Strategy Shares Etf Market Value
| ESUM Etf | 27.78 0.18 0.65% |
| Symbol | Strategy |
The market value of Strategy Shares is measured differently than its book value, which is the value of Strategy that is recorded on the company's balance sheet. Investors also form their own opinion of Strategy Shares' value that differs from its market value or its book value, called intrinsic value, which is Strategy Shares' 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 Strategy Shares' market value can be influenced by many factors that don't directly affect Strategy Shares' 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 Strategy Shares' value and its price as these two are different measures arrived at by different means. Investors typically determine if Strategy Shares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Strategy Shares on October 29, 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 EA Series, Invesco Actively, Harbor ETF, Harbor ETF, IShares Trust, Xtrackers MSCI, and IShares MSCI. 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 | 0.9798 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.28 |
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 | 0.0226 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0819 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategy Shares' 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.
Strategy Shares January 27, 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 | 0.0226 | |||
| Market Risk Adjusted Performance | 0.0919 | |||
| Mean Deviation | 0.6598 | |||
| Semi Deviation | 0.9488 | |||
| Downside Deviation | 0.9798 | |||
| Coefficient Of Variation | 3453.59 | |||
| Standard Deviation | 0.8482 | |||
| Variance | 0.7195 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0819 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.9599 | |||
| Semi Variance | 0.9002 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.55) | |||
| Kurtosis | 0.3053 |
Strategy Shares Backtested Returns
As of now, Strategy Etf is very steady. Strategy Shares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0235, which indicates the etf had a 0.0235 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Strategy Shares , which you can use to evaluate the volatility of the etf. Please validate Strategy Shares' Risk Adjusted Performance of 0.0226, coefficient of variation of 3453.59, and Semi Deviation of 0.9488 to confirm if the risk estimate we provide is consistent with the expected return of 0.0203%. The entity has a beta of 0.18, 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 | -0.37 |
Poor reverse predictability
Strategy Shares has poor reverse predictability. Overlapping area represents the amount of predictability between Strategy Shares time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Strategy Shares price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Strategy Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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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.