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Let us recall the unforgettable game Starcraft. At the Protoss race every unit was almost twice as strong as any other similar unit at the other races thanks to their shields. Those shields regenerated themselves, as well as they recharged due to the special structure. That is why the Protoss were the favorite race of many players.
In Eve Online the shields work by exactly the same principle. An Eve Online ship has three main components needed for its "life" - the structure, armor and shields. The structure is pure HP. If it reachs 0 — that means the end of the ship. Armour has a number of HP. Its use does not require energy, but if it gets destroys, the armor will not grow again. For its repair a special module (as well either a drone, or a repair station) is needed. In any case, the repair of armour costs either time, money, or energy (although the armor can have good resistance to a particular damage type, for example to the damage from missiles). And the shield does not have any of these shortcomings! If you got out of combat having several units of the shield — in a while the shield will completely recover, and the ship will be as good as new. It's possible to increase the recovery rate of the shield with a special module, however then the number of the shield units will suffer (will be reduced).
The shield is active defense, and they require energy from the capacitor for functioning. Therefore, to use them effectively you need to assure maximum energy supply for the ship - to use special modules to increase the output of the capacitor, as well as its recharge rate. The thing is that you won't be able to have both maximum capacitor and the fastest possible recharge rate, so you'll have to make a choice - whether to have a large amount of energy (and of the shield), which will recharge for a longer time, or not such a big one, nut on the other hand, having a higher recharge rate. So it's better here to adapt to a specific enemy and his weapons — what is good about Eve is that there is no absolute weapon or absolute armour.