Simplify Managed Futures Etf Market Value
| CTA Etf | USD 26.96 0.41 1.50% |
| Symbol | Simplify |
The market value of Simplify Managed Futures 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 Managed's value that differs from its market value or its book value, called intrinsic value, which is Simplify Managed'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 Simplify Managed's market value can be influenced by many factors that don't directly affect Simplify Managed'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 Simplify Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Managed'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.
Simplify Managed '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 Managed'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 Managed.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Simplify Managed on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Managed Futures or generate 0.0% return on investment in Simplify Managed over 90 days. Simplify Managed is related to or competes with AGFiQ Market, IMGP DBi, KFA Mount, and Simplify Interest. Under normal market conditions, the fund invests in a portfolio of equity, U.S More
Simplify Managed 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 Managed'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 Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.32 |
Simplify Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Managed's standard deviation. In reality, there are many statistical measures that can use Simplify Managed historical prices to predict the future Simplify Managed's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simplify Managed'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.
Simplify Managed Futures Backtested Returns
Simplify Managed Futures owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.024, which indicates the etf had a -0.024 % return per unit of risk over the last 3 months. Simplify Managed Futures exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Simplify Managed's Coefficient Of Variation of (3,641), risk adjusted performance of (0.02), and Variance of 0.8207 to confirm the risk estimate we provide. The entity has a beta of 0.0921, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simplify Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simplify Managed is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Simplify Managed Futures has poor predictability. Overlapping area represents the amount of predictability between Simplify Managed time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Simplify Managed Futures price movement. The serial correlation of 0.25 indicates that over 25.0% of current Simplify Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Simplify Managed Futures lagged returns against current returns
Autocorrelation, which is Simplify Managed 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 Simplify Managed's etf expected returns. We can calculate the autocorrelation of Simplify Managed returns to help us make a trade decision. For example, suppose you find that Simplify Managed 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 |
Simplify Managed 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 Simplify Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simplify Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simplify Managed etf over time.
Current vs Lagged Prices |
| Timeline |
Simplify Managed Lagged Returns
When evaluating Simplify Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simplify Managed etf have on its future price. Simplify Managed 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, Simplify Managed autocorrelation shows the relationship between Simplify Managed etf current value and its past values and can show if there is a momentum factor associated with investing in Simplify Managed Futures.
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 Simplify Managed Futures offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Simplify Managed'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 Simplify Managed Futures Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Simplify Managed Futures Etf:Check out Simplify Managed Correlation, Simplify Managed Volatility and Simplify Managed Alpha and Beta module to complement your research on Simplify Managed. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Simplify Managed 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.