Simplify Macro Strategy Etf Alpha and Beta Analysis
| FIG Etf | USD 21.23 0.02 0.09% |
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 0.0752 | Alpha (0.05) | Risk 0.79 | Sharpe Ratio (0.06) | Expected Return (0.05) |
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.
Simplify |
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 | -0.05 | β | 0.08 |
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 Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 21.4 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 21.44, and mean deviation of 0.32. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4000 shares by Bass Daniel of Simplify Macro subject to Rule 16b-3 | 01/10/2025 |
2 | SoFi and PGIM Fixed Income Announce 525 Million Securitization Agreement, Signaling Continued Demand for Personal Loans | 01/16/2025 |
3 | U.S. Processed Pumpkin Market Forecast to Reach Revenues of 2.8 Billion by 2030, at a CAGR of 10.6 percent - Libbys, Del Monte Foods, and Seneca Foods Lead the ... | 01/30/2025 |
4 | DiligentIQ Raises 12 Million in Series A Funding Round Led by FINTOP Capital to Accelerate AI-Powered Due Diligence in Private Markets | 02/18/2025 |
5 | Disposition of 32510 shares by Bass Daniel of Simplify Macro subject to Rule 16b-3 | 02/24/2025 |
6 | Eyebrows Raised After IE Rail Project Praised By Trump Administration | 02/26/2025 |
7 | Fortress Financial Group LLC Takes 2.59 Million Position in iShares Russell 1000 Growth ETF | 02/28/2025 |
8 | New Fortress Energy Non-GAAP EPS of 0.13 beats by 0.07, revenue of 679M | 03/03/2025 |
9 | Jim Cramer on New Fortress Energy Inc. Its In The Archives | 03/04/2025 |
10 | New Fortress Energy Full Year 2024 Earnings Revenues Beat Expectations, EPS Lags | 03/05/2025 |
11 | Japans Seven i sells retail business to Bain Capital for 5.4 billion, plans IPO | 03/06/2025 |
12 | Sun Pharma agrees to acquire Checkpoint Therapeutics | 03/10/2025 |
13 | Hedge Fund and Insider Trading News Ray Dalio, Warren Buffett, Silver Lake Partners, Osmium Partners, Balyasny Asset Management, New Fortress Energy Inc , IONQ ... | 03/12/2025 |
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
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. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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.