Defiance Leveraged Long Etf Market Value
| SMCC Etf | 6.69 0.07 1.04% |
| Symbol | Defiance |
The market value of Defiance Leveraged Long is measured differently than its book value, which is the value of Defiance that is recorded on the company's balance sheet. Investors also form their own opinion of Defiance Leveraged's value that differs from its market value or its book value, called intrinsic value, which is Defiance Leveraged'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 Defiance Leveraged's market value can be influenced by many factors that don't directly affect Defiance Leveraged's 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 Defiance Leveraged's value and its price as these two are different measures arrived at by different means. Investors typically determine if Defiance Leveraged is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Defiance Leveraged's 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.
Defiance Leveraged '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 Defiance Leveraged'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 Defiance Leveraged.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Defiance Leveraged on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Defiance Leveraged Long or generate 0.0% return on investment in Defiance Leveraged over 180 days. Defiance Leveraged is related to or competes with Leverage Shares, Defiance Leveraged, One One, Themes Cloud, Defiance Leveraged, GraniteShares, and Spinnaker ETF. Defiance Leveraged is entity of United States More
Defiance Leveraged 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 Defiance Leveraged'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 Defiance Leveraged Long upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 39.13 | |||
| Value At Risk | (14.38) | |||
| Potential Upside | 9.33 |
Defiance Leveraged Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Defiance Leveraged's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Defiance Leveraged's standard deviation. In reality, there are many statistical measures that can use Defiance Leveraged historical prices to predict the future Defiance Leveraged's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (1.18) | |||
| Total Risk Alpha | (1.87) | |||
| Treynor Ratio | (13.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Defiance Leveraged'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.
Defiance Leveraged Long Backtested Returns
Defiance Leveraged Long secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the etf had a -0.17 % return per unit of risk over the last 3 months. Defiance Leveraged Long exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Defiance Leveraged's Standard Deviation of 6.95, variance of 48.33, and Mean Deviation of 5.14 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.0884, which means not very significant fluctuations relative to the market. As returns on the market increase, Defiance Leveraged's returns are expected to increase less than the market. However, during the bear market, the loss of holding Defiance Leveraged is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Defiance Leveraged Long has modest reverse predictability. Overlapping area represents the amount of predictability between Defiance Leveraged time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Defiance Leveraged Long price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Defiance Leveraged price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 3.54 |
Defiance Leveraged Long lagged returns against current returns
Autocorrelation, which is Defiance Leveraged 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 Defiance Leveraged's etf expected returns. We can calculate the autocorrelation of Defiance Leveraged returns to help us make a trade decision. For example, suppose you find that Defiance Leveraged 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 |
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Defiance Leveraged 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 Defiance Leveraged etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Defiance Leveraged etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Defiance Leveraged etf over time.
Current vs Lagged Prices |
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Defiance Leveraged Lagged Returns
When evaluating Defiance Leveraged's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Defiance Leveraged etf have on its future price. Defiance Leveraged 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, Defiance Leveraged autocorrelation shows the relationship between Defiance Leveraged etf current value and its past values and can show if there is a momentum factor associated with investing in Defiance Leveraged Long.
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 Defiance Leveraged Long offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Defiance Leveraged'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 Defiance Leveraged Long Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Defiance Leveraged Long Etf:Check out Defiance Leveraged Correlation, Defiance Leveraged Volatility and Defiance Leveraged Alpha and Beta module to complement your research on Defiance Leveraged. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Defiance Leveraged 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.