Simplify Exchange Traded Etf Performance
| MTBA Etf | 49.90 0.02 0.04% |
The entity has a beta of 0.0402, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simplify Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simplify Exchange is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Simplify Exchange Traded are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental drivers, Simplify Exchange is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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Simplify Exchange Relative Risk vs. Return Landscape
If you would invest 4,949 in Simplify Exchange Traded on April 27, 2025 and sell it today you would earn a total of 41.00 from holding Simplify Exchange Traded or generate 0.83% return on investment over 90 days. Simplify Exchange Traded is currently generating 0.0135% in daily expected returns and assumes 0.2167% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Simplify, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Simplify Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Exchange's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Simplify Exchange Traded, and traders can use it to determine the average amount a Simplify Exchange's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0625
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Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Simplify Exchange is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Simplify Exchange by adding it to a well-diversified portfolio.
About Simplify Exchange Performance
By analyzing Simplify Exchange's fundamental ratios, stakeholders can gain valuable insights into Simplify Exchange's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Simplify Exchange has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Simplify Exchange has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.