Ipath Series B Etf Performance
| VXX Etf | USD 42.07 0.23 0.54% |
The etf retains a Market Volatility (i.e., Beta) of -3.85, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning IPath Series are expected to decrease by larger amounts. On the other hand, during market turmoil, IPath Series is expected to outperform it.
Risk-Adjusted Performance
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Over the last 90 days iPath Series B has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Etf's basic indicators remain fairly strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
1 | VXX Sell Volatility Ahead Of The Election - Seeking Alpha | 10/23/2024 |
| In Threey Sharp Ratio | -1.38 |
IPath |
IPath Series Relative Risk vs. Return Landscape
If you would invest 5,224 in iPath Series B on September 5, 2024 and sell it today you would lose (1,017) from holding iPath Series B or give up 19.47% of portfolio value over 90 days. iPath Series B is generating negative expected returns assuming volatility of 3.607% on return distribution over 90 days investment horizon. In other words, 32% of etfs are less volatile than IPath, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IPath Series Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IPath Series' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iPath Series B, and traders can use it to determine the average amount a IPath Series' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.076
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VXX |
Estimated Market Risk
| 3.61 actual daily | 32 68% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IPath Series is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IPath Series by adding IPath Series to a well-diversified portfolio.
IPath Series Fundamentals Growth
IPath Etf prices reflect investors' perceptions of the future prospects and financial health of IPath Series, and IPath Series fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IPath Etf performance.
| Return On Equity | 0.0479 | |||
| Return On Asset | 0.0035 | |||
| Profit Margin | 0 % | |||
| Revenue | 31.81 B | |||
| Cash And Equivalents | 107.3 B | |||
| Debt To Equity | 1.42 % | |||
| Cash Flow From Operations | 15.44 B | |||
| Total Asset | 821.82 M | |||
About IPath Series Performance
Evaluating IPath Series' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IPath Series has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if IPath Series has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The ETN offers exposure to futures contracts of specified maturities on the VIX index and not direct exposure to the VIX index or its spot level. IpathB SP is traded on BATS Exchange in the United States.| iPath Series B generated a negative expected return over the last 90 days | |
| iPath Series B has high historical volatility and very poor performance | |
| iPath Series B generated five year return of -49.0% | |
| This fund keeps all of the net assets in exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iPath Series B. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
The market value of iPath Series B is measured differently than its book value, which is the value of IPath that is recorded on the company's balance sheet. Investors also form their own opinion of IPath Series' value that differs from its market value or its book value, called intrinsic value, which is IPath Series' 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 IPath Series' market value can be influenced by many factors that don't directly affect IPath Series' 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 IPath Series' value and its price as these two are different measures arrived at by different means. Investors typically determine if IPath Series is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IPath Series' 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.