Simplify Volatility Premium Etf Market Value
| SVOL Etf | USD 17.02 0.29 1.68% |
| Symbol | Simplify |
Investors evaluate Simplify Volatility using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Simplify Volatility's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Simplify Volatility's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Simplify Volatility's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Volatility is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Simplify Volatility's market price signifies the transaction level at which participants voluntarily complete trades.
Simplify Volatility '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 Simplify Volatility'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 Simplify Volatility.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Simplify Volatility on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Simplify Volatility Premium or generate 0.0% return on investment in Simplify Volatility over 90 days. Simplify Volatility is related to or competes with Rockefeller Global, ProShares UltraPro, Rockefeller Small, Innovator Laddered, WisdomTree International, Invesco Dividend, and IShares Morningstar. In pursuing its investment objective, the fund primarily purchases or sells futures contracts, call options, and put opt... More
Simplify Volatility 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 Simplify Volatility'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 Simplify Volatility Premium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.01 |
Simplify Volatility Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Volatility's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simplify Volatility's standard deviation. In reality, there are many statistical measures that can use Simplify Volatility historical prices to predict the future Simplify Volatility's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.044 |
Simplify Volatility February 13, 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 | 0.0412 | |||
| Market Risk Adjusted Performance | 0.054 | |||
| Mean Deviation | 0.7967 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.16 | |||
| Coefficient Of Variation | 2124.39 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.34 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.044 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.01 | |||
| Downside Variance | 1.35 | |||
| Semi Variance | 1.1 | |||
| Expected Short fall | (0.93) | |||
| Skewness | (0.04) | |||
| Kurtosis | 2.28 |
Simplify Volatility Backtested Returns
As of now, Simplify Etf is very steady. Simplify Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0594, which indicates the etf had a 0.0594 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simplify Volatility Premium, which you can use to evaluate the volatility of the etf. Please validate Simplify Volatility's Semi Deviation of 1.05, risk adjusted performance of 0.0412, and Coefficient Of Variation of 2124.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.0684%. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Simplify Volatility returns are very sensitive to returns on the market. As the market goes up or down, Simplify Volatility is expected to follow.
Auto-correlation | -0.05 |
Very weak reverse predictability
Simplify Volatility Premium has very weak reverse predictability. Overlapping area represents the amount of predictability between Simplify Volatility time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Simplify Volatility price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Simplify Volatility price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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Simplify Volatility 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.