Amplify Blackswan Iswn Etf Performance
| ISWN Etf | USD 18.90 0.27 1.45% |
The etf shows a Beta (market volatility) of 0.27, 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.
Risk-Adjusted Performance
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Over the last 90 days Amplify BlackSwan ISWN has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Amplify BlackSwan is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Aceto Trading Up 14.8 percent - Defense World | 09/06/2024 |
| In Threey Sharp Ratio | -0.70 |
Amplify |
Amplify BlackSwan Relative Risk vs. Return Landscape
If you would invest 2,005 in Amplify BlackSwan ISWN on September 1, 2024 and sell it today you would lose (115.00) from holding Amplify BlackSwan ISWN or give up 5.74% of portfolio value over 90 days. Amplify BlackSwan ISWN is currently does not generate positive expected returns and assumes 0.7819% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Amplify, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Amplify BlackSwan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplify BlackSwan's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Amplify BlackSwan ISWN, and traders can use it to determine the average amount a Amplify BlackSwan'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 = -0.1141
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| Negative Returns | ISWN |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amplify BlackSwan is not performing at its full potential. However, 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 Amplify BlackSwan by adding Amplify BlackSwan to a well-diversified portfolio.
Amplify BlackSwan Fundamentals Growth
Amplify Etf prices reflect investors' perceptions of the future prospects and financial health of Amplify BlackSwan, and Amplify BlackSwan 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 Amplify Etf performance.
| Total Asset | 34.63 M | |||
About Amplify BlackSwan Performance
By examining Amplify BlackSwan's fundamental ratios, stakeholders can obtain critical insights into Amplify BlackSwan's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Amplify BlackSwan is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund will invest at least 80 percent of its net assets in the securities that comprise the index, which will primarily include U.S. Amplify Blackswan is traded on NYSEARCA Exchange in the United States.| Amplify BlackSwan generated a negative expected return over the last 90 days | |
| The fund created three year return of -7.0% | |
| Amplify BlackSwan ISWN retains most of the assets under management (AUM) in different types of exotic instruments. |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Amplify BlackSwan ISWN. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
The market value of Amplify BlackSwan ISWN 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.