Return Stacked Stocks Etf Technical Analysis
| RSST Etf | 29.61 1.48 4.76% |
As of the 1st of February, Return Stacked holds the Semi Deviation of 1.8, risk adjusted performance of 0.0499, and Coefficient Of Variation of 1624.48. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Return Stacked, as well as the relationship between them.
Return Stacked Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Return, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ReturnReturn Stacked's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Investors evaluate Return Stacked Stocks using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Return Stacked's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Return Stacked's market price to deviate significantly from intrinsic value.
It's important to distinguish between Return Stacked's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Return Stacked should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Return Stacked's market price signifies the transaction level at which participants voluntarily complete trades.
Return Stacked '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 Return Stacked'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 Return Stacked.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Return Stacked on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Return Stacked Stocks or generate 0.0% return on investment in Return Stacked over 90 days. Return Stacked is related to or competes with Aptus Large, Fairlead Tactical, Segall Bryant, Series Portfolios, ProShares Nasdaq, DBX ETF, and First Trust. Return Stacked is entity of United States More
Return Stacked 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 Return Stacked'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 Return Stacked Stocks upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0326 | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.28 |
Return Stacked Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Return Stacked's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Return Stacked's standard deviation. In reality, there are many statistical measures that can use Return Stacked historical prices to predict the future Return Stacked's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | 0.0256 | |||
| Treynor Ratio | 0.0547 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Return Stacked's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Return Stacked February 1, 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 | 0.0499 | |||
| Market Risk Adjusted Performance | 0.0647 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.8 | |||
| Downside Deviation | 1.98 | |||
| Coefficient Of Variation | 1624.48 | |||
| Standard Deviation | 1.55 | |||
| Variance | 2.41 | |||
| Information Ratio | 0.0326 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | 0.0256 | |||
| Treynor Ratio | 0.0547 | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 3.93 | |||
| Semi Variance | 3.25 | |||
| Expected Short fall | (1.08) | |||
| Skewness | (0.85) | |||
| Kurtosis | 0.8992 |
Return Stacked Stocks Backtested Returns
Currently, Return Stacked Stocks is very steady. Return Stacked Stocks maintains Sharpe Ratio (i.e., Efficiency) of 0.07, which implies the entity had a 0.07 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Return Stacked Stocks, which you can use to evaluate the volatility of the etf. Please check Return Stacked's Coefficient Of Variation of 1624.48, semi deviation of 1.8, and Risk Adjusted Performance of 0.0499 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 1.57, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Return Stacked will likely underperform.
Auto-correlation | 0.19 |
Very weak predictability
Return Stacked Stocks has very weak predictability. Overlapping area represents the amount of predictability between Return Stacked time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Return Stacked Stocks price movement. The serial correlation of 0.19 indicates that over 19.0% of current Return Stacked price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Return Stacked 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.
Return Stacked Stocks Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Return Stacked Stocks volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Return Stacked Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Return Stacked Stocks on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Return Stacked Stocks based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Return Stacked Stocks price pattern first instead of the macroeconomic environment surrounding Return Stacked Stocks. By analyzing Return Stacked's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Return Stacked's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Return Stacked specific price patterns or momentum indicators. Please read more on our technical analysis page.
Return Stacked February 1, 2026 Technical Indicators
Most technical analysis of Return help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Return from various momentum indicators to cycle indicators. When you analyze Return charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0499 | |||
| Market Risk Adjusted Performance | 0.0647 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.8 | |||
| Downside Deviation | 1.98 | |||
| Coefficient Of Variation | 1624.48 | |||
| Standard Deviation | 1.55 | |||
| Variance | 2.41 | |||
| Information Ratio | 0.0326 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | 0.0256 | |||
| Treynor Ratio | 0.0547 | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 3.93 | |||
| Semi Variance | 3.25 | |||
| Expected Short fall | (1.08) | |||
| Skewness | (0.85) | |||
| Kurtosis | 0.8992 |
Return Stacked February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Return stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.05 | ||
| Daily Balance Of Power | (0.98) | ||
| Rate Of Daily Change | 0.95 | ||
| Day Median Price | 29.76 | ||
| Day Typical Price | 29.71 | ||
| Price Action Indicator | (0.89) | ||
| Market Facilitation Index | 1.51 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Return Stacked Stocks. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Investors evaluate Return Stacked Stocks using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Return Stacked's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Return Stacked's market price to deviate significantly from intrinsic value.
It's important to distinguish between Return Stacked's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Return Stacked should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Return Stacked's market price signifies the transaction level at which participants voluntarily complete trades.