Ibotta, Etf Market Value
| IBTA Etf | USD 73.72 0.52 0.70% |
| Symbol | Ibotta, |
The market value of Ibotta, is measured differently than its book value, which is the value of Ibotta, that is recorded on the company's balance sheet. Investors also form their own opinion of Ibotta,'s value that differs from its market value or its book value, called intrinsic value, which is Ibotta,'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 Ibotta,'s market value can be influenced by many factors that don't directly affect Ibotta,'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 Ibotta,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Ibotta, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ibotta,'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.
Ibotta, '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 Ibotta,'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 Ibotta,.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Ibotta, on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Ibotta, or generate 0.0% return on investment in Ibotta, over 390 days. Ibotta, is related to or competes with Haoxi Health, FT Vest, Zillow Group, Northern Lights, VanEck Vectors, and Freedom Day. The investment seeks to track the investment results of the ICE 2021 Maturity US Treasury Index composed of U.S More
Ibotta, 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 Ibotta,'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 Ibotta, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.21 | |||
| Information Ratio | 0.1493 | |||
| Maximum Drawdown | 23.46 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 6.72 |
Ibotta, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibotta,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibotta,'s standard deviation. In reality, there are many statistical measures that can use Ibotta, historical prices to predict the future Ibotta,'s volatility.| Risk Adjusted Performance | 0.1398 | |||
| Jensen Alpha | 0.5976 | |||
| Total Risk Alpha | 0.1334 | |||
| Sortino Ratio | 0.1607 | |||
| Treynor Ratio | 3.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ibotta,'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.
Ibotta, Backtested Returns
Ibotta, appears to be very steady, given 3 months investment horizon. Ibotta, holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ibotta,, which you can use to evaluate the volatility of the entity. Please utilize Ibotta,'s Market Risk Adjusted Performance of 3.06, risk adjusted performance of 0.1398, and Downside Deviation of 3.21 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ibotta,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Ibotta, is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Ibotta, has weak predictability. Overlapping area represents the amount of predictability between Ibotta, time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Ibotta, price movement. The serial correlation of 0.22 indicates that over 22.0% of current Ibotta, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 26.23 |
Ibotta, lagged returns against current returns
Autocorrelation, which is Ibotta, 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 Ibotta,'s etf expected returns. We can calculate the autocorrelation of Ibotta, returns to help us make a trade decision. For example, suppose you find that Ibotta, 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 |
Ibotta, 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 Ibotta, etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ibotta, etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ibotta, etf over time.
Current vs Lagged Prices |
| Timeline |
Ibotta, Lagged Returns
When evaluating Ibotta,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ibotta, etf have on its future price. Ibotta, 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, Ibotta, autocorrelation shows the relationship between Ibotta, etf current value and its past values and can show if there is a momentum factor associated with investing in Ibotta,.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ibotta, Etf
Ibotta, financial ratios help investors to determine whether Ibotta, Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ibotta, with respect to the benefits of owning Ibotta, security.