Overlay Shares Hedged Etf Market Value
| OVLH Etf | USD 39.24 0.00 0.00% |
| Symbol | Overlay |
The market value of Overlay Shares Hedged is measured differently than its book value, which is the value of Overlay that is recorded on the company's balance sheet. Investors also form their own opinion of Overlay Shares' value that differs from its market value or its book value, called intrinsic value, which is Overlay Shares' true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Overlay Shares' market value can be influenced by many factors that don't directly affect Overlay Shares' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Overlay Shares' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Overlay Shares should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Overlay Shares' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Overlay 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 Overlay 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 Overlay Shares.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Overlay Shares on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Overlay Shares Hedged or generate 0.0% return on investment in Overlay Shares over 90 days. Overlay Shares is related to or competes with AIM ETF, Pacer Funds, Tema Oncology, KraneShares Electric, Amplify Lithium, Nicholas Global, and Simplify Equity. The fund is an actively-managed ETF that seeks to achieve its objective by investing in one or more other ETFs that seek... More
Overlay 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 Overlay 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 Overlay Shares Hedged upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 2.67 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.7338 |
Overlay Shares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Overlay Shares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Overlay Shares' standard deviation. In reality, there are many statistical measures that can use Overlay Shares historical prices to predict the future Overlay Shares' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.05) |
Overlay Shares February 16, 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 0.3776 | |||
| Coefficient Of Variation | (4,220) | |||
| Standard Deviation | 0.513 | |||
| Variance | 0.2631 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.05) | |||
| Maximum Drawdown | 2.67 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.7338 | |||
| Skewness | (0.43) | |||
| Kurtosis | 1.05 |
Overlay Shares Hedged Backtested Returns
Overlay Shares is very steady at the moment. Overlay Shares Hedged maintains Sharpe Ratio (i.e., Efficiency) of 0.0356, which implies the entity had a 0.0356 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Overlay Shares Hedged, which you can use to evaluate the volatility of the etf. Please check Overlay Shares' Variance of 0.2631, risk adjusted performance of (0.02), and Coefficient Of Variation of (4,220) to confirm if the risk estimate we provide is consistent with the expected return of 0.018%. The etf holds a Beta of 0.47, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Overlay Shares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Overlay Shares is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Overlay Shares Hedged has very weak reverse predictability. Overlapping area represents the amount of predictability between Overlay Shares time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Overlay Shares Hedged price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Overlay Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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Check out Overlay Shares Correlation, Overlay Shares Volatility and Overlay Shares Performance module to complement your research on Overlay Shares. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Overlay 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.