Solana Etf Market Value
| SOLZ Etf | 18.79 0.34 1.84% |
| Symbol | Solana |
The market value of Solana ETF is measured differently than its book value, which is the value of Solana that is recorded on the company's balance sheet. Investors also form their own opinion of Solana ETF's value that differs from its market value or its book value, called intrinsic value, which is Solana ETF'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 Solana ETF's market value can be influenced by many factors that don't directly affect Solana ETF'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 Solana ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Solana ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Solana ETF'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.
Solana ETF '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 Solana ETF'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 Solana ETF.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Solana ETF on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Solana ETF or generate 0.0% return on investment in Solana ETF over 90 days. Solana ETF is related to or competes with ProShares Trust, Hashdex Nasdaq, IShares Ethereum, Grayscale Ethereum, Volatility Shares, and VanEck Ethereum. Solana ETF is entity of United States. It is traded as Etf on NASDAQ exchange. More
Solana ETF 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 Solana ETF'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 Solana ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.0317 | |||
| Maximum Drawdown | 19.56 | |||
| Value At Risk | (5.70) | |||
| Potential Upside | 8.98 |
Solana ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solana ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solana ETF's standard deviation. In reality, there are many statistical measures that can use Solana ETF historical prices to predict the future Solana ETF's volatility.| Risk Adjusted Performance | 0.0516 | |||
| Jensen Alpha | 0.1844 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0394 | |||
| Treynor Ratio | 0.4765 |
Solana ETF Backtested Returns
At this stage we consider Solana Etf to be not too volatile. Solana ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Solana ETF, which you can use to evaluate the volatility of the etf. Please validate Solana ETF's Risk Adjusted Performance of 0.0516, coefficient of variation of 1818.05, and Semi Deviation of 3.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0366%. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Solana ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Solana ETF is expected to be smaller as well.
Auto-correlation | -0.58 |
Good reverse predictability
Solana ETF has good reverse predictability. Overlapping area represents the amount of predictability between Solana ETF time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Solana ETF price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Solana ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 3.24 |
Solana ETF lagged returns against current returns
Autocorrelation, which is Solana ETF 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 Solana ETF's etf expected returns. We can calculate the autocorrelation of Solana ETF returns to help us make a trade decision. For example, suppose you find that Solana ETF 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 |
Solana ETF 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 Solana ETF etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solana ETF etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solana ETF etf over time.
Current vs Lagged Prices |
| Timeline |
Solana ETF Lagged Returns
When evaluating Solana ETF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solana ETF etf have on its future price. Solana ETF 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, Solana ETF autocorrelation shows the relationship between Solana ETF etf current value and its past values and can show if there is a momentum factor associated with investing in Solana ETF.
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 Solana ETF offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Solana ETF'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 Solana Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Solana Etf:Check out Solana ETF Correlation, Solana ETF Volatility and Solana ETF Alpha and Beta module to complement your research on Solana ETF. For more information on how to buy Solana Etf please use our How to Invest in Solana ETF guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Solana ETF 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.