Yieldmax Meta Option Etf Market Value
| FBY Etf | 17.57 0.05 0.28% |
| Symbol | YieldMax |
The market value of YieldMax META 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 META's value that differs from its market value or its book value, called intrinsic value, which is YieldMax META'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 META's market value can be influenced by many factors that don't directly affect YieldMax META'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 META's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax META is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax META'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 META '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 META'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 META.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in YieldMax META on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding YieldMax META Option or generate 0.0% return on investment in YieldMax META over 90 days. YieldMax META is related to or competes with Freedom Day, IShares MSCI, Tidal Trust, IShares Dividend, SmartETFs Dividend, Listed Funds, and Martin Currie. More
YieldMax META 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 META'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 META Option upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0404 | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 2.64 |
YieldMax META Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax META's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax META's standard deviation. In reality, there are many statistical measures that can use YieldMax META historical prices to predict the future YieldMax META's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0439 | |||
| Total Risk Alpha | 0.1595 | |||
| Treynor Ratio | (0.05) |
YieldMax META Option Backtested Returns
YieldMax META Option shows Sharpe Ratio of -0.0285, which attests that the etf had a -0.0285 % return per unit of risk over the last 3 months. YieldMax META Option exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YieldMax META's Mean Deviation of 1.3, market risk adjusted performance of (0.04), and Standard Deviation of 1.62 to validate the risk estimate we provide. The entity maintains a market beta of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, YieldMax META's returns are expected to increase less than the market. However, during the bear market, the loss of holding YieldMax META is expected to be smaller as well.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
YieldMax META Option has almost perfect reverse predictability. Overlapping area represents the amount of predictability between YieldMax META time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 META Option price movement. The serial correlation of -0.8 indicates that around 80.0% of current YieldMax META price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.08 |
YieldMax META Option lagged returns against current returns
Autocorrelation, which is YieldMax META 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 META's etf expected returns. We can calculate the autocorrelation of YieldMax META returns to help us make a trade decision. For example, suppose you find that YieldMax META 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 META 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 META etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax META etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax META etf over time.
Current vs Lagged Prices |
| Timeline |
YieldMax META Lagged Returns
When evaluating YieldMax META's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax META etf have on its future price. YieldMax META 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 META autocorrelation shows the relationship between YieldMax META etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax META 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 META 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 META'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 Meta Option Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Yieldmax Meta Option Etf:Check out YieldMax META Correlation, YieldMax META Volatility and YieldMax META Alpha and Beta module to complement your research on YieldMax META. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
YieldMax META 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.