Strategy Shares Etf Market Value
| ESIM Etf | 26.38 0.13 0.49% |
| Symbol | Strategy |
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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Strategy Shares on November 8, 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 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 | 0.5722 | |||
| Information Ratio | 0.2675 | |||
| Maximum Drawdown | 2.19 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.8611 |
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 | 0.264 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.145 | |||
| Sortino Ratio | 0.2328 | |||
| Treynor Ratio | 1.03 |
Strategy Shares February 6, 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 | 0.264 | |||
| Market Risk Adjusted Performance | 1.04 | |||
| Mean Deviation | 0.3928 | |||
| Downside Deviation | 0.5722 | |||
| Coefficient Of Variation | 279.34 | |||
| Standard Deviation | 0.498 | |||
| Variance | 0.248 | |||
| Information Ratio | 0.2675 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.145 | |||
| Sortino Ratio | 0.2328 | |||
| Treynor Ratio | 1.03 | |||
| Maximum Drawdown | 2.19 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.8611 | |||
| Downside Variance | 0.3274 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.43) | |||
| Skewness | (0.27) | |||
| Kurtosis | 0.0034 |
Strategy Shares Backtested Returns
As of now, Strategy Etf is very steady. Strategy Shares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.36, which indicates the etf had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Strategy Shares, which you can use to evaluate the volatility of the etf. Please validate Strategy Shares' Risk Adjusted Performance of 0.264, standard deviation of 0.498, and Downside Deviation of 0.5722 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. 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 | 0.63 |
Good predictability
Strategy Shares has good predictability. Overlapping area represents the amount of predictability between Strategy Shares time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Strategy Shares price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Strategy Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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