Simplify Volatility Premium Etf Fundamentals
| SVOL Etf | USD 21.83 0.07 0.32% |
Simplify Volatility Premium fundamentals help investors to digest information that contributes to Simplify Volatility's financial success or failures. It also enables traders to predict the movement of Simplify Etf. The fundamental analysis module provides a way to measure Simplify Volatility's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Simplify Volatility etf.
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Simplify Volatility Premium ETF Beta Analysis
Simplify Volatility's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Simplify Volatility Beta | 0.53 |
Most of Simplify Volatility's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Simplify Volatility Premium is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
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In accordance with the recently published financial statements, Simplify Volatility Premium has a Beta of 0.53. This is much higher than that of the Simplify Asset Management family and significantly higher than that of the Large Blend category. The beta for all United States etfs is notably lower than that of the firm.
Simplify Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Simplify Volatility's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Simplify Volatility could also be used in its relative valuation, which is a method of valuing Simplify Volatility by comparing valuation metrics of similar companies.Simplify Volatility is currently under evaluation in beta as compared to similar ETFs.
As returns on the market increase, Simplify Volatility's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simplify Volatility is expected to be smaller as well.
Simplify Fundamentals
| Beta | 0.53 | |||
| Total Asset | 72.4 M | |||
| One Year Return | 11.00 % | |||
| Three Year Return | 8.60 % | |||
| Net Asset | 72.4 M |
About Simplify Volatility Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Simplify Volatility Premium's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Simplify Volatility using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Simplify Volatility Premium 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.In pursuing its investment objective, the fund primarily purchases or sells futures contracts, call options, and put options on VIX futures. Simplify Volatility is traded on NYSEARCA Exchange in the United States.
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Try AI Portfolio ArchitectCheck out Simplify Volatility Piotroski F Score and Simplify Volatility Altman Z Score analysis. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of Simplify Volatility 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 Volatility's value that differs from its market value or its book value, called intrinsic value, which is Simplify Volatility'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 Volatility's market value can be influenced by many factors that don't directly affect Simplify Volatility'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 Volatility's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Volatility is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Volatility'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.