Direxion Auspice Broad Etf Key Fundamental Indicators
| COM Etf | USD 30.98 0.06 0.19% |
As of the 14th of February 2026, Direxion Auspice shows the Downside Deviation of 0.9443, mean deviation of 0.568, and Coefficient Of Variation of 923.86. Direxion Auspice Broad technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm Direxion Auspice Broad standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Direxion Auspice Broad is priced favorably, providing market reflects its regular price of 30.98 per share.
Direxion Auspice's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Direxion Auspice's valuation are provided below:Direxion Auspice Broad does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Direxion | Build AI portfolio with Direxion Etf |
Investors evaluate Direxion Auspice Broad using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Direxion Auspice's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Direxion Auspice's market price to deviate significantly from intrinsic value.
It's important to distinguish between Direxion Auspice's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Direxion Auspice should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Direxion Auspice's market price signifies the transaction level at which participants voluntarily complete trades.
Direxion Auspice '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 Direxion Auspice's 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 Direxion Auspice.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Direxion Auspice on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Direxion Auspice Broad or generate 0.0% return on investment in Direxion Auspice over 90 days. Direxion Auspice is related to or competes with WisdomTree Continuous, KFA Mount, Invesco Exchange, Direxion Daily, BondBloxx ETF, First Trust, and Alpha Architect. The index is a rules-based index that attempts to capture upward trends in the commodity markets while minimizing risk d... More
Direxion Auspice 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 Direxion Auspice's 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 Direxion Auspice Broad upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9443 | |||
| Information Ratio | 0.018 | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 0.9861 |
Direxion Auspice Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Direxion Auspice's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Direxion Auspice's standard deviation. In reality, there are many statistical measures that can use Direxion Auspice historical prices to predict the future Direxion Auspice's volatility.| Risk Adjusted Performance | 0.0869 | |||
| Jensen Alpha | 0.06 | |||
| Total Risk Alpha | 0.0163 | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.3198 |
Direxion Auspice February 14, 2026 Technical Indicators
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0869 | |||
| Market Risk Adjusted Performance | 0.3298 | |||
| Mean Deviation | 0.568 | |||
| Semi Deviation | 0.8071 | |||
| Downside Deviation | 0.9443 | |||
| Coefficient Of Variation | 923.86 | |||
| Standard Deviation | 0.7748 | |||
| Variance | 0.6003 | |||
| Information Ratio | 0.018 | |||
| Jensen Alpha | 0.06 | |||
| Total Risk Alpha | 0.0163 | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.3198 | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 0.9861 | |||
| Downside Variance | 0.8918 | |||
| Semi Variance | 0.6515 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (1.08) | |||
| Kurtosis | 2.56 |
Direxion Auspice Broad Backtested Returns
As of now, Direxion Etf is very steady. Direxion Auspice Broad secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the etf had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Direxion Auspice Broad, which you can use to evaluate the volatility of the entity. Please confirm Direxion Auspice's Mean Deviation of 0.568, downside deviation of 0.9443, and Coefficient Of Variation of 923.86 to check if the risk estimate we provide is consistent with the expected return of 0.0907%. The etf shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Direxion Auspice's returns are expected to increase less than the market. However, during the bear market, the loss of holding Direxion Auspice is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Direxion Auspice Broad has below average predictability. Overlapping area represents the amount of predictability between Direxion Auspice time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Direxion Auspice Broad price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Direxion Auspice price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Direxion Auspice Broad has a Beta of 0.38. This is much higher than that of the Direxion Funds family and significantly higher than that of the Commodities Broad Basket category. The beta for all United States etfs is notably lower than that of the firm.
Direxion Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Direxion Auspice's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Direxion Auspice could also be used in its relative valuation, which is a method of valuing Direxion Auspice by comparing valuation metrics of similar companies.Direxion Auspice is currently under evaluation in beta as compared to similar ETFs.
Direxion Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Direxion Auspice's current stock value. Our valuation model uses many indicators to compare Direxion Auspice value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Direxion Auspice competition to find correlations between indicators driving Direxion Auspice's intrinsic value. More Info.Direxion Auspice Broad is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 25.26 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Direxion Auspice by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, Direxion Auspice's returns are expected to increase less than the market. However, during the bear market, the loss of holding Direxion Auspice is expected to be smaller as well.
Direxion Fundamentals
| Number Of Employees | 527 | |||
| Beta | 0.38 | |||
| Total Asset | 307.55 M | |||
| One Year Return | 9.60 % | |||
| Three Year Return | 4.80 % | |||
| Five Year Return | 8.60 % | |||
| Net Asset | 307.55 M | |||
| Last Dividend Paid | 0.032 |
About Direxion Auspice Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Direxion Auspice Broad's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Direxion Auspice using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Direxion Auspice Broad based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The index is a rules-based index that attempts to capture upward trends in the commodity markets while minimizing risk during downtrends by tracking a portfolio of commodity futures contracts. Auspice Broad is traded on NYSEARCA Exchange in the United States.
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Investors evaluate Direxion Auspice Broad using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Direxion Auspice's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Direxion Auspice's market price to deviate significantly from intrinsic value.
It's important to distinguish between Direxion Auspice's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Direxion Auspice should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Direxion Auspice's market price signifies the transaction level at which participants voluntarily complete trades.