BetaPro SAMPPTSX Capped Etf Market Value
| CFOU Etf | 50.86 1.01 2.03% |
| Symbol | BetaPro |
The concept of value for BetaPro SAMPPTSX differs from its quoted price, since each reflects a different lens. Evaluation typically reviews profitability, growth, balance sheet strength, industry position, and market signals. Market price reflects the current exchange level formed by active bids and offers.
BetaPro SAMPPTSX 'What if' Analysis
Running a what-if backtest on BetaPro SAMPPTSX Capped gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether BetaPro SAMPPTSX's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
Starting with 0.00 in BetaPro SAMPPTSX on December 11, 2025 and exiting today would produce 0.00 in net gains. This reflects a 0.0% net return in BetaPro SAMPPTSX in total across 90 days.. BetaPro SAMPPTSX has comparable peers such as IShares ESG, FT AlphaDEX, Evolve Global, Global X, Evolve Innovation, Desjardins, and IShares Edge. This provides context for relative positioning. BetaPro SAMPPTSX is accessible through the Toronto Exchange marketplace. More
Upside and Downside Indicators for BetaPro SAMPPTSX Snapshot
These indicators describe how BetaPro SAMPPTSX momentum evolves across recent price ranges. They provide a structured view of short-term momentum and range behavior.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0445 | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | -2.65 | |||
| Potential Upside | 3.07 |
Market Risk Indicators for BetaPro SAMPPTSX Snapshot
Risk measures here provide context on BetaPro SAMPPTSX's return distribution and drawdown behavior. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.075 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0411 | |||
| Treynor Ratio | 0.0543 |
Investors who believe in mean reversion view BetaPro SAMPPTSX's price extremes not as permanent states but as temporary dislocations that create opportunities for disciplined, contrarian capital allocation.
BetaPro SAMPPTSX Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0384 | |||
| Market Risk Adjusted Performance | 0.0643 | |||
| Mean Deviation | 1.29 | |||
| Semi Deviation | 1.74 | |||
| Downside Deviation | 1.79 | |||
| Coefficient Of Variation | 2330.64 | |||
| Standard Deviation | 1.65 | |||
| Variance | 2.73 | |||
| Information Ratio | 0.0445 | |||
| Jensen Alpha | 0.075 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0411 | |||
| Treynor Ratio | 0.0543 | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | -2.65 | |||
| Potential Upside | 3.07 | |||
| Downside Variance | 3.2 | |||
| Semi Variance | 3.02 | |||
| Expected Short fall | -1.25 | |||
| Skewness | -0.23 | |||
| Kurtosis | 0.1662 |
BetaPro SAMPPTSX Capped Backtested Returns
BetaPro SAMPPTSX shows a very low volatility profile relative to the chosen timeframe. It maintains a Sharpe Ratio (Efficiency) of -0.0256, representing negative adjusted performance consistency. We identified twenty-nine technical indicators influencing the company's volatility profile. Please evaluate metrics such as mean deviation of 1.29, downside deviation of 1.79, and risk-adjusted performance of 0.0384 to review standard deviation behavior. The etf retains a Market Volatility (i.e., Beta) of 1.12, which alludes to a somewhat significant risk relative to the market. BetaPro SAMPPTSX returns are very sensitive to returns on the market. As the market goes up or down, BetaPro SAMPPTSX is expected to follow.
Auto-correlation | 0.64 |
Good predictability
BetaPro SAMPPTSX Capped exhibits good predictability. Autocorrelation measures the degree of predictability between BetaPro SAMPPTSX time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of BetaPro SAMPPTSX Capped may be projected. A serial correlation of 0.64 indicates that roughly 64.0% of current BetaPro SAMPPTSX price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Pair Trading with BetaPro SAMPPTSX
Pair trading with BetaPro SAMPPTSX can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Sophisticated investors use correlation analysis to build BetaPro SAMPPTSX replacement strategies that go beyond simple sector matching. Assets with similar factor exposures to BetaPro SAMPPTSX Capped provide the most accurate portfolio substitution during tax-loss harvesting periods.
Statistical correlation between BetaPro SAMPPTSX and its peers is an essential input for mean-variance portfolio optimization. Lower correlation of BetaPro SAMPPTSX Capped with other holdings allows for a more efficient frontier with superior risk-adjusted returns.
Correlation analysis and pair evaluation for BetaPro SAMPPTSX can support hedging context. This approach is commonly reviewed within sectors and across broader groups.More Resources for BetaPro Etf Analysis
Other Information on Investing in BetaPro Etf
Financial ratios for BetaPro SAMPPTSX provide valuation context across profits, cash flow, and enterprise value. They help compare BetaPro across valuation measures in a consistent way.