Direxion Daily Msft Etf Key Fundamental Indicators
| MSFD Etf | USD 13.72 0.04 0.29% |
As of the 15th of February 2026, Direxion Daily shows the Coefficient Of Variation of 547.88, downside deviation of 1.3, and Mean Deviation of 1.32. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Direxion Daily, as well as the relationship between them. Please confirm Direxion Daily MSFT treynor ratio, as well as the relationship between the potential upside and expected short fall to decide if Direxion Daily MSFT is priced favorably, providing market reflects its regular price of 13.72 per share.
Direxion Daily'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 Daily's valuation are provided below:Direxion Daily MSFT 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 Daily MSFT using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Direxion Daily'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 Daily's market price to deviate significantly from intrinsic value.
Understanding that Direxion Daily's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Direxion Daily represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Direxion Daily's market price signifies the transaction level at which participants voluntarily complete trades.
Direxion Daily '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 Daily'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 Daily.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Direxion Daily on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Direxion Daily MSFT or generate 0.0% return on investment in Direxion Daily over 90 days. Direxion Daily is related to or competes with Direxion Daily, Leverage Shares, ProShares Ultra, ProShares Short, ProShares Ultra, Invesco High, and ProShares Ultra. The fund will enter into one or more swap agreements with major global financial institutions whereby the fund and the g... More
Direxion Daily 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 Daily'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 Daily MSFT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1465 | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.83 |
Direxion Daily Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Direxion Daily's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Direxion Daily's standard deviation. In reality, there are many statistical measures that can use Direxion Daily historical prices to predict the future Direxion Daily's volatility.| Risk Adjusted Performance | 0.1531 | |||
| Jensen Alpha | 0.3674 | |||
| Total Risk Alpha | 0.2004 | |||
| Sortino Ratio | 0.2184 | |||
| Treynor Ratio | (0.91) |
Direxion Daily February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1531 | |||
| Market Risk Adjusted Performance | (0.90) | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 0.9931 | |||
| Downside Deviation | 1.3 | |||
| Coefficient Of Variation | 547.88 | |||
| Standard Deviation | 1.94 | |||
| Variance | 3.78 | |||
| Information Ratio | 0.1465 | |||
| Jensen Alpha | 0.3674 | |||
| Total Risk Alpha | 0.2004 | |||
| Sortino Ratio | 0.2184 | |||
| Treynor Ratio | (0.91) | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.83 | |||
| Downside Variance | 1.7 | |||
| Semi Variance | 0.9863 | |||
| Expected Short fall | (1.60) | |||
| Skewness | 2.12 | |||
| Kurtosis | 9.42 |
Direxion Daily MSFT Backtested Returns
Direxion Daily appears to be not too volatile, given 3 months investment horizon. Direxion Daily MSFT secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the etf had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Direxion Daily MSFT, which you can use to evaluate the volatility of the entity. Please utilize Direxion Daily's Coefficient Of Variation of 547.88, mean deviation of 1.32, and Downside Deviation of 1.3 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of -0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Direxion Daily are expected to decrease at a much lower rate. During the bear market, Direxion Daily is likely to outperform the market.
Auto-correlation | 0.04 |
Virtually no predictability
Direxion Daily MSFT has virtually no predictability. Overlapping area represents the amount of predictability between Direxion Daily time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Daily MSFT price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Direxion Daily price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
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 Daily MSFT has a Beta of -1.01. This is much lower than that of the Direxion Funds family and significantly lower than that of the Trading--Inverse Equity category. The beta for all United States etfs is notably higher than that of the company.
Direxion Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Direxion Daily'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 Daily could also be used in its relative valuation, which is a method of valuing Direxion Daily by comparing valuation metrics of similar companies.Direxion Daily 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 Daily's current stock value. Our valuation model uses many indicators to compare Direxion Daily value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Direxion Daily competition to find correlations between indicators driving Direxion Daily's intrinsic value. More Info.Direxion Daily MSFT is rated number one ETF in beta as compared to similar ETFs. It also is rated number one ETF in three year return as compared to similar ETFs . Comparative valuation analysis is a catch-all technique that is used if you cannot value Direxion Daily 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 the market becomes more bullish, returns on owning Direxion Daily are expected to decrease slowly. On the other hand, during market turmoil, Direxion Daily is expected to outperform it slightly.
Direxion Fundamentals
| Beta | -1.01 | |||
| Total Asset | 4.06 M | |||
| Three Year Return | (12.40) % | |||
| Net Asset | 4.06 M | |||
| Equity Positions Weight | (4.62) % |
About Direxion Daily Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Direxion Daily MSFT's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Direxion Daily using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Direxion Daily MSFT 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 fund will enter into one or more swap agreements with major global financial institutions whereby the fund and the global financial institution will agree to exchange the return earned on an investment by the fund in MSFT that is equal, on a daily basis, to -100 percent of the value of the funds net assets. Direxion Msft is traded on NASDAQ Exchange in the United States.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Direxion Daily MSFT is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Direxion Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Direxion Daily Msft Etf. Highlighted below are key reports to facilitate an investment decision about Direxion Daily Msft Etf:Check out You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Investors evaluate Direxion Daily MSFT using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Direxion Daily'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 Daily's market price to deviate significantly from intrinsic value.
Understanding that Direxion Daily's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Direxion Daily represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Direxion Daily's market price signifies the transaction level at which participants voluntarily complete trades.