Amplify Blackswan Growth Etf Market Value
| SWAN Etf | USD 32.66 0.21 0.65% |
| Symbol | Amplify |
The market value of Amplify BlackSwan Growth 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 BlackSwan's value that differs from its market value or its book value, called intrinsic value, which is Amplify BlackSwan'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 BlackSwan's market value can be influenced by many factors that don't directly affect Amplify BlackSwan'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 BlackSwan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify BlackSwan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify BlackSwan'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 BlackSwan '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 BlackSwan'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 BlackSwan.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Amplify BlackSwan on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Amplify BlackSwan Growth or generate 0.0% return on investment in Amplify BlackSwan over 90 days. Amplify BlackSwan is related to or competes with First Trust, Series Portfolios, Aptus Large, FT Cboe, FT Cboe, First Trust, and VanEck Retail. The fund will invest at least 80 percent of its net assets in the securities that comprise the index, which will primari... More
Amplify BlackSwan 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 BlackSwan'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 BlackSwan Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.655 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.838 |
Amplify BlackSwan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify BlackSwan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplify BlackSwan's standard deviation. In reality, there are many statistical measures that can use Amplify BlackSwan historical prices to predict the future Amplify BlackSwan's volatility.| Risk Adjusted Performance | 0.0118 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.01 |
Amplify BlackSwan January 28, 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 | 0.0118 | |||
| Market Risk Adjusted Performance | 0.02 | |||
| Mean Deviation | 0.4353 | |||
| Semi Deviation | 0.6218 | |||
| Downside Deviation | 0.655 | |||
| Coefficient Of Variation | 4983.02 | |||
| Standard Deviation | 0.5657 | |||
| Variance | 0.32 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.01 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.838 | |||
| Downside Variance | 0.4291 | |||
| Semi Variance | 0.3867 | |||
| Expected Short fall | (0.40) | |||
| Skewness | (0.41) | |||
| Kurtosis | 0.5391 |
Amplify BlackSwan Growth Backtested Returns
As of now, Amplify Etf is very steady. Amplify BlackSwan Growth secures Sharpe Ratio (or Efficiency) of 0.0157, which signifies that the etf had a 0.0157 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amplify BlackSwan Growth, which you can use to evaluate the volatility of the entity. Please confirm Amplify BlackSwan's Mean Deviation of 0.4353, downside deviation of 0.655, and Risk Adjusted Performance of 0.0118 to double-check if the risk estimate we provide is consistent with the expected return of 0.0087%. The etf shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amplify BlackSwan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amplify BlackSwan is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Amplify BlackSwan Growth has weak reverse predictability. Overlapping area represents the amount of predictability between Amplify BlackSwan time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 BlackSwan Growth price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Amplify BlackSwan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Pair Trading with Amplify BlackSwan
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Amplify BlackSwan position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Amplify BlackSwan will appreciate offsetting losses from the drop in the long position's value.Moving together with Amplify Etf
| 0.8 | ACIO | Aptus Collared Income | PairCorr |
| 0.77 | ADME | Aptus Drawdown Managed | PairCorr |
| 0.73 | PHDG | Invesco SP 500 | PairCorr |
The ability to find closely correlated positions to Amplify BlackSwan could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Amplify BlackSwan when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Amplify BlackSwan - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Amplify BlackSwan Growth to buy it.
The correlation of Amplify BlackSwan is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Amplify BlackSwan moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Amplify BlackSwan Growth moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Amplify BlackSwan can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Amplify BlackSwan Correlation, Amplify BlackSwan Volatility and Amplify BlackSwan Alpha and Beta module to complement your research on Amplify BlackSwan. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Amplify BlackSwan 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.