Direxion Daily Amd Etf Market Value
| AMDD Etf | 8.36 0.48 6.09% |
| Symbol | Direxion |
Understanding Direxion Daily AMD requires distinguishing between market price and book value, where the latter reflects Direxion's accounting equity. The concept of intrinsic value—what Direxion Daily's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Direxion Daily's price substantially above or below its fundamental 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. In contrast, Direxion Daily's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Direxion Daily on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Direxion Daily AMD or generate 0.0% return on investment in Direxion Daily over 90 days. Direxion Daily is related to or competes with Direxion Daily, Amplify Samsung, Direxion Daily, Acruence Active, IShares Breakthrough, Guinness Atkinson, and PGIM Nasdaq. Direxion Daily is entity of United States 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 AMD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.31 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 16.11 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 5.17 |
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 | 0.0322 | |||
| Jensen Alpha | 0.1467 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0195 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Direxion Daily'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.
Direxion Daily February 1, 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 | 0.0322 | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 2.37 | |||
| Semi Deviation | 3.01 | |||
| Downside Deviation | 3.31 | |||
| Coefficient Of Variation | 2966.83 | |||
| Standard Deviation | 3.25 | |||
| Variance | 10.56 | |||
| Information Ratio | 0.0199 | |||
| Jensen Alpha | 0.1467 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0195 | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 16.11 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 5.17 | |||
| Downside Variance | 10.95 | |||
| Semi Variance | 9.07 | |||
| Expected Short fall | (2.63) | |||
| Skewness | (0.22) | |||
| Kurtosis | 0.7143 |
Direxion Daily AMD Backtested Returns
At this point, Direxion Daily is somewhat reliable. Direxion Daily AMD secures Sharpe Ratio (or Efficiency) of 0.0354, which denotes the etf had a 0.0354 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Direxion Daily AMD, which you can use to evaluate the volatility of the entity. Please confirm Direxion Daily's Coefficient Of Variation of 2966.83, mean deviation of 2.37, and Downside Deviation of 3.31 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of -1.35, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Direxion Daily are expected to decrease by larger amounts. On the other hand, during market turmoil, Direxion Daily is expected to outperform it.
Auto-correlation | -0.31 |
Poor reverse predictability
Direxion Daily AMD has poor reverse predictability. Overlapping area represents the amount of predictability between Direxion Daily time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 AMD price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Direxion Daily price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
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 AMD 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 Amd Etf. Highlighted below are key reports to facilitate an investment decision about Direxion Daily Amd Etf:Check out Direxion Daily Correlation, Direxion Daily Volatility and Direxion Daily Performance module to complement your research on Direxion Daily. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Direxion Daily technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.