Simplify Managed Futures Etf Market Value
| CTA Etf | USD 28.43 0.35 1.25% |
| Symbol | Simplify |
The market value of Simplify Managed Futures 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 Managed's value that differs from its market value or its book value, called intrinsic value, which is Simplify Managed'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 Managed's market value can be influenced by many factors that don't directly affect Simplify Managed'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 Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Managed'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 Managed '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 Managed'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 Managed.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Simplify Managed on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Managed Futures or generate 0.0% return on investment in Simplify Managed over 90 days. Simplify Managed is related to or competes with AGFiQ Market, IMGP DBi, KFA Mount, and Simplify Interest. Under normal market conditions, the fund invests in a portfolio of equity, U.S More
Simplify Managed 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 Managed'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 Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7554 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.13 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.34 |
Simplify Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Managed's standard deviation. In reality, there are many statistical measures that can use Simplify Managed historical prices to predict the future Simplify Managed's volatility.| Risk Adjusted Performance | 0.0399 | |||
| Jensen Alpha | 0.0422 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simplify Managed'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 Managed Futures Backtested Returns
At this point, Simplify Managed is very steady. Simplify Managed Futures owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.036, which indicates the etf had a 0.036 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Simplify Managed Futures, which you can use to evaluate the volatility of the etf. Please validate Simplify Managed's Semi Deviation of 0.7054, coefficient of variation of 2130.11, and Risk Adjusted Performance of 0.0399 to confirm if the risk estimate we provide is consistent with the expected return of 0.0267%. The entity has a beta of -0.0831, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Simplify Managed are expected to decrease at a much lower rate. During the bear market, Simplify Managed is likely to outperform the market.
Auto-correlation | 0.11 |
Insignificant predictability
Simplify Managed Futures has insignificant predictability. Overlapping area represents the amount of predictability between Simplify Managed time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Managed Futures price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Simplify Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Simplify Managed Futures lagged returns against current returns
Autocorrelation, which is Simplify Managed 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 Managed's etf expected returns. We can calculate the autocorrelation of Simplify Managed returns to help us make a trade decision. For example, suppose you find that Simplify Managed 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 Managed 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 Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simplify Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simplify Managed etf over time.
Current vs Lagged Prices |
| Timeline |
Simplify Managed Lagged Returns
When evaluating Simplify Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simplify Managed etf have on its future price. Simplify Managed 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 Managed autocorrelation shows the relationship between Simplify Managed etf current value and its past values and can show if there is a momentum factor associated with investing in Simplify Managed Futures.
Regressed Prices |
| Timeline |
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Check out Simplify Managed Correlation, Simplify Managed Volatility and Simplify Managed Alpha and Beta module to complement your research on Simplify Managed. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Simplify Managed 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.