Simplify Volt Tsla Etf Market Value
| TESL Etf | 24.37 0.01 0.04% |
| Symbol | Simplify |
The market value of Simplify Volt TSLA 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 Volt's value that differs from its market value or its book value, called intrinsic value, which is Simplify Volt'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 Volt's market value can be influenced by many factors that don't directly affect Simplify Volt'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 Volt's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Volt is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Volt'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 Volt '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 Volt'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 Volt.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Simplify Volt on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Volt TSLA or generate 0.0% return on investment in Simplify Volt over 90 days. Simplify Volt is related to or competes with Franklin Templeton, Tidal Trust, IShares Dividend, Altrius Global, Invesco Exchange, Franklin International, and Madison ETFs. Simplify Volt is entity of United States More
Simplify Volt 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 Volt'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 Volt TSLA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.1173 | |||
| Maximum Drawdown | 24.28 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 9.16 |
Simplify Volt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Volt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Volt's standard deviation. In reality, there are many statistical measures that can use Simplify Volt historical prices to predict the future Simplify Volt's volatility.| Risk Adjusted Performance | 0.1476 | |||
| Jensen Alpha | 0.4152 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.1534 | |||
| Treynor Ratio | 0.3702 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simplify Volt'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 Volt TSLA Backtested Returns
Simplify Volt appears to be not too volatile, given 3 months investment horizon. Simplify Volt TSLA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17 % return per unit of risk over the last 3 months. By inspecting Simplify Volt's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please review Simplify Volt's Semi Deviation of 2.81, coefficient of variation of 668.18, and Risk Adjusted Performance of 0.1476 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.73, which indicates 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, Simplify Volt will likely underperform.
Auto-correlation | 0.02 |
Virtually no predictability
Simplify Volt TSLA has virtually no predictability. Overlapping area represents the amount of predictability between Simplify Volt time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Volt TSLA price movement. The serial correlation of 0.02 indicates that only 2.0% of current Simplify Volt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
Simplify Volt TSLA lagged returns against current returns
Autocorrelation, which is Simplify Volt 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 Volt's etf expected returns. We can calculate the autocorrelation of Simplify Volt returns to help us make a trade decision. For example, suppose you find that Simplify Volt 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 Volt 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 Volt etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simplify Volt etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simplify Volt etf over time.
Current vs Lagged Prices |
| Timeline |
Simplify Volt Lagged Returns
When evaluating Simplify Volt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simplify Volt etf have on its future price. Simplify Volt 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 Volt autocorrelation shows the relationship between Simplify Volt etf current value and its past values and can show if there is a momentum factor associated with investing in Simplify Volt TSLA.
Regressed Prices |
| Timeline |
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