Simplify Macro Strategy Etf Alpha and Beta Analysis

FIG Etf  USD 21.71  0.26  1.21%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Simplify Macro Strategy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Simplify Macro over a specified time horizon. Remember, high Simplify Macro's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Simplify Macro's market risk premium analysis include:
Beta
(0.20)
Alpha
(0.11)
Risk
1.25
Sharpe Ratio
(0.05)
Expected Return
(0.06)
Please note that although Simplify Macro alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Simplify Macro did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Simplify Macro Strategy etf's relative risk over its benchmark. Simplify Macro Strategy has a beta of 0.20  . 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. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Simplify Macro Backtesting, Portfolio Optimization, Simplify Macro Correlation, Simplify Macro Hype Analysis, Simplify Macro Volatility, Simplify Macro History and analyze Simplify Macro Performance.

Simplify Macro Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Simplify Macro market risk premium is the additional return an investor will receive from holding Simplify Macro long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Simplify Macro. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Simplify Macro's performance over market.
α-0.11   β-0.2

Simplify Macro expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Simplify Macro's Buy-and-hold return. Our buy-and-hold chart shows how Simplify Macro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Simplify Macro Market Price Analysis

Market price analysis indicators help investors to evaluate how Simplify Macro etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Simplify Macro shares will generate the highest return on investment. By understating and applying Simplify Macro etf market price indicators, traders can identify Simplify Macro position entry and exit signals to maximize returns.

Simplify Macro Return and Market Media

The median price of Simplify Macro for the period between Sat, Mar 16, 2024 and Fri, Jun 14, 2024 is 22.62 with a coefficient of variation of 4.03. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 22.06, and mean deviation of 0.83. The Etf received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Poundstretcher being sold to US group which owns Majestic Wines
04/11/2024
2
Disposition of 123904 shares by Konawalik John of Simplify Macro at 8.08 subject to Rule 16b-3
05/03/2024
3
Acquisition by Briger Peter L Jr of 1411929 shares of Simplify Macro subject to Rule 16b-3
05/06/2024
4
Morgan Stanley reveals 270 million investment in Bitcoin ETFs, making it top GBTC holder
05/15/2024
5
Fortress, Mubadala Complete Acquisition
05/16/2024
6
Steven Cohens Point72 Also an Owner of Bitcoin Via Spot ETFs
05/17/2024
7
Red Lobster probes endless shrimp losses after bankruptcy filing
05/20/2024
8
Red Lobster Owner Disputes Endless Shrimp Deal Allegations
05/21/2024
9
Japanese Owner Of Global 7-Eleven Store Chain Gears Up For Growth
05/28/2024
10
Fortress Transportation shares target raised by Deutsche Bank
05/30/2024
11
He ripped off the tax system IRS audit could cost Trump more than 100 million
06/10/2024

About Simplify Macro Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Simplify or other etfs. Alpha measures the amount that position in Simplify Macro Strategy has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Simplify Macro in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Simplify Macro's short interest history, or implied volatility extrapolated from Simplify Macro options trading.

Build Portfolio with Simplify Macro

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Information and Resources on Investing in Simplify Etf

When determining whether Simplify Macro Strategy is a strong investment it is important to analyze Simplify Macro's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Simplify Macro's future performance. For an informed investment choice regarding Simplify Etf, refer to the following important reports:
Simplify Macro 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.
A focus of Simplify Macro technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Simplify Macro trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...