Strategy Shares Etf Market Value
| ESIM Etf | 27.64 0.04 0.14% |
| Symbol | Strategy |
Strategy Shares's market price often diverges from its book value, the accounting figure shown on Strategy's balance sheet. Smart investors calculate Strategy Shares' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Strategy Shares' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Strategy Shares' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Strategy Shares should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Strategy Shares' 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.
Strategy Shares '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 Strategy Shares' 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 Strategy Shares.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Strategy Shares on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Strategy Shares or generate 0.0% return on investment in Strategy Shares over 90 days. Strategy Shares is related to or competes with Northern Lights, Hartford Multifactor, Themes Generative, Alger 35, Matthews International, Listed Funds, and Defiance Large. Strategy Shares is entity of United States More
Strategy Shares 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 Strategy Shares' 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 Strategy Shares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5111 | |||
| Information Ratio | 0.2424 | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.989 |
Strategy Shares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategy Shares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategy Shares' standard deviation. In reality, there are many statistical measures that can use Strategy Shares historical prices to predict the future Strategy Shares' volatility.| Risk Adjusted Performance | 0.3098 | |||
| Jensen Alpha | 0.1836 | |||
| Total Risk Alpha | 0.1537 | |||
| Sortino Ratio | 0.2538 | |||
| Treynor Ratio | 0.6444 |
Strategy Shares March 2, 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 | 0.3098 | |||
| Market Risk Adjusted Performance | 0.6544 | |||
| Mean Deviation | 0.4248 | |||
| Downside Deviation | 0.5111 | |||
| Coefficient Of Variation | 243.69 | |||
| Standard Deviation | 0.5352 | |||
| Variance | 0.2864 | |||
| Information Ratio | 0.2424 | |||
| Jensen Alpha | 0.1836 | |||
| Total Risk Alpha | 0.1537 | |||
| Sortino Ratio | 0.2538 | |||
| Treynor Ratio | 0.6444 | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.989 | |||
| Downside Variance | 0.2613 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (0.50) | |||
| Skewness | 0.0657 | |||
| Kurtosis | (0) |
Strategy Shares Backtested Returns
Strategy Shares appears to be very steady, given 3 months investment horizon. Strategy Shares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.41, which indicates the etf had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Strategy Shares, which you can use to evaluate the volatility of the etf. Please review Strategy Shares' Standard Deviation of 0.5352, risk adjusted performance of 0.3098, and Downside Deviation of 0.5111 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Strategy Shares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategy Shares is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Strategy Shares has very good predictability. Overlapping area represents the amount of predictability between Strategy Shares time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Strategy Shares price movement. The serial correlation of 0.84 indicates that around 84.0% of current Strategy Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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Try AI Portfolio ProphetCheck out Strategy Shares Correlation, Strategy Shares Volatility and Strategy Shares Performance module to complement your research on Strategy Shares. To learn how to invest in Strategy Etf, please use our How to Invest in Strategy Shares guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Strategy Shares 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.