The etf shows a Beta (market volatility) of 2.19, which means 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, Direxion Daily will likely underperform.
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Over the last 90 days Direxion Daily BA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable technical and fundamental indicators, Direxion Daily is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
If you would invest 4,146 in Direxion Daily BA on October 4, 2025 and sell it today you would lose (318.00) from holding Direxion Daily BA or give up 7.67% of portfolio value over 90 days. Direxion Daily BA is currently does not generate positive expected returns and assumes 4.3654% risk (volatility on return distribution) over the 90 days horizon. In different words, 39% of etfs are less volatile than Direxion, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
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Given the investment horizon of 90 days Direxion Daily is expected to under-perform the market. In addition to that, the company is 6.02 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of volatility.
Direxion Daily Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Direxion Daily's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Direxion Daily BA, and traders can use it to determine the average amount a Direxion Daily's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0084
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Based on monthly moving average Direxion Daily is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Direxion Daily by adding Direxion Daily to a well-diversified portfolio.
About Direxion Daily Performance
Assessing Direxion Daily's fundamental ratios provides investors with valuable insights into Direxion Daily's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Direxion Daily is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Direxion Daily is entity of United States. It is traded as Etf on NASDAQ exchange.
Direxion Daily BA generated a negative expected return over the last 90 days
Direxion Daily financial ratios help investors to determine whether Direxion Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Direxion with respect to the benefits of owning Direxion Daily security.