Optimize Strategy Index Etf Market Value
| OPTZ Etf | 38.25 1.17 3.16% |
| Symbol | Optimize |
The market value of Optimize Strategy Index is measured differently than its book value, which is the value of Optimize that is recorded on the company's balance sheet. Investors also form their own opinion of Optimize Strategy's value that differs from its market value or its book value, called intrinsic value, which is Optimize Strategy's 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 Optimize Strategy's market value can be influenced by many factors that don't directly affect Optimize Strategy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Optimize Strategy's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Optimize Strategy should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Optimize Strategy's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Optimize Strategy '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 Optimize Strategy'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 Optimize Strategy.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Optimize Strategy on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Optimize Strategy Index or generate 0.0% return on investment in Optimize Strategy over 90 days. Optimize Strategy is related to or competes with Invesco Actively, Xtrackers MSCI, SPDR SSGA, Brown Advisory, Fidelity International, American Beacon, and Elevation Series. Optimize Strategy is entity of United States More
Optimize Strategy 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 Optimize Strategy'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 Optimize Strategy Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9268 | |||
| Information Ratio | 0.0551 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.83 |
Optimize Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Optimize Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Optimize Strategy's standard deviation. In reality, there are many statistical measures that can use Optimize Strategy historical prices to predict the future Optimize Strategy's volatility.| Risk Adjusted Performance | 0.1168 | |||
| Jensen Alpha | 0.0531 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0611 | |||
| Treynor Ratio | 0.1305 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Optimize Strategy'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.
Optimize Strategy February 9, 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 | 0.1168 | |||
| Market Risk Adjusted Performance | 0.1405 | |||
| Mean Deviation | 0.7918 | |||
| Semi Deviation | 0.7797 | |||
| Downside Deviation | 0.9268 | |||
| Coefficient Of Variation | 702.89 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Information Ratio | 0.0551 | |||
| Jensen Alpha | 0.0531 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0611 | |||
| Treynor Ratio | 0.1305 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.83 | |||
| Downside Variance | 0.859 | |||
| Semi Variance | 0.608 | |||
| Expected Short fall | (0.94) | |||
| Skewness | 0.1937 | |||
| Kurtosis | 0.5129 |
Optimize Strategy Index Backtested Returns
At this stage we consider Optimize Etf to be very steady. Optimize Strategy Index maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Optimize Strategy Index, which you can use to evaluate the volatility of the etf. Please check Optimize Strategy's Semi Deviation of 0.7797, coefficient of variation of 702.89, and Risk Adjusted Performance of 0.1168 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The etf holds a Beta of 1.04, which implies a somewhat significant risk relative to the market. Optimize Strategy returns are very sensitive to returns on the market. As the market goes up or down, Optimize Strategy is expected to follow.
Auto-correlation | 0.66 |
Good predictability
Optimize Strategy Index has good predictability. Overlapping area represents the amount of predictability between Optimize Strategy 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 Optimize Strategy Index price movement. The serial correlation of 0.66 indicates that around 66.0% of current Optimize Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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 Optimize Strategy Index offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Optimize Strategy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Optimize Strategy Index Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Optimize Strategy Index Etf:Check out Optimize Strategy Correlation, Optimize Strategy Volatility and Optimize Strategy Performance module to complement your research on Optimize Strategy. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Optimize Strategy 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.