Exchange Place Advisors Etf Market Value
| QTPI Etf | 25.11 0.04 0.16% |
| Symbol | Exchange |
The market value of Exchange Place Advisors is measured differently than its book value, which is the value of Exchange that is recorded on the company's balance sheet. Investors also form their own opinion of Exchange Place's value that differs from its market value or its book value, called intrinsic value, which is Exchange Place'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 Exchange Place's market value can be influenced by many factors that don't directly affect Exchange Place'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 Exchange Place's value and its price as these two are different measures arrived at by different means. Investors typically determine if Exchange Place is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Exchange Place'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.
Exchange Place '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 Exchange Place'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 Exchange Place.
| 03/10/2025 |
| 06/08/2025 |
If you would invest 0.00 in Exchange Place on March 10, 2025 and sell it all today you would earn a total of 0.00 from holding Exchange Place Advisors or generate 0.0% return on investment in Exchange Place over 90 days. Exchange Place is related to or competes with Innovator, Nuveen Preferred, First Trust, IShares Preferred, Invesco Financial, Invesco Preferred, and SPDR ICE. Exchange Place is entity of United States More
Exchange Place 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 Exchange Place'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 Exchange Place Advisors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5227 | |||
| Information Ratio | 0.0254 | |||
| Maximum Drawdown | 2.49 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.537 |
Exchange Place Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Place's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exchange Place's standard deviation. In reality, there are many statistical measures that can use Exchange Place historical prices to predict the future Exchange Place's volatility.| Risk Adjusted Performance | 0.0359 | |||
| Jensen Alpha | 0.0083 | |||
| Total Risk Alpha | 0.009 | |||
| Sortino Ratio | 0.0238 | |||
| Treynor Ratio | 0.0518 |
Exchange Place Advisors Backtested Returns
Exchange Place is very steady at the moment. Exchange Place Advisors secures Sharpe Ratio (or Efficiency) of 0.0457, which denotes the etf had a 0.0457 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Exchange Place Advisors, which you can use to evaluate the volatility of the entity. Please confirm Exchange Place's Semi Deviation of 0.4772, mean deviation of 0.3096, and Downside Deviation of 0.5227 to check if the risk estimate we provide is consistent with the expected return of 0.0225%. The etf shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Exchange Place's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exchange Place is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Exchange Place Advisors has good reverse predictability. Overlapping area represents the amount of predictability between Exchange Place time series from 10th of March 2025 to 24th of April 2025 and 24th of April 2025 to 8th of June 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 Exchange Place Advisors price movement. The serial correlation of -0.51 indicates that about 51.0% of current Exchange Place price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Exchange Place Advisors lagged returns against current returns
Autocorrelation, which is Exchange Place 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 Exchange Place's etf expected returns. We can calculate the autocorrelation of Exchange Place returns to help us make a trade decision. For example, suppose you find that Exchange Place 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 |
Exchange Place 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 Exchange Place etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exchange Place etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exchange Place etf over time.
Current vs Lagged Prices |
| Timeline |
Exchange Place Lagged Returns
When evaluating Exchange Place's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exchange Place etf have on its future price. Exchange Place 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, Exchange Place autocorrelation shows the relationship between Exchange Place etf current value and its past values and can show if there is a momentum factor associated with investing in Exchange Place Advisors.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Exchange Etf
Exchange Place financial ratios help investors to determine whether Exchange 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 Exchange with respect to the benefits of owning Exchange Place security.