System1 Etf Net Income
| SST Etf | USD 3.97 0.17 4.11% |
As of the 31st of January, System1 has the Risk Adjusted Performance of (0.06), coefficient of variation of (1,077), and Variance of 25.63. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of System1, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from System1's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting System1's valuation are summarized below:Gross Profit 50.1 M | Profit Margin | Market Capitalization 41.4 M | Enterprise Value Revenue 0.8331 | Revenue |
Investors evaluate System1 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating System1's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause System1's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between System1's value and its price as these two are different measures arrived at by different means. Investors typically determine if System1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, System1's market price signifies the transaction level at which participants voluntarily complete trades.
System1 '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 System1'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 System1.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in System1 on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding System1 or generate 0.0% return on investment in System1 over 90 days. System1 is related to or competes with Primech Holdings, Odyssey Marine, ESS Tech, YSX Tech, Mega Matrix, Caravelle International, and Team. System1, Inc. develops technology and data science to operate responsive acquisition marketing platform More
System1 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 System1'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 System1 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 26.87 | |||
| Value At Risk | (8.31) | |||
| Potential Upside | 8.03 |
System1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for System1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as System1's standard deviation. In reality, there are many statistical measures that can use System1 historical prices to predict the future System1's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of System1'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.
System1 January 31, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | (0.31) | |||
| Mean Deviation | 3.73 | |||
| Coefficient Of Variation | (1,077) | |||
| Standard Deviation | 5.06 | |||
| Variance | 25.63 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (0.32) | |||
| Maximum Drawdown | 26.87 | |||
| Value At Risk | (8.31) | |||
| Potential Upside | 8.03 | |||
| Skewness | (0.61) | |||
| Kurtosis | 1.79 |
System1 Backtested Returns
System1 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0962, which indicates the etf had a -0.0962 % return per unit of risk over the last 3 months. System1 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate System1's Coefficient Of Variation of (1,077), risk adjusted performance of (0.06), and Variance of 25.63 to confirm the risk estimate we provide. The entity has a beta of 1.52, 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, System1 will likely underperform.
Auto-correlation | 0.07 |
Virtually no predictability
System1 has virtually no predictability. Overlapping area represents the amount of predictability between System1 time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of System1 price movement. The serial correlation of 0.07 indicates that barely 7.0% of current System1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, System1 reported net income of (97.3 Million). This is much lower than that of the Interactive Media & Services family and significantly lower than that of the Communication Services category. The net income for all United States etfs is notably higher than that of the company.
System1 Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses System1's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of System1 could also be used in its relative valuation, which is a method of valuing System1 by comparing valuation metrics of similar companies.System1 is currently under evaluation in net income as compared to similar ETFs.
System1 Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining System1's current stock value. Our valuation model uses many indicators to compare System1 value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across System1 competition to find correlations between indicators driving System1's intrinsic value. More Info.System1 is presently regarded as number one ETF in price to earning as compared to similar ETFs. It also is presently regarded as number one ETF in price to book as compared to similar ETFs fabricating about 0.02 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for System1 is roughly 52.70 . Comparative valuation analysis is a catch-all technique that is used if you cannot value System1 by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.System1 Institutional Holders
Institutional Holdings refers to the ownership stake in System1 that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of System1's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing System1's value.| Shares | State Street Corp | 2025-06-30 | 11.5 K | Ubs Group Ag | 2025-06-30 | 10.6 K | Bnp Paribas Arbitrage, Sa | 2025-06-30 | 4.5 K | Tower Research Capital Llc | 2025-06-30 | 2.6 K | Group One Trading, Lp | 2025-06-30 | 2.1 K | Fmr Inc | 2025-06-30 | 1.9 K | White Bay Pt Llc | 2025-06-30 | 1.8 K | Morgan Stanley - Brokerage Accounts | 2025-06-30 | 1.4 K | Wells Fargo & Co | 2025-06-30 | 891 | Cannae Holdings Inc | 2025-06-30 | 2.7 M | Bank Of America Corp | 2025-06-30 | 174.3 K |
Fund Asset Allocation for System1
The fund consists of 98.37% investments in fixed income securities, with the rest of funds allocated in various types of exotic instruments.Asset allocation divides System1's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
System1 Fundamentals
| Return On Equity | -1.19 | ||||
| Return On Asset | -0.0817 | ||||
| Profit Margin | (0.23) % | ||||
| Operating Margin | (0.25) % | ||||
| Current Valuation | 241.43 M | ||||
| Shares Outstanding | 8.13 M | ||||
| Shares Owned By Insiders | 48.84 % | ||||
| Shares Owned By Institutions | 10.52 % | ||||
| Number Of Shares Shorted | 194 K | ||||
| Price To Earning | 41.15 X | ||||
| Price To Book | 0.78 X | ||||
| Price To Sales | 0.14 X | ||||
| Revenue | 343.93 M | ||||
| Gross Profit | 50.14 M | ||||
| EBITDA | 14 M | ||||
| Net Income | (97.3 M) | ||||
| Cash And Equivalents | 63.61 M | ||||
| Cash Per Share | 0.41 X | ||||
| Total Debt | 274.98 M | ||||
| Debt To Equity | 0.52 % | ||||
| Current Ratio | 0.73 X | ||||
| Book Value Per Share | 5.27 X | ||||
| Cash Flow From Operations | (5.25 M) | ||||
| Short Ratio | 12.54 X | ||||
| Earnings Per Share | (8.61) X | ||||
| Price To Earnings To Growth | 0.51 X | ||||
| Target Price | 8.0 | ||||
| Number Of Employees | 300 | ||||
| Beta | 1.53 | ||||
| Market Capitalization | 41.39 M | ||||
| Total Asset | 459.13 M | ||||
| Retained Earnings | (782.34 M) | ||||
| Working Capital | 29.38 M | ||||
| One Year Return | (0.28) % | ||||
| Three Year Return | 0.93 % | ||||
| Five Year Return | 0.71 % | ||||
| Net Asset | 459.13 M | ||||
| Bond Positions Weight | 98.37 % |
About System1 Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze System1's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of System1 using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of System1 based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in System1 Etf
System1 financial ratios help investors to determine whether System1 Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in System1 with respect to the benefits of owning System1 security.