Zvol Etf Market Value
| ZVOL Etf | 10.20 0.07 0.68% |
| Symbol | ZVOL |
Investors evaluate ZVOL using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ZVOL'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 ZVOL's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between ZVOL's value and its price as these two are different measures arrived at by different means. Investors typically determine if ZVOL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, ZVOL's market price signifies the transaction level at which participants voluntarily complete trades.
ZVOL '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 ZVOL'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 ZVOL.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in ZVOL on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding ZVOL or generate 0.0% return on investment in ZVOL over 90 days. ZVOL is related to or competes with Direxion Daily, Etf Opportunities, SPDR Galaxy, Northern Lights, Calamos Nasdaq, Leverage Shares, and TrueShares Structured. More
ZVOL 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 ZVOL'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 ZVOL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8961 | |||
| Information Ratio | 0.0793 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 2.02 |
ZVOL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZVOL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZVOL's standard deviation. In reality, there are many statistical measures that can use ZVOL historical prices to predict the future ZVOL's volatility.| Risk Adjusted Performance | 0.123 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0649 | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | (0.81) |
ZVOL 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 | 0.123 | |||
| Market Risk Adjusted Performance | (0.80) | |||
| Mean Deviation | 0.7709 | |||
| Semi Deviation | 0.7037 | |||
| Downside Deviation | 0.8961 | |||
| Coefficient Of Variation | 666.17 | |||
| Standard Deviation | 0.9875 | |||
| Variance | 0.9752 | |||
| Information Ratio | 0.0793 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0649 | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | (0.81) | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 0.803 | |||
| Semi Variance | 0.4952 | |||
| Expected Short fall | (0.89) | |||
| Skewness | 0.3605 | |||
| Kurtosis | 0.2949 |
ZVOL Backtested Returns
As of now, ZVOL Etf is very steady. ZVOL shows Sharpe Ratio of 0.15, which attests that the etf had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ZVOL, which you can use to evaluate the volatility of the etf. Please check out ZVOL's Risk Adjusted Performance of 0.123, mean deviation of 0.7709, and Downside Deviation of 0.8961 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The entity maintains a market beta of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ZVOL are expected to decrease at a much lower rate. During the bear market, ZVOL is likely to outperform the market.
Auto-correlation | -0.37 |
Poor reverse predictability
ZVOL has poor reverse predictability. Overlapping area represents the amount of predictability between ZVOL 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 ZVOL price movement. The serial correlation of -0.37 indicates that just about 37.0% of current ZVOL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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ZVOL 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.