Mohr Company Nav Etf Market Value
| CNAV Etf | 28.49 0.24 0.85% |
| Symbol | Mohr |
The market value of Mohr Company is measured differently than its book value, which is the value of Mohr that is recorded on the company's balance sheet. Investors also form their own opinion of Mohr Company's value that differs from its market value or its book value, called intrinsic value, which is Mohr Company'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 Mohr Company's market value can be influenced by many factors that don't directly affect Mohr Company'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 Mohr Company's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mohr Company is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mohr Company'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.
Mohr Company '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 Mohr Company'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 Mohr Company.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Mohr Company on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Mohr Company Nav or generate 0.0% return on investment in Mohr Company over 720 days. Mohr Company is related to or competes with First Trust, Direxion Daily, MFUT, VanEck Morningstar, VictoryShares WestEnd, Arrow DWA, and SGI Dynamic. Mohr Company is entity of United States. It is traded as Etf on BATS exchange. More
Mohr Company 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 Mohr Company'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 Mohr Company Nav upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6442 | |||
| Information Ratio | 0.1789 | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 2.5 |
Mohr Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mohr Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mohr Company's standard deviation. In reality, there are many statistical measures that can use Mohr Company historical prices to predict the future Mohr Company's volatility.| Risk Adjusted Performance | 0.2241 | |||
| Jensen Alpha | 0.2593 | |||
| Total Risk Alpha | 0.1475 | |||
| Sortino Ratio | 0.282 | |||
| Treynor Ratio | 1.15 |
Mohr Company Backtested Returns
Mohr Company appears to be very steady, given 3 months investment horizon. Mohr Company has Sharpe Ratio of 0.31, which conveys that the entity had a 0.31% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mohr Company, which you can use to evaluate the volatility of the etf. Please exercise Mohr Company's Mean Deviation of 0.7722, downside deviation of 0.6442, and Risk Adjusted Performance of 0.2241 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mohr Company's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mohr Company is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Mohr Company Nav has no correlation between past and present. Overlapping area represents the amount of predictability between Mohr Company time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mohr Company price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mohr Company 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 |
Mohr Company lagged returns against current returns
Autocorrelation, which is Mohr Company 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 Mohr Company's etf expected returns. We can calculate the autocorrelation of Mohr Company returns to help us make a trade decision. For example, suppose you find that Mohr Company 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 |
Mohr Company 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 Mohr Company etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mohr Company etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mohr Company etf over time.
Current vs Lagged Prices |
| Timeline |
Mohr Company Lagged Returns
When evaluating Mohr Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mohr Company etf have on its future price. Mohr Company 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, Mohr Company autocorrelation shows the relationship between Mohr Company etf current value and its past values and can show if there is a momentum factor associated with investing in Mohr Company Nav.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Mohr Company Correlation, Mohr Company Volatility and Mohr Company Alpha and Beta module to complement your research on Mohr Company. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Mohr Company 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.