Yieldmax Mstr Option Etf Market Value
MSTY Etf | 31.48 3.46 9.90% |
Symbol | YieldMax |
The market value of YieldMax MSTR 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 MSTR's value that differs from its market value or its book value, called intrinsic value, which is YieldMax MSTR'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 MSTR's market value can be influenced by many factors that don't directly affect YieldMax MSTR'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 MSTR's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax MSTR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax MSTR'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 MSTR '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 MSTR'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 MSTR.
10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in YieldMax MSTR on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding YieldMax MSTR Option or generate 0.0% return on investment in YieldMax MSTR over 30 days. YieldMax MSTR is related to or competes with Freedom Day, Franklin Templeton, IShares MSCI, Tidal Trust, IShares Dividend, Altrius Global, and Invesco Exchange. YieldMax MSTR is entity of United States More
YieldMax MSTR 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 MSTR'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 MSTR Option upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 4.87 | |||
Information Ratio | 0.1691 | |||
Maximum Drawdown | 32.14 | |||
Value At Risk | (5.58) | |||
Potential Upside | 10.26 |
YieldMax MSTR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax MSTR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax MSTR's standard deviation. In reality, there are many statistical measures that can use YieldMax MSTR historical prices to predict the future YieldMax MSTR's volatility.Risk Adjusted Performance | 0.1571 | |||
Jensen Alpha | 0.7593 | |||
Total Risk Alpha | 0.1798 | |||
Sortino Ratio | 0.1782 | |||
Treynor Ratio | 0.518 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YieldMax MSTR'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 MSTR Option Backtested Returns
YieldMax MSTR is not too volatile given 3 months investment horizon. YieldMax MSTR Option shows Sharpe Ratio of 0.22, which attests that the etf had a 0.22% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.14% are justified by taking the suggested risk. Use YieldMax MSTR Option Mean Deviation of 3.66, market risk adjusted performance of 0.528, and Downside Deviation of 4.87 to evaluate company specific risk that cannot be diversified away. The entity maintains a market beta of 1.91, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, YieldMax MSTR will likely underperform.
Auto-correlation | -0.51 |
Good reverse predictability
YieldMax MSTR Option has good reverse predictability. Overlapping area represents the amount of predictability between YieldMax MSTR time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. 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 MSTR Option price movement. The serial correlation of -0.51 indicates that about 51.0% of current YieldMax MSTR price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.51 | |
Spearman Rank Test | 0.13 | |
Residual Average | 0.0 | |
Price Variance | 8.23 |
YieldMax MSTR Option lagged returns against current returns
Autocorrelation, which is YieldMax MSTR 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 MSTR's etf expected returns. We can calculate the autocorrelation of YieldMax MSTR returns to help us make a trade decision. For example, suppose you find that YieldMax MSTR 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 MSTR 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 MSTR etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax MSTR etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax MSTR etf over time.
Current vs Lagged Prices |
Timeline |
YieldMax MSTR Lagged Returns
When evaluating YieldMax MSTR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax MSTR etf have on its future price. YieldMax MSTR 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 MSTR autocorrelation shows the relationship between YieldMax MSTR etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax MSTR Option.
Regressed Prices |
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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 YieldMax MSTR Option offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of YieldMax MSTR's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Yieldmax Mstr Option Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Yieldmax Mstr Option Etf:Check out YieldMax MSTR Correlation, YieldMax MSTR Volatility and YieldMax MSTR Alpha and Beta module to complement your research on YieldMax MSTR. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
YieldMax MSTR 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.