Yieldmax Target 12 Etf Market Value
| SOXY Etf | 60.37 0.21 0.35% |
| Symbol | YieldMax |
The market value of YieldMax Target 12 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 Target's value that differs from its market value or its book value, called intrinsic value, which is YieldMax Target'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 Target's market value can be influenced by many factors that don't directly affect YieldMax Target'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 Target's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax Target is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax Target'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 Target '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 Target'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 Target.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in YieldMax Target on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax Target 12 or generate 0.0% return on investment in YieldMax Target over 180 days. YieldMax Target is related to or competes with ProShares Big, PGIM Nasdaq, Tidal Trust, ProShares, IShares ESG, Macquarie ETF, and Global X. YieldMax Target is entity of United States More
YieldMax Target 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 Target'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 Target 12 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0549 | |||
| Maximum Drawdown | 8.35 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 2.78 |
YieldMax Target Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax Target's standard deviation. In reality, there are many statistical measures that can use YieldMax Target historical prices to predict the future YieldMax Target's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.0706 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0475 | |||
| Treynor Ratio | 0.1196 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YieldMax Target'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 Target 12 Backtested Returns
At this stage we consider YieldMax Etf to be very steady. YieldMax Target 12 shows Sharpe Ratio of 0.1, which attests that the etf had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for YieldMax Target 12, which you can use to evaluate the volatility of the etf. Please check out YieldMax Target's Mean Deviation of 1.38, market risk adjusted performance of 0.1296, and Downside Deviation of 2.12 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The entity maintains a market beta of 1.43, 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 Target will likely underperform.
Auto-correlation | 0.29 |
Poor predictability
YieldMax Target 12 has poor predictability. Overlapping area represents the amount of predictability between YieldMax Target time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. 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 Target 12 price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current YieldMax Target price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 3.71 |
YieldMax Target 12 lagged returns against current returns
Autocorrelation, which is YieldMax Target 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 Target's etf expected returns. We can calculate the autocorrelation of YieldMax Target returns to help us make a trade decision. For example, suppose you find that YieldMax Target 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 Target 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 Target etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax Target etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax Target etf over time.
Current vs Lagged Prices |
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YieldMax Target Lagged Returns
When evaluating YieldMax Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax Target etf have on its future price. YieldMax Target 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 Target autocorrelation shows the relationship between YieldMax Target etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax Target 12.
Regressed Prices |
| Timeline |
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 Target 12 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of YieldMax Target'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 Target 12 Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Yieldmax Target 12 Etf:Check out YieldMax Target Correlation, YieldMax Target Volatility and YieldMax Target Alpha and Beta module to complement your research on YieldMax Target. You can also try the Stocks Directory module to find actively traded stocks across global markets.
YieldMax Target 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.