Amplify Digital Payments Etf Market Value
| IPAY Etf | USD 59.26 0.02 0.03% |
| Symbol | Amplify |
The market value of Amplify Digital Payments 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 Digital's value that differs from its market value or its book value, called intrinsic value, which is Amplify Digital'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 Digital's market value can be influenced by many factors that don't directly affect Amplify Digital'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 Digital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify Digital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify Digital'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 Digital '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 Digital'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 Digital.
| 06/06/2025 |
| 09/04/2025 |
If you would invest 0.00 in Amplify Digital on June 6, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify Digital Payments or generate 0.0% return on investment in Amplify Digital over 90 days. Amplify Digital is related to or competes with Global X, Amplify Online, First Trust, Amplify Cybersecurity, and Global X. The index tracks the performance of the exchange-listed equity securities of companies across the globe that engage in p... More
Amplify Digital 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 Digital'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 Digital Payments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.18 |
Amplify Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify Digital's standard deviation. In reality, there are many statistical measures that can use Amplify Digital historical prices to predict the future Amplify Digital's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0466 |
Amplify Digital Payments Backtested Returns
At this stage we consider Amplify Etf to be very steady. Amplify Digital Payments secures Sharpe Ratio (or Efficiency) of 0.0284, which signifies that the etf had a 0.0284 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Amplify Digital Payments, which you can use to evaluate the volatility of the entity. Please confirm Amplify Digital's Mean Deviation of 0.932, risk adjusted performance of 0.0468, and Downside Deviation of 1.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.0378%. The etf shows a Beta (market volatility) of 1.53, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Amplify Digital will likely underperform.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Amplify Digital Payments has insignificant reverse predictability. Overlapping area represents the amount of predictability between Amplify Digital time series from 6th of June 2025 to 21st of July 2025 and 21st of July 2025 to 4th of September 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 Digital Payments price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Amplify Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.64 |
Amplify Digital Payments lagged returns against current returns
Autocorrelation, which is Amplify Digital 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 Digital's etf expected returns. We can calculate the autocorrelation of Amplify Digital returns to help us make a trade decision. For example, suppose you find that Amplify Digital 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 Digital 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 Digital etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplify Digital etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplify Digital etf over time.
Current vs Lagged Prices |
| Timeline |
Amplify Digital Lagged Returns
When evaluating Amplify Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplify Digital etf have on its future price. Amplify Digital 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 Digital autocorrelation shows the relationship between Amplify Digital etf current value and its past values and can show if there is a momentum factor associated with investing in Amplify Digital Payments.
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 Digital Payments offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Amplify Digital'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 Digital Payments Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Amplify Digital Payments Etf:Check out Amplify Digital Correlation, Amplify Digital Volatility and Amplify Digital Alpha and Beta module to complement your research on Amplify Digital. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Amplify Digital 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.