Direxion Daily Csco Etf Alpha and Beta Analysis
| CSCS Etf | 24.73 0.14 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Direxion Daily CSCO. It also helps investors analyze the systematic and unsystematic risks associated with investing in Direxion Daily over a specified time horizon. Remember, high Direxion Daily's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Direxion Daily's market risk premium analysis include:
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Direxion Daily Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Direxion Daily market risk premium is the additional return an investor will receive from holding Direxion Daily long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Direxion Daily. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Direxion Daily's performance over market.| α | -0.01 | β | -0.12 |
Direxion Daily Return and Market Media
The median price of Direxion Daily for the period between Fri, Apr 25, 2025 and Thu, Jul 24, 2025 is 24.78 with a coefficient of variation of 0.89. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 24.75, and mean deviation of 0.17. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Direxion Launches New Leveraged and Inverse ETFs for Cisco and Qualcomm Stocks - citybuzz - | 06/25/2025 |
2 | Cisco Stands to Benefit From Sovereign AI Megatrend - ETF Database | 07/18/2025 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Direxion Daily in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Direxion Daily's short interest history, or implied volatility extrapolated from Direxion Daily options trading.