Roundhill Bitcoin Covered Etf Market Value
| YBTC Etf | 48.87 0.73 1.47% |
| Symbol | Roundhill |
The market value of Roundhill Bitcoin Covered is measured differently than its book value, which is the value of Roundhill that is recorded on the company's balance sheet. Investors also form their own opinion of Roundhill Bitcoin's value that differs from its market value or its book value, called intrinsic value, which is Roundhill Bitcoin'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 Roundhill Bitcoin's market value can be influenced by many factors that don't directly affect Roundhill Bitcoin'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 Roundhill Bitcoin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Roundhill Bitcoin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roundhill Bitcoin'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.
Roundhill Bitcoin '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 Roundhill Bitcoin'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 Roundhill Bitcoin.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Roundhill Bitcoin on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Roundhill Bitcoin Covered or generate 0.0% return on investment in Roundhill Bitcoin over 90 days. Roundhill Bitcoin is related to or competes with Grayscale Bitcoin, ProShares Bitcoin, Siren Nasdaq, First Trust, Bitwise Crypto, Simplify Equity, and Grayscale Bitcoin. Roundhill Bitcoin is entity of United States More
Roundhill Bitcoin 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 Roundhill Bitcoin'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 Roundhill Bitcoin Covered upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1792 | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.78 |
Roundhill Bitcoin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roundhill Bitcoin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roundhill Bitcoin's standard deviation. In reality, there are many statistical measures that can use Roundhill Bitcoin historical prices to predict the future Roundhill Bitcoin's volatility.| Risk Adjusted Performance | 0.2543 | |||
| Jensen Alpha | 0.3713 | |||
| Total Risk Alpha | 0.193 | |||
| Sortino Ratio | 0.1867 | |||
| Treynor Ratio | 1.23 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Roundhill Bitcoin'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.
Roundhill Bitcoin Covered Backtested Returns
Roundhill Bitcoin appears to be very steady, given 3 months investment horizon. Roundhill Bitcoin Covered maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roundhill Bitcoin Covered, which you can use to evaluate the volatility of the etf. Please evaluate Roundhill Bitcoin's Semi Deviation of 1.16, risk adjusted performance of 0.2543, and Coefficient Of Variation of 373.39 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Roundhill Bitcoin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roundhill Bitcoin is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Roundhill Bitcoin Covered has very good predictability. Overlapping area represents the amount of predictability between Roundhill Bitcoin 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 Roundhill Bitcoin Covered price movement. The serial correlation of 0.82 indicates that around 82.0% of current Roundhill Bitcoin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 3.02 |
Roundhill Bitcoin Covered lagged returns against current returns
Autocorrelation, which is Roundhill Bitcoin 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 Roundhill Bitcoin's etf expected returns. We can calculate the autocorrelation of Roundhill Bitcoin returns to help us make a trade decision. For example, suppose you find that Roundhill Bitcoin 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 |
Roundhill Bitcoin 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 Roundhill Bitcoin etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roundhill Bitcoin etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roundhill Bitcoin etf over time.
Current vs Lagged Prices |
| Timeline |
Roundhill Bitcoin Lagged Returns
When evaluating Roundhill Bitcoin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roundhill Bitcoin etf have on its future price. Roundhill Bitcoin 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, Roundhill Bitcoin autocorrelation shows the relationship between Roundhill Bitcoin etf current value and its past values and can show if there is a momentum factor associated with investing in Roundhill Bitcoin Covered.
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 Roundhill Bitcoin Covered offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Roundhill Bitcoin'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 Roundhill Bitcoin Covered Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Roundhill Bitcoin Covered Etf:Check out Roundhill Bitcoin Correlation, Roundhill Bitcoin Volatility and Roundhill Bitcoin Alpha and Beta module to complement your research on Roundhill Bitcoin. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Roundhill Bitcoin 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.