Simplify Commodities Strategy Etf Market Value
| HARD Etf | 30.43 0.23 0.76% |
| Symbol | Simplify |
The market value of Simplify Commodities 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 Commodities' value that differs from its market value or its book value, called intrinsic value, which is Simplify Commodities' 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 Commodities' market value can be influenced by many factors that don't directly affect Simplify Commodities' 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 Commodities' value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Commodities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Commodities' 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.
Simplify Commodities '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 Commodities' 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 Commodities.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Simplify Commodities on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Commodities Strategy or generate 0.0% return on investment in Simplify Commodities over 30 days. Simplify Commodities is related to or competes with Teucrium Soybean, WisdomTree Emerging, Vaneck ETF, First Trust, IPath Series, Pacer Swan, and Research Affiliates. Simplify Commodities is entity of United States More
Simplify Commodities 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 Commodities' 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 Commodities Strategy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.95 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.85 |
Simplify Commodities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Commodities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Commodities' standard deviation. In reality, there are many statistical measures that can use Simplify Commodities historical prices to predict the future Simplify Commodities' volatility.| Risk Adjusted Performance | 0.0039 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.02) |
Simplify Commodities Backtested Returns
Simplify Commodities owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0332, which indicates the etf had a -0.0332 % return per unit of risk over the last 3 months. Simplify Commodities Strategy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Simplify Commodities' Coefficient Of Variation of (101,797), variance of 1.93, and Risk Adjusted Performance of 0.0039 to confirm the risk estimate we provide. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simplify Commodities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Simplify Commodities is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Simplify Commodities Strategy has good predictability. Overlapping area represents the amount of predictability between Simplify Commodities time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Simplify Commodities price movement. The serial correlation of 0.67 indicates that around 67.0% of current Simplify Commodities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Simplify Commodities lagged returns against current returns
Autocorrelation, which is Simplify Commodities etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Simplify Commodities' etf expected returns. We can calculate the autocorrelation of Simplify Commodities returns to help us make a trade decision. For example, suppose you find that Simplify Commodities has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Simplify Commodities regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Simplify Commodities etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simplify Commodities etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simplify Commodities etf over time.
Current vs Lagged Prices |
| Timeline |
Simplify Commodities Lagged Returns
When evaluating Simplify Commodities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simplify Commodities etf have on its future price. Simplify Commodities autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Simplify Commodities autocorrelation shows the relationship between Simplify Commodities etf current value and its past values and can show if there is a momentum factor associated with investing in Simplify Commodities Strategy.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Simplify Commodities is a strong investment it is important to analyze Simplify Commodities' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Simplify Commodities' future performance. For an informed investment choice regarding Simplify Etf, refer to the following important reports:Check out Simplify Commodities Correlation, Simplify Commodities Volatility and Simplify Commodities Alpha and Beta module to complement your research on Simplify Commodities. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Simplify Commodities 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.