Rockefeller Global Equity Etf Market Value
| RGEF Etf | 30.44 0.30 1.00% |
| Symbol | Rockefeller |
The market value of Rockefeller Global Equity is measured differently than its book value, which is the value of Rockefeller that is recorded on the company's balance sheet. Investors also form their own opinion of Rockefeller Global's value that differs from its market value or its book value, called intrinsic value, which is Rockefeller Global'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 Rockefeller Global's market value can be influenced by many factors that don't directly affect Rockefeller Global'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 Rockefeller Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rockefeller Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rockefeller Global'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.
Rockefeller Global '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 Rockefeller Global'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 Rockefeller Global.
| 07/29/2025 |
| 10/27/2025 |
If you would invest 0.00 in Rockefeller Global on July 29, 2025 and sell it all today you would earn a total of 0.00 from holding Rockefeller Global Equity or generate 0.0% return on investment in Rockefeller Global over 90 days. Rockefeller Global is related to or competes with Xtrackers MSCI, ProShares UltraPro, Capital Group, WisdomTree International, IQ Hedge, Invesco DWA, and Simplify Volatility. More
Rockefeller Global 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 Rockefeller Global'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 Rockefeller Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7353 | |||
| Information Ratio | 0.0261 | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 1.17 |
Rockefeller Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rockefeller Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rockefeller Global's standard deviation. In reality, there are many statistical measures that can use Rockefeller Global historical prices to predict the future Rockefeller Global's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.0289 | |||
| Total Risk Alpha | 0.0115 | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | 0.1122 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rockefeller Global'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.
Rockefeller Global Equity Backtested Returns
At this point, Rockefeller Global is very steady. Rockefeller Global Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Rockefeller Global Equity, which you can use to evaluate the volatility of the etf. Please check Rockefeller Global's Coefficient Of Variation of 653.7, semi deviation of 0.5739, and Risk Adjusted Performance of 0.0993 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 0.86, which implies possible diversification benefits within a given portfolio. Rockefeller Global returns are very sensitive to returns on the market. As the market goes up or down, Rockefeller Global is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Rockefeller Global Equity has good predictability. Overlapping area represents the amount of predictability between Rockefeller Global time series from 29th of July 2025 to 12th of September 2025 and 12th of September 2025 to 27th of October 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 Rockefeller Global Equity price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Rockefeller Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Rockefeller Global Equity lagged returns against current returns
Autocorrelation, which is Rockefeller Global 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 Rockefeller Global's etf expected returns. We can calculate the autocorrelation of Rockefeller Global returns to help us make a trade decision. For example, suppose you find that Rockefeller Global 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 |
Rockefeller Global 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 Rockefeller Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rockefeller Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rockefeller Global etf over time.
Current vs Lagged Prices |
| Timeline |
Rockefeller Global Lagged Returns
When evaluating Rockefeller Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rockefeller Global etf have on its future price. Rockefeller Global 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, Rockefeller Global autocorrelation shows the relationship between Rockefeller Global etf current value and its past values and can show if there is a momentum factor associated with investing in Rockefeller Global Equity.
Regressed Prices |
| Timeline |
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Check out Rockefeller Global Correlation, Rockefeller Global Volatility and Rockefeller Global Alpha and Beta module to complement your research on Rockefeller Global. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Rockefeller Global 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.