Amplify Blackswan Iswn Etf Market Value
| ISWN Etf | USD 22.48 0.32 1.44% |
| Symbol | Amplify |
Investors evaluate Amplify BlackSwan ISWN using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Amplify BlackSwan's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Amplify BlackSwan's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Amplify BlackSwan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify BlackSwan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Amplify BlackSwan's market price signifies the transaction level at which participants voluntarily complete trades.
Amplify BlackSwan '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 Amplify BlackSwan'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 Amplify BlackSwan.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Amplify BlackSwan on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify BlackSwan ISWN or generate 0.0% return on investment in Amplify BlackSwan over 90 days. Amplify BlackSwan is related to or competes with Innovator ETFs, Innovator Growth, WisdomTree Emerging, First Trust, KraneShares Emerging, Pacer Swan, and WBI BullBear. The fund will invest at least 80 percent of its net assets in the securities that comprise the index, which will primari... More
Amplify BlackSwan 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 Amplify BlackSwan'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 Amplify BlackSwan ISWN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5853 | |||
| Information Ratio | 0.0112 | |||
| Maximum Drawdown | 2.58 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.1 |
Amplify BlackSwan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify BlackSwan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify BlackSwan's standard deviation. In reality, there are many statistical measures that can use Amplify BlackSwan historical prices to predict the future Amplify BlackSwan's volatility.| Risk Adjusted Performance | 0.1269 | |||
| Jensen Alpha | 0.0419 | |||
| Total Risk Alpha | 0.0275 | |||
| Sortino Ratio | 0.0114 | |||
| Treynor Ratio | 0.1549 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amplify BlackSwan's 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.
Amplify BlackSwan February 9, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1269 | |||
| Market Risk Adjusted Performance | 0.1649 | |||
| Mean Deviation | 0.4763 | |||
| Semi Deviation | 0.4347 | |||
| Downside Deviation | 0.5853 | |||
| Coefficient Of Variation | 617.62 | |||
| Standard Deviation | 0.595 | |||
| Variance | 0.354 | |||
| Information Ratio | 0.0112 | |||
| Jensen Alpha | 0.0419 | |||
| Total Risk Alpha | 0.0275 | |||
| Sortino Ratio | 0.0114 | |||
| Treynor Ratio | 0.1549 | |||
| Maximum Drawdown | 2.58 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.3426 | |||
| Semi Variance | 0.189 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0.34) |
Amplify BlackSwan ISWN Backtested Returns
As of now, Amplify Etf is very steady. Amplify BlackSwan ISWN secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Amplify BlackSwan ISWN, which you can use to evaluate the volatility of the entity. Please confirm Amplify BlackSwan's Mean Deviation of 0.4763, risk adjusted performance of 0.1269, and Downside Deviation of 0.5853 to double-check if the risk estimate we provide is consistent with the expected return of 0.0818%. The etf shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amplify BlackSwan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amplify BlackSwan is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Amplify BlackSwan ISWN has below average predictability. Overlapping area represents the amount of predictability between Amplify BlackSwan time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Amplify BlackSwan ISWN price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Amplify BlackSwan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Pair Trading with Amplify BlackSwan
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 Amplify BlackSwan 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 Amplify BlackSwan will appreciate offsetting losses from the drop in the long position's value.Moving together with Amplify Etf
Moving against Amplify Etf
The ability to find closely correlated positions to Amplify BlackSwan could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Amplify BlackSwan 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 Amplify BlackSwan - 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 Amplify BlackSwan ISWN to buy it.
The correlation of Amplify BlackSwan 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 Amplify BlackSwan moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Amplify BlackSwan ISWN 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 Amplify BlackSwan 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 Amplify BlackSwan Correlation, Amplify BlackSwan Volatility and Amplify BlackSwan Performance module to complement your research on Amplify BlackSwan. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Amplify BlackSwan 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.