Yieldmax Dis Option Etf Market Value
| DISO Etf | 11.87 0.19 1.58% |
| Symbol | YieldMax |
The market value of YieldMax DIS Option is measured differently than its book value, which is the value of YieldMax that is recorded on the company's balance sheet. Investors also form their own opinion of YieldMax DIS's value that differs from its market value or its book value, called intrinsic value, which is YieldMax DIS'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 YieldMax DIS's market value can be influenced by many factors that don't directly affect YieldMax DIS'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 YieldMax DIS's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax DIS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax DIS'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.
YieldMax DIS '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 YieldMax DIS'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 YieldMax DIS.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in YieldMax DIS on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax DIS Option or generate 0.0% return on investment in YieldMax DIS over 30 days. YieldMax DIS is related to or competes with YieldMax ABNB, YieldMax BRKB, Fundamental Income, Yieldmax XOM, Global X, SGI Enhanced, and Global X. YieldMax DIS is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
YieldMax DIS 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 YieldMax DIS'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 YieldMax DIS Option upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.84 |
YieldMax DIS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax DIS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax DIS's standard deviation. In reality, there are many statistical measures that can use YieldMax DIS historical prices to predict the future YieldMax DIS's volatility.| Risk Adjusted Performance | 0.0211 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0226 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YieldMax DIS'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.
YieldMax DIS Option Backtested Returns
As of now, YieldMax Etf is not too volatile. YieldMax DIS Option shows Sharpe Ratio of 0.037, which attests that the etf had a 0.037 % return per unit of risk over the last 3 months. We have found thirty technical indicators for YieldMax DIS Option, which you can use to evaluate the volatility of the etf. Please check out YieldMax DIS's Market Risk Adjusted Performance of 0.0326, downside deviation of 1.47, and Mean Deviation of 0.909 to validate if the risk estimate we provide is consistent with the expected return of 0.0485%. The entity maintains a market beta of 0.89, which attests to possible diversification benefits within a given portfolio. YieldMax DIS returns are very sensitive to returns on the market. As the market goes up or down, YieldMax DIS is expected to follow.
Auto-correlation | 0.11 |
Insignificant predictability
YieldMax DIS Option has insignificant predictability. Overlapping area represents the amount of predictability between YieldMax DIS time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th 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 YieldMax DIS Option price movement. The serial correlation of 0.11 indicates that less than 11.0% of current YieldMax DIS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
YieldMax DIS Option lagged returns against current returns
Autocorrelation, which is YieldMax DIS etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting YieldMax DIS's etf expected returns. We can calculate the autocorrelation of YieldMax DIS returns to help us make a trade decision. For example, suppose you find that YieldMax DIS has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
YieldMax DIS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If YieldMax DIS etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax DIS etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax DIS etf over time.
Current vs Lagged Prices |
| Timeline |
YieldMax DIS Lagged Returns
When evaluating YieldMax DIS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax DIS etf have on its future price. YieldMax DIS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, YieldMax DIS autocorrelation shows the relationship between YieldMax DIS etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax DIS Option.
Regressed Prices |
| Timeline |
Pair Trading with YieldMax DIS
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if YieldMax DIS position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in YieldMax DIS will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to YieldMax DIS could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace YieldMax DIS when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back YieldMax DIS - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling YieldMax DIS Option to buy it.
The correlation of YieldMax DIS is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as YieldMax DIS moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if YieldMax DIS Option moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for YieldMax DIS can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out YieldMax DIS Correlation, YieldMax DIS Volatility and YieldMax DIS Alpha and Beta module to complement your research on YieldMax DIS. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
YieldMax DIS 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.