Simplify Macro Strategy Etf Performance
The entity has a beta of -0.0021, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Simplify Macro are expected to decrease at a much lower rate. During the bear market, Simplify Macro is likely to outperform the market.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in Simplify Macro Strategy are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, Simplify Macro is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Simplify Macro Relative Risk vs. Return Landscape
If you would invest 2,098 in Simplify Macro Strategy on January 16, 2025 and sell it today you would earn a total of 66.50 from holding Simplify Macro Strategy or generate 3.17% return on investment over 90 days. Simplify Macro Strategy is generating 0.0595% of daily returns assuming volatility of 1.4367% on return distribution over 90 days investment horizon. In other words, 12% of etfs are less volatile than Simplify, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Simplify Macro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Macro's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Simplify Macro Strategy, and traders can use it to determine the average amount a Simplify Macro's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0414
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Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Simplify Macro is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Simplify Macro by adding it to a well-diversified portfolio.
Simplify Macro Fundamentals Growth
Simplify Etf prices reflect investors' perceptions of the future prospects and financial health of Simplify Macro, and Simplify Macro fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Simplify Etf performance.
| Return On Equity | 43.41 | |||
| Return On Asset | 6.55 | |||
| Profit Margin | 19.73 % | |||
| Operating Margin | 24.27 % | |||
| Current Valuation | 1.16 B | |||
| Shares Outstanding | 219.4 M | |||
| Price To Earning | 10.05 X | |||
| Price To Book | 2.70 X | |||
| Price To Sales | 3.23 X | |||
| Revenue | 944.4 M | |||
| EBITDA | 247.56 M | |||
| Cash And Equivalents | 665.57 M | |||
| Cash Per Share | 3.03 X | |||
| Total Debt | 105 M | |||
| Debt To Equity | 10.50 % | |||
| Book Value Per Share | 2.90 X | |||
| Cash Flow From Operations | 243.17 M | |||
| Earnings Per Share | 0.78 X | |||
| Total Asset | 20.66 M | |||
| Retained Earnings | (1.42 B) | |||
| Simplify Macro is not yet fully synchronised with the market data | |
| Simplify Macro has some characteristics of a very speculative penny stock | |
| About 73.0% of the company shares are owned by institutional investors | |
| The fund retains roughly 7.76% of its assets under management (AUM) in fixed income securities |
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Other Tools for Simplify Etf
When running Simplify Macro's price analysis, check to measure Simplify Macro's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Simplify Macro is operating at the current time. Most of Simplify Macro's value examination focuses on studying past and present price action to predict the probability of Simplify Macro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Simplify Macro's price. Additionally, you may evaluate how the addition of Simplify Macro to your portfolios can decrease your overall portfolio volatility.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |