Direxion Auspice Broad Etf Market Value
| COM Etf | USD 31.58 0.20 0.64% |
| Symbol | Direxion |
The market value of Direxion Auspice Broad is measured differently than its book value, which is the value of Direxion that is recorded on the company's balance sheet. Investors also form their own opinion of Direxion Auspice's value that differs from its market value or its book value, called intrinsic value, which is Direxion Auspice'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 Direxion Auspice's market value can be influenced by many factors that don't directly affect Direxion Auspice'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 Direxion Auspice's value and its price as these two are different measures arrived at by different means. Investors typically determine if Direxion Auspice is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Direxion Auspice'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.
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.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Direxion Auspice on October 30, 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 | 0.5876 | |||
| Information Ratio | 0.0983 | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.9625 |
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 | 0.1711 | |||
| Jensen Alpha | 0.1136 | |||
| Total Risk Alpha | 0.0716 | |||
| Sortino Ratio | 0.0959 | |||
| Treynor Ratio | 0.7299 |
Direxion Auspice January 28, 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 | 0.1711 | |||
| Market Risk Adjusted Performance | 0.7399 | |||
| Mean Deviation | 0.4436 | |||
| Semi Deviation | 0.3309 | |||
| Downside Deviation | 0.5876 | |||
| Coefficient Of Variation | 422.97 | |||
| Standard Deviation | 0.5733 | |||
| Variance | 0.3287 | |||
| Information Ratio | 0.0983 | |||
| Jensen Alpha | 0.1136 | |||
| Total Risk Alpha | 0.0716 | |||
| Sortino Ratio | 0.0959 | |||
| Treynor Ratio | 0.7299 | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.9625 | |||
| Downside Variance | 0.3452 | |||
| Semi Variance | 0.1095 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.3158 |
Direxion Auspice Broad Backtested Returns
As of now, Direxion Etf is very steady. Direxion Auspice Broad secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the etf had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Direxion Auspice Broad, which you can use to evaluate the volatility of the entity. Please confirm Direxion Auspice's Coefficient Of Variation of 422.97, mean deviation of 0.4436, and Downside Deviation of 0.5876 to check if the risk estimate we provide is consistent with the expected return of 0.14%. The etf shows a Beta (market volatility) of 0.17, 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 | 0.79 |
Good predictability
Direxion Auspice Broad has good predictability. Overlapping area represents the amount of predictability between Direxion Auspice 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 Direxion Auspice Broad price movement. The serial correlation of 0.79 indicates that around 79.0% of current Direxion Auspice price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
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Direxion Auspice 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.