Yieldmax Tsm Option Etf Market Value
| TSMY Etf | 15.40 0.20 1.32% |
| Symbol | YieldMax |
The market value of YieldMax TSM 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 TSM's value that differs from its market value or its book value, called intrinsic value, which is YieldMax TSM'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 TSM's market value can be influenced by many factors that don't directly affect YieldMax TSM'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 TSM's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax TSM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax TSM'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 TSM '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 TSM'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 TSM.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in YieldMax TSM on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax TSM Option or generate 0.0% return on investment in YieldMax TSM over 30 days. YieldMax TSM is related to or competes with Invesco Exchange, SPDR Galaxy, First Trust, Matthews China, SPDR MSCI, USCF ETF, and Pacer Funds. YieldMax TSM is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
YieldMax TSM 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 TSM'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 TSM Option upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.0351 | |||
| Maximum Drawdown | 11.06 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 2.77 |
YieldMax TSM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax TSM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax TSM's standard deviation. In reality, there are many statistical measures that can use YieldMax TSM historical prices to predict the future YieldMax TSM's volatility.| Risk Adjusted Performance | 0.0559 | |||
| Jensen Alpha | 0.048 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | 0.0942 |
YieldMax TSM Option Backtested Returns
At this stage we consider YieldMax Etf to be not too volatile. YieldMax TSM Option shows Sharpe Ratio of 0.0571, which attests that the etf had a 0.0571 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for YieldMax TSM Option, which you can use to evaluate the volatility of the etf. Please check out YieldMax TSM's Mean Deviation of 1.4, downside deviation of 2.0, and Market Risk Adjusted Performance of 0.1042 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The entity maintains a market beta of 1.33, 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 TSM will likely underperform.
Auto-correlation | -0.48 |
Modest reverse predictability
YieldMax TSM Option has modest reverse predictability. Overlapping area represents the amount of predictability between YieldMax TSM time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 TSM Option price movement. The serial correlation of -0.48 indicates that about 48.0% of current YieldMax TSM price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
YieldMax TSM Option lagged returns against current returns
Autocorrelation, which is YieldMax TSM 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 TSM's etf expected returns. We can calculate the autocorrelation of YieldMax TSM returns to help us make a trade decision. For example, suppose you find that YieldMax TSM 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 TSM 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 TSM etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax TSM etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax TSM etf over time.
Current vs Lagged Prices |
| Timeline |
YieldMax TSM Lagged Returns
When evaluating YieldMax TSM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax TSM etf have on its future price. YieldMax TSM 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 TSM autocorrelation shows the relationship between YieldMax TSM etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax TSM Option.
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 TSM 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 TSM'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 Tsm Option Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Yieldmax Tsm Option Etf:Check out YieldMax TSM Correlation, YieldMax TSM Volatility and YieldMax TSM Alpha and Beta module to complement your research on YieldMax TSM. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
YieldMax TSM 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.