Volatility Shares Trust Etf Market Value
| WHTX Etf | 8.91 0.02 0.22% |
| Symbol | Volatility |
The market value of Volatility Shares Trust is measured differently than its book value, which is the value of Volatility that is recorded on the company's balance sheet. Investors also form their own opinion of Volatility Shares' value that differs from its market value or its book value, called intrinsic value, which is Volatility Shares' 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 Volatility Shares' market value can be influenced by many factors that don't directly affect Volatility Shares' 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 Volatility Shares' value and its price as these two are different measures arrived at by different means. Investors typically determine if Volatility Shares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Volatility Shares' 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.
Volatility Shares '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 Volatility Shares' 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 Volatility Shares.
| 10/05/2025 |
| 01/03/2026 |
If you would invest 0.00 in Volatility Shares on October 5, 2025 and sell it all today you would earn a total of 0.00 from holding Volatility Shares Trust or generate 0.0% return on investment in Volatility Shares over 90 days. Volatility Shares is related to or competes with Teucrium Wheat, Listed Funds, Invesco DB, Invesco Agriculture, Teucrium Soybean, Teucrium Agricultural, and Listed Funds. More
Volatility Shares 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 Volatility Shares' 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 Volatility Shares Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.94 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.53 |
Volatility Shares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volatility Shares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volatility Shares' standard deviation. In reality, there are many statistical measures that can use Volatility Shares historical prices to predict the future Volatility Shares' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Volatility Shares' 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.
Volatility Shares Trust Backtested Returns
Volatility Shares Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0486, which indicates the etf had a -0.0486 % return per unit of risk over the last 3 months. Volatility Shares Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Volatility Shares' Variance of 5.58, coefficient of variation of (2,076), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Volatility Shares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Volatility Shares is expected to be smaller as well.
Auto-correlation | -0.83 |
Excellent reverse predictability
Volatility Shares Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between Volatility Shares time series from 5th of October 2025 to 19th of November 2025 and 19th of November 2025 to 3rd of January 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 Volatility Shares Trust price movement. The serial correlation of -0.83 indicates that around 83.0% of current Volatility Shares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Volatility Shares Trust lagged returns against current returns
Autocorrelation, which is Volatility Shares etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Volatility Shares' etf expected returns. We can calculate the autocorrelation of Volatility Shares returns to help us make a trade decision. For example, suppose you find that Volatility Shares has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Volatility Shares regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Volatility Shares etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volatility Shares etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volatility Shares etf over time.
Current vs Lagged Prices |
| Timeline |
Volatility Shares Lagged Returns
When evaluating Volatility Shares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volatility Shares etf have on its future price. Volatility Shares autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Volatility Shares autocorrelation shows the relationship between Volatility Shares etf current value and its past values and can show if there is a momentum factor associated with investing in Volatility Shares Trust.
Regressed Prices |
| Timeline |
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Check out Volatility Shares Correlation, Volatility Shares Volatility and Volatility Shares Alpha and Beta module to complement your research on Volatility Shares. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Volatility Shares 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.