Direxion Daily Msft Etf Market Value
| MSFD Etf | USD 13.83 0.05 0.36% |
| Symbol | Direxion |
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.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Direxion Daily on November 23, 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 | 1.32 | |||
| Information Ratio | 0.1551 | |||
| 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 | 0.1562 | |||
| Jensen Alpha | 0.3944 | |||
| Total Risk Alpha | 0.191 | |||
| Sortino Ratio | 0.2255 | |||
| Treynor Ratio | (1.03) |
Direxion Daily February 21, 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 | 0.1562 | |||
| Market Risk Adjusted Performance | (1.02) | |||
| Mean Deviation | 1.29 | |||
| Semi Deviation | 0.9562 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 507.88 | |||
| Standard Deviation | 1.93 | |||
| Variance | 3.71 | |||
| Information Ratio | 0.1551 | |||
| Jensen Alpha | 0.3944 | |||
| Total Risk Alpha | 0.191 | |||
| Sortino Ratio | 0.2255 | |||
| Treynor Ratio | (1.03) | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.83 | |||
| Downside Variance | 1.75 | |||
| Semi Variance | 0.9144 | |||
| Expected Short fall | (1.51) | |||
| Skewness | 2.15 | |||
| Kurtosis | 9.78 |
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 0.15, which denotes the etf had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Direxion Daily MSFT, which you can use to evaluate the volatility of the entity. Please utilize Direxion Daily's Downside Deviation of 1.32, mean deviation of 1.29, and Coefficient Of Variation of 507.88 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of -0.36, 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 | 0.01 |
Virtually no predictability
Direxion Daily MSFT has virtually no predictability. Overlapping area represents the amount of predictability between Direxion Daily time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 0.01 indicates that just 1.0% of current Direxion Daily price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
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 Direxion Daily Correlation, Direxion Daily Volatility and Direxion Daily Performance module to complement your research on Direxion Daily. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.