Yieldmax Mstr Short Etf Market Value
| WNTR Etf | USD 38.85 1.20 3.19% |
| Symbol | YieldMax |
The market value of YieldMax MSTR Short 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.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in YieldMax MSTR on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax MSTR Short or generate 0.0% return on investment in YieldMax MSTR over 30 days. YieldMax MSTR is related to or competes with YieldMax Short, YieldMax BABA, Pacer Swan, Innovator Uncapped, Two Roads, Simplify Exchange, and IShares Trust. Worldwide Diversified Holdings, Inc. operates as a diversified holding company 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 Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.2598 | |||
| Maximum Drawdown | 10.19 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 4.82 |
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 | 0.2081 | |||
| Jensen Alpha | 0.7796 | |||
| Total Risk Alpha | 0.5121 | |||
| Sortino Ratio | 0.2876 | |||
| Treynor Ratio | (0.75) |
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 Short Backtested Returns
YieldMax MSTR appears to be very steady, given 3 months investment horizon. YieldMax MSTR Short shows Sharpe Ratio of 0.27, which attests that the etf had a 0.27 % return per unit of risk over the last 3 months. By examining YieldMax MSTR's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize YieldMax MSTR's Mean Deviation of 2.13, market risk adjusted performance of (0.74), and Downside Deviation of 2.32 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of -0.96, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning YieldMax MSTR are expected to decrease slowly. On the other hand, during market turmoil, YieldMax MSTR is expected to outperform it slightly.
Auto-correlation | -0.41 |
Modest reverse predictability
YieldMax MSTR Short has modest reverse predictability. Overlapping area represents the amount of predictability between YieldMax MSTR 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 MSTR Short price movement. The serial correlation of -0.41 indicates that just about 41.0% of current YieldMax MSTR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2.42 |
YieldMax MSTR Short 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 Short.
Regressed Prices |
| Timeline |
Pair Trading with YieldMax MSTR
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 MSTR 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 MSTR will appreciate offsetting losses from the drop in the long position's value.Moving together with YieldMax Etf
| 0.71 | JEPI | JPMorgan Equity Premium | PairCorr |
| 0.91 | XYLD | Global X SP | PairCorr |
| 0.76 | DIVO | Amplify CWP Enhanced | PairCorr |
| 0.65 | RYLD | Global X Russell | PairCorr |
Moving against YieldMax Etf
| 0.89 | JEM | 707 Cayman Holdings | PairCorr |
| 0.79 | MPAY | Exchange Traded Concepts | PairCorr |
| 0.75 | SWIN | Alps Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to YieldMax MSTR 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 MSTR 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 MSTR - 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 MSTR Short to buy it.
The correlation of YieldMax MSTR 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 MSTR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if YieldMax MSTR Short 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 MSTR 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 MSTR Correlation, YieldMax MSTR Volatility and YieldMax MSTR Alpha and Beta module to complement your research on YieldMax MSTR. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
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.