Amplify Ai Powered Etf Market Value
| AIEQ Etf | USD 43.89 0.00 0.00% |
| Symbol | Amplify |
The market value of Amplify AI Powered is measured differently than its book value, which is the value of Amplify that is recorded on the company's balance sheet. Investors also form their own opinion of Amplify AI's value that differs from its market value or its book value, called intrinsic value, which is Amplify AI'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 Amplify AI's market value can be influenced by many factors that don't directly affect Amplify AI'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 Amplify AI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify AI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify AI'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.
Amplify AI '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 Amplify AI'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 Amplify AI.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in Amplify AI on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify AI Powered or generate 0.0% return on investment in Amplify AI over 90 days. Amplify AI is related to or competes with First Trust, Cisco Systems, International Business, GE Aerospace, Coca Cola, JPMorgan Chase, and 3M. The fund is actively managed and invests primarily in equity securities listed on a U.S More
Amplify AI 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 Amplify AI'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 Amplify AI Powered upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.715 | |||
| Information Ratio | 0.0812 | |||
| Maximum Drawdown | 6.59 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.26 |
Amplify AI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify AI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify AI's standard deviation. In reality, there are many statistical measures that can use Amplify AI historical prices to predict the future Amplify AI's volatility.| Risk Adjusted Performance | 0.1621 | |||
| Jensen Alpha | 0.2059 | |||
| Total Risk Alpha | 0.0577 | |||
| Sortino Ratio | 0.1035 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amplify AI'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.
Amplify AI Powered Backtested Returns
Currently, Amplify AI Powered is very steady. Amplify AI Powered secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Amplify AI Powered, which you can use to evaluate the volatility of the entity. Please confirm Amplify AI's Risk Adjusted Performance of 0.1621, downside deviation of 0.715, and Mean Deviation of 0.619 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amplify AI are expected to decrease at a much lower rate. During the bear market, Amplify AI is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Amplify AI Powered has modest predictability. Overlapping area represents the amount of predictability between Amplify AI time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th of August 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 Amplify AI Powered price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Amplify AI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Amplify AI Powered lagged returns against current returns
Autocorrelation, which is Amplify AI 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 Amplify AI's etf expected returns. We can calculate the autocorrelation of Amplify AI returns to help us make a trade decision. For example, suppose you find that Amplify AI 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 |
Amplify AI 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 Amplify AI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplify AI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplify AI etf over time.
Current vs Lagged Prices |
| Timeline |
Amplify AI Lagged Returns
When evaluating Amplify AI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplify AI etf have on its future price. Amplify AI 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, Amplify AI autocorrelation shows the relationship between Amplify AI etf current value and its past values and can show if there is a momentum factor associated with investing in Amplify AI Powered.
Regressed Prices |
| Timeline |
Pair Trading with Amplify AI
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 Amplify AI 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 Amplify AI will appreciate offsetting losses from the drop in the long position's value.Moving together with Amplify Etf
| 0.95 | VUG | Vanguard Growth Index | PairCorr |
| 0.95 | IWF | iShares Russell 1000 | PairCorr |
| 0.95 | IVW | iShares SP 500 Sell-off Trend | PairCorr |
| 0.97 | SPYG | SPDR Portfolio SP Sell-off Trend | PairCorr |
| 0.96 | IUSG | iShares Core SP | PairCorr |
Moving against Amplify Etf
| 0.54 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
The ability to find closely correlated positions to Amplify AI could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Amplify AI 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 Amplify AI - 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 Amplify AI Powered to buy it.
The correlation of Amplify AI 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 Amplify AI moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Amplify AI Powered 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 Amplify AI 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 Amplify AI Correlation, Amplify AI Volatility and Amplify AI Alpha and Beta module to complement your research on Amplify AI. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Amplify AI 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.