Day Haganned Davis Etf Fundamentals
| SSUS Etf | USD 49.81 0.18 0.36% |
As of the 28th of January, Day HaganNed shows the Coefficient Of Variation of 1316.1, mean deviation of 0.5558, and Downside Deviation of 0.8703. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Day HaganNed, as well as the relationship between them. Please confirm Day HaganNed Davis market risk adjusted performance, variance, as well as the relationship between the Variance and potential upside to decide if Day HaganNed Davis is priced favorably, providing market reflects its regular price of 49.81 per share.
Day HaganNed'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 Day HaganNed's valuation are provided below:Day HaganNed Davis 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. The market value of Day HaganNed Davis is measured differently than its book value, which is the value of Day that is recorded on the company's balance sheet. Investors also form their own opinion of Day HaganNed's value that differs from its market value or its book value, called intrinsic value, which is Day HaganNed's 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 Day HaganNed's market value can be influenced by many factors that don't directly affect Day HaganNed's 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 Day HaganNed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Day HaganNed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Day HaganNed's 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.
Day HaganNed '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 Day HaganNed'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 Day HaganNed.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Day HaganNed on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Day HaganNed Davis or generate 0.0% return on investment in Day HaganNed over 90 days. Day HaganNed is related to or competes with HCM Defender, Direxion Shares, First Trust, Innovator Equity, SPDR Russell, Invesco International, and SoFi Select. The fund is considered a fund of funds that, under normal market conditions, seeks to achieve its investment objective b... More
Day HaganNed 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 Day HaganNed'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 Day HaganNed Davis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8703 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.21 |
Day HaganNed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Day HaganNed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Day HaganNed's standard deviation. In reality, there are many statistical measures that can use Day HaganNed historical prices to predict the future Day HaganNed's volatility.| Risk Adjusted Performance | 0.0559 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0574 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Day HaganNed's 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.
Day HaganNed January 28, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0559 | |||
| Market Risk Adjusted Performance | 0.0674 | |||
| Mean Deviation | 0.5558 | |||
| Semi Deviation | 0.7718 | |||
| Downside Deviation | 0.8703 | |||
| Coefficient Of Variation | 1316.1 | |||
| Standard Deviation | 0.7316 | |||
| Variance | 0.5352 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0574 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.7575 | |||
| Semi Variance | 0.5956 | |||
| Expected Short fall | (0.54) | |||
| Skewness | (0.69) | |||
| Kurtosis | 0.4305 |
Day HaganNed Davis Backtested Returns
Currently, Day HaganNed Davis is very steady. Day HaganNed Davis secures Sharpe Ratio (or Efficiency) of 0.0539, which denotes the etf had a 0.0539 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Day HaganNed Davis, which you can use to evaluate the volatility of the entity. Please confirm Day HaganNed's Downside Deviation of 0.8703, mean deviation of 0.5558, and Coefficient Of Variation of 1316.1 to check if the risk estimate we provide is consistent with the expected return of 0.0395%. The etf shows a Beta (market volatility) of 0.79, which means possible diversification benefits within a given portfolio. As returns on the market increase, Day HaganNed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Day HaganNed is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Day HaganNed Davis has insignificant reverse predictability. Overlapping area represents the amount of predictability between Day HaganNed time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Day HaganNed Davis price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Day HaganNed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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, Day HaganNed Davis has a Beta of 0.9. This is much higher than that of the Day Hagan family and significantly higher than that of the Large Blend category. The beta for all United States etfs is notably lower than that of the firm.
Day Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Day HaganNed'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 Day HaganNed could also be used in its relative valuation, which is a method of valuing Day HaganNed by comparing valuation metrics of similar companies.Day HaganNed is currently under evaluation in beta as compared to similar ETFs.
Day Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Day HaganNed's current stock value. Our valuation model uses many indicators to compare Day HaganNed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Day HaganNed competition to find correlations between indicators driving Day HaganNed's intrinsic value. More Info.Day HaganNed Davis is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 15.33 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Day HaganNed 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.Fund Asset Allocation for Day HaganNed
The fund invests 99.87% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Day HaganNed's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Day HaganNed returns are very sensitive to returns on the market. As the market goes up or down, Day HaganNed is expected to follow.
Day Fundamentals
| Beta | 0.9 | |||
| Total Asset | 435.69 M | |||
| One Year Return | 13.80 % | |||
| Three Year Return | 16.20 % | |||
| Five Year Return | 11.30 % | |||
| Net Asset | 435.69 M | |||
| Equity Positions Weight | 99.87 % |
About Day HaganNed Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Day HaganNed Davis's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Day HaganNed using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Day HaganNed Davis 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 is considered a fund of funds that, under normal market conditions, seeks to achieve its investment objective by principally investing in unaffiliated equity exchange traded funds that track the performance of the individual sectors of the SP 500 Index. Day HaganNed is traded on NYSEARCA Exchange in the United States.
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Check out Day HaganNed Piotroski F Score and Day HaganNed Altman Z Score analysis. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
The market value of Day HaganNed Davis is measured differently than its book value, which is the value of Day that is recorded on the company's balance sheet. Investors also form their own opinion of Day HaganNed's value that differs from its market value or its book value, called intrinsic value, which is Day HaganNed's 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 Day HaganNed's market value can be influenced by many factors that don't directly affect Day HaganNed's 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 Day HaganNed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Day HaganNed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Day HaganNed's 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.