Amplify Cybersecurity Etf Market Value
| HACK Etf | USD 83.15 0.10 0.12% |
| Symbol | Amplify |
The market value of Amplify Cybersecurity ETF 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 Cybersecurity's value that differs from its market value or its book value, called intrinsic value, which is Amplify Cybersecurity'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 Cybersecurity's market value can be influenced by many factors that don't directly affect Amplify Cybersecurity'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 Cybersecurity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify Cybersecurity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify Cybersecurity'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 Cybersecurity '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 Cybersecurity'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 Cybersecurity.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Amplify Cybersecurity on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify Cybersecurity ETF or generate 0.0% return on investment in Amplify Cybersecurity over 90 days. Amplify Cybersecurity is related to or competes with First Trust, Global X, First Trust, Robo Global, and CyberArk Software. The index tracks the performance of the exchange-listed equity securities of companies across the globe that engage in p... More
Amplify Cybersecurity 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 Cybersecurity'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 Cybersecurity ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.49 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.88 |
Amplify Cybersecurity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify Cybersecurity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify Cybersecurity's standard deviation. In reality, there are many statistical measures that can use Amplify Cybersecurity historical prices to predict the future Amplify Cybersecurity's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0401 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amplify Cybersecurity'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 Cybersecurity ETF Backtested Returns
As of now, Amplify Etf is very steady. Amplify Cybersecurity ETF secures Sharpe Ratio (or Efficiency) of 0.0201, which signifies that the etf had a 0.0201 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amplify Cybersecurity ETF, which you can use to evaluate the volatility of the entity. Please confirm Amplify Cybersecurity's Mean Deviation of 0.917, risk adjusted performance of 0.0308, and Downside Deviation of 1.35 to double-check if the risk estimate we provide is consistent with the expected return of 0.0234%. The etf shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amplify Cybersecurity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amplify Cybersecurity is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Amplify Cybersecurity ETF has poor reverse predictability. Overlapping area represents the amount of predictability between Amplify Cybersecurity time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 Cybersecurity ETF price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Amplify Cybersecurity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 2.17 |
Amplify Cybersecurity ETF lagged returns against current returns
Autocorrelation, which is Amplify Cybersecurity 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 Cybersecurity's etf expected returns. We can calculate the autocorrelation of Amplify Cybersecurity returns to help us make a trade decision. For example, suppose you find that Amplify Cybersecurity 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 Cybersecurity 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 Cybersecurity etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplify Cybersecurity etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplify Cybersecurity etf over time.
Current vs Lagged Prices |
| Timeline |
Amplify Cybersecurity Lagged Returns
When evaluating Amplify Cybersecurity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplify Cybersecurity etf have on its future price. Amplify Cybersecurity 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 Cybersecurity autocorrelation shows the relationship between Amplify Cybersecurity etf current value and its past values and can show if there is a momentum factor associated with investing in Amplify Cybersecurity ETF.
Regressed Prices |
| Timeline |
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Amplify Cybersecurity 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.