's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roundhill etf have on its future price. Roundhill 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, Roundhill autocorrelation shows the relationship between Roundhill etf current value and its past values and can show if there is a momentum factor associated with investing in Roundhill SP 500.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Roundhill Correlation, Roundhill Volatility and Roundhill Alpha and Beta module to complement your research on Roundhill. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Roundhill 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.