Simplify Exchange Traded Etf Key Fundamental Indicators
| CTAP Etf | 28.53 0.15 0.53% |
As of the 1st of March, Simplify Exchange has the Semi Deviation of 1.37, risk adjusted performance of 0.1491, and Coefficient Of Variation of 527.8. Simplify Exchange technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices.
Analyzing historical trends in various income statement and balance sheet accounts from Simplify Exchange's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Simplify Exchange's valuation are summarized below:Simplify Exchange Traded does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Simplify | Build AI portfolio with Simplify Etf |
The market value of Simplify Exchange Traded is measured differently than its book value, which is the value of Simplify that is recorded on the company's balance sheet. Investors also form their own opinion of Simplify Exchange's value that differs from its market value or its book value, called intrinsic value, which is Simplify Exchange's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Simplify Exchange's market value can be influenced by many factors that don't directly affect Simplify Exchange's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Simplify Exchange's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Simplify Exchange should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Simplify Exchange's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Simplify Exchange '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 Simplify Exchange'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 Simplify Exchange.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Simplify Exchange on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Exchange Traded or generate 0.0% return on investment in Simplify Exchange over 90 days. Simplify Exchange is related to or competes with First Trust, Collaborative Investment, Aptus Defined, Northern Lights, Northern Lights, Northern Lights, and ETF Series. More
Simplify Exchange 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 Simplify Exchange'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 Simplify Exchange Traded upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 1.91 |
Simplify Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Exchange's standard deviation. In reality, there are many statistical measures that can use Simplify Exchange historical prices to predict the future Simplify Exchange's volatility.| Risk Adjusted Performance | 0.1491 | |||
| Jensen Alpha | 0.2376 | |||
| Total Risk Alpha | 0.0994 | |||
| Sortino Ratio | 0.0927 | |||
| Treynor Ratio | (4.64) |
Simplify Exchange March 1, 2026 Technical Indicators
| Cycle Indicators | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1491 | |||
| Market Risk Adjusted Performance | (4.63) | |||
| Mean Deviation | 0.9573 | |||
| Semi Deviation | 1.37 | |||
| Downside Deviation | 1.66 | |||
| Coefficient Of Variation | 527.8 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.65 | |||
| Information Ratio | 0.1195 | |||
| Jensen Alpha | 0.2376 | |||
| Total Risk Alpha | 0.0994 | |||
| Sortino Ratio | 0.0927 | |||
| Treynor Ratio | (4.64) | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 1.91 | |||
| Downside Variance | 2.75 | |||
| Semi Variance | 1.87 | |||
| Expected Short fall | (1.00) | |||
| Skewness | (1.08) | |||
| Kurtosis | 2.01 |
Simplify Exchange Traded Backtested Returns
Simplify Exchange appears to be very steady, given 3 months investment horizon. Simplify Exchange Traded owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the etf had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Simplify Exchange Traded, which you can use to evaluate the volatility of the etf. Please review Simplify Exchange's Risk Adjusted Performance of 0.1491, coefficient of variation of 527.8, and Semi Deviation of 1.37 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.0503, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Simplify Exchange are expected to decrease at a much lower rate. During the bear market, Simplify Exchange is likely to outperform the market.
Auto-correlation | 0.64 |
Good predictability
Simplify Exchange Traded has good predictability. Overlapping area represents the amount of predictability between Simplify Exchange time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Simplify Exchange Traded price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Simplify Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Employee typically refers to an individual working under a contract of employment, whether oral or written, express or implied, and has recognized his or her rights and duties. Most officers of corporations are included as employees and contractors are generally excluded.
| Competition |
Based on the recorded statements, Simplify Exchange Traded is currently employing 2.0 people. This is much higher than that of the family and significantly higher than that of the Large Blend category. The number of employees for all United States etfs is notably lower than that of the firm.
Simplify Number Of Employees Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Simplify Exchange's direct or indirect competition against its Number Of Employees to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Simplify Exchange could also be used in its relative valuation, which is a method of valuing Simplify Exchange by comparing valuation metrics of similar companies.Simplify Exchange is currently under evaluation in number of employees as compared to similar ETFs.
About Simplify Exchange Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Simplify Exchange Traded's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Simplify Exchange using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Simplify Exchange Traded based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Simplify Exchange
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Simplify Exchange position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Simplify Exchange will appreciate offsetting losses from the drop in the long position's value.Moving against Simplify Etf
| 0.4 | TECL | Direxion Daily Technology | PairCorr |
| 0.39 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.39 | ROM | ProShares Ultra Tech | PairCorr |
The ability to find closely correlated positions to Simplify Exchange could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Simplify Exchange when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Simplify Exchange - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Simplify Exchange Traded to buy it.
The correlation of Simplify Exchange is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Simplify Exchange moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Simplify Exchange Traded moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Simplify Exchange can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Stocks Directory module to find actively traded stocks across global markets.
The market value of Simplify Exchange Traded is measured differently than its book value, which is the value of Simplify that is recorded on the company's balance sheet. Investors also form their own opinion of Simplify Exchange's value that differs from its market value or its book value, called intrinsic value, which is Simplify Exchange's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Simplify Exchange's market value can be influenced by many factors that don't directly affect Simplify Exchange's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Simplify Exchange's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Simplify Exchange should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Simplify Exchange's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.