Amplify Samsung Sofr Etf Market Value
| SOF Etf | 100.29 0.00 0.00% |
| Symbol | Amplify |
The market value of Amplify Samsung SOFR is measured differently than its book value, which is the value of Amplify that is recorded on the company's balance sheet. Investors also form their own opinion of Amplify Samsung's value that differs from its market value or its book value, called intrinsic value, which is Amplify Samsung'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 Amplify Samsung's market value can be influenced by many factors that don't directly affect Amplify Samsung'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 Amplify Samsung's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify Samsung is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify Samsung'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.
Amplify Samsung '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 Samsung'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 Samsung.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Amplify Samsung on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify Samsung SOFR or generate 0.0% return on investment in Amplify Samsung over 30 days. Amplify Samsung is related to or competes with SPDR MSCI, Fidelity Growth, Invesco SP, Invesco Bloomberg, WisdomTree High, and ACLC. Amplify Samsung is entity of United States More
Amplify Samsung 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 Samsung'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 Samsung SOFR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1427 | |||
| Information Ratio | (1.35) | |||
| Maximum Drawdown | 0.853 | |||
| Value At Risk | (0.02) | |||
| Potential Upside | 0.0504 |
Amplify Samsung Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify Samsung's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify Samsung's standard deviation. In reality, there are many statistical measures that can use Amplify Samsung historical prices to predict the future Amplify Samsung's volatility.| Risk Adjusted Performance | 0.0619 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.73) | |||
| Treynor Ratio | 1.23 |
Amplify Samsung SOFR Backtested Returns
At this point, Amplify Samsung is very steady. Amplify Samsung SOFR secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the etf had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Amplify Samsung SOFR, which you can use to evaluate the volatility of the entity. Please confirm Amplify Samsung's Coefficient Of Variation of 492.6, mean deviation of 0.0279, and Risk Adjusted Performance of 0.0619 to double-check if the risk estimate we provide is consistent with the expected return of 0.0148%. The etf shows a Beta (market volatility) of 0.0046, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amplify Samsung's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amplify Samsung is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Amplify Samsung SOFR has very good predictability. Overlapping area represents the amount of predictability between Amplify Samsung time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Amplify Samsung SOFR price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Amplify Samsung price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amplify Samsung SOFR lagged returns against current returns
Autocorrelation, which is Amplify Samsung 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 Amplify Samsung's etf expected returns. We can calculate the autocorrelation of Amplify Samsung returns to help us make a trade decision. For example, suppose you find that Amplify Samsung 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 |
Amplify Samsung 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 Amplify Samsung etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplify Samsung etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplify Samsung etf over time.
Current vs Lagged Prices |
| Timeline |
Amplify Samsung Lagged Returns
When evaluating Amplify Samsung's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplify Samsung etf have on its future price. Amplify Samsung 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, Amplify Samsung autocorrelation shows the relationship between Amplify Samsung etf current value and its past values and can show if there is a momentum factor associated with investing in Amplify Samsung SOFR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Amplify Samsung SOFR is a strong investment it is important to analyze Amplify Samsung's 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 Amplify Samsung's future performance. For an informed investment choice regarding Amplify Etf, refer to the following important reports:Check out Amplify Samsung Correlation, Amplify Samsung Volatility and Amplify Samsung Alpha and Beta module to complement your research on Amplify Samsung. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Amplify Samsung 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.