Simplify Exchange Traded Etf Market Value
| CTAP Etf | 27.25 0.29 1.08% |
| Symbol | Simplify |
The market value of Simplify Exchange Traded 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 Exchange's value that differs from its market value or its book value, called intrinsic value, which is Simplify Exchange's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Simplify Exchange's market value can be influenced by many factors that don't directly affect Simplify Exchange's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Simplify Exchange's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Simplify Exchange should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Simplify Exchange's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Simplify Exchange '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 Exchange'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 Exchange.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Simplify Exchange on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Exchange Traded or generate 0.0% return on investment in Simplify Exchange over 90 days. Simplify Exchange is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. Simplify Exchange is entity of United States More
Simplify Exchange 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 Exchange'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 Exchange Traded upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0868 | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 1.73 |
Simplify Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Exchange's standard deviation. In reality, there are many statistical measures that can use Simplify Exchange historical prices to predict the future Simplify Exchange's volatility.| Risk Adjusted Performance | 0.1038 | |||
| Jensen Alpha | 0.1749 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0679 | |||
| Treynor Ratio | (0.57) |
Simplify Exchange February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1038 | |||
| Market Risk Adjusted Performance | (0.56) | |||
| Mean Deviation | 1.05 | |||
| Semi Deviation | 1.51 | |||
| Downside Deviation | 1.76 | |||
| Coefficient Of Variation | 798.53 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.9 | |||
| Information Ratio | 0.0868 | |||
| Jensen Alpha | 0.1749 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0679 | |||
| Treynor Ratio | (0.57) | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 1.73 | |||
| Downside Variance | 3.11 | |||
| Semi Variance | 2.27 | |||
| Expected Short fall | (1.03) | |||
| Skewness | (0.97) | |||
| Kurtosis | 1.38 |
Simplify Exchange Traded Backtested Returns
Currently, Simplify Exchange Traded is very steady. Simplify Exchange Traded owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simplify Exchange Traded, which you can use to evaluate the volatility of the etf. Please validate Simplify Exchange's Coefficient Of Variation of 798.53, risk adjusted performance of 0.1038, and Semi Deviation of 1.51 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Simplify Exchange are expected to decrease at a much lower rate. During the bear market, Simplify Exchange is likely to outperform the market.
Auto-correlation | 0.04 |
Virtually no predictability
Simplify Exchange Traded has virtually no predictability. Overlapping area represents the amount of predictability between Simplify Exchange time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 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 Simplify Exchange Traded price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Simplify Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Pair Trading with Simplify Exchange
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Simplify Exchange position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Simplify Exchange will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Simplify Exchange could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Simplify Exchange when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Simplify Exchange - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Simplify Exchange Traded to buy it.
The correlation of Simplify Exchange is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Simplify Exchange moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Simplify Exchange Traded moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Simplify Exchange can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Simplify Exchange Correlation, Simplify Exchange Volatility and Simplify Exchange Performance module to complement your research on Simplify Exchange. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Simplify Exchange 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.