Amplify Bloomberg Ai Etf Market Value
| AIVC Etf | 54.15 1.40 2.52% |
| Symbol | Amplify |
The market value of Amplify Bloomberg 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 Bloomberg's value that differs from its market value or its book value, called intrinsic value, which is Amplify Bloomberg'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 Bloomberg's market value can be influenced by many factors that don't directly affect Amplify Bloomberg'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 Bloomberg's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify Bloomberg is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify Bloomberg'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 Bloomberg '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 Bloomberg'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 Bloomberg.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in Amplify Bloomberg on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify Bloomberg AI or generate 0.0% return on investment in Amplify Bloomberg over 90 days. Amplify Bloomberg is related to or competes with IShares Dividend, Martin Currie, AdvisorShares Gerber, Amplify ETF, IShares Exponential, Roundhill Ball, and Global X. Amplify Bloomberg is entity of United States More
Amplify Bloomberg 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 Bloomberg'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 Bloomberg AI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9436 | |||
| Information Ratio | 0.1841 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.38 |
Amplify Bloomberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify Bloomberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify Bloomberg's standard deviation. In reality, there are many statistical measures that can use Amplify Bloomberg historical prices to predict the future Amplify Bloomberg's volatility.| Risk Adjusted Performance | 0.2318 | |||
| Jensen Alpha | 0.2336 | |||
| Total Risk Alpha | 0.1484 | |||
| Sortino Ratio | 0.2531 | |||
| Treynor Ratio | 0.3581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amplify Bloomberg'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 Bloomberg Backtested Returns
Amplify Bloomberg appears to be very steady, given 3 months investment horizon. Amplify Bloomberg secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the etf had a 0.23 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amplify Bloomberg AI, which you can use to evaluate the volatility of the entity. Please makes use of Amplify Bloomberg's Risk Adjusted Performance of 0.2318, downside deviation of 0.9436, and Mean Deviation of 0.9649 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Amplify Bloomberg returns are very sensitive to returns on the market. As the market goes up or down, Amplify Bloomberg is expected to follow.
Auto-correlation | 0.88 |
Very good predictability
Amplify Bloomberg AI has very good predictability. Overlapping area represents the amount of predictability between Amplify Bloomberg time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st 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 Bloomberg price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Amplify Bloomberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 3.22 |
Amplify Bloomberg lagged returns against current returns
Autocorrelation, which is Amplify Bloomberg 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 Bloomberg's etf expected returns. We can calculate the autocorrelation of Amplify Bloomberg returns to help us make a trade decision. For example, suppose you find that Amplify Bloomberg 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 Bloomberg 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 Bloomberg etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplify Bloomberg etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplify Bloomberg etf over time.
Current vs Lagged Prices |
| Timeline |
Amplify Bloomberg Lagged Returns
When evaluating Amplify Bloomberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplify Bloomberg etf have on its future price. Amplify Bloomberg 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 Bloomberg autocorrelation shows the relationship between Amplify Bloomberg etf current value and its past values and can show if there is a momentum factor associated with investing in Amplify Bloomberg AI.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Amplify Bloomberg offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Amplify Bloomberg's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Amplify Bloomberg Ai Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Amplify Bloomberg Ai Etf:Check out Amplify Bloomberg Correlation, Amplify Bloomberg Volatility and Amplify Bloomberg Alpha and Beta module to complement your research on Amplify Bloomberg. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Amplify Bloomberg 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.