Direxion Daily Amzn Etf Fundamentals
| AMZD Etf | USD 9.70 0.20 2.02% |
As of the 25th of January, Direxion Daily shows the Standard Deviation of 2.1, mean deviation of 1.44, and Variance of 4.41. Direxion Daily AMZN technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm Direxion Daily AMZN information ratio and potential upside to decide if Direxion Daily AMZN is priced favorably, providing market reflects its regular price of 9.7 per share.
Direxion Daily's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Direxion Daily's valuation are provided below:Direxion Daily AMZN does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Direxion | Build AI portfolio with Direxion Etf |
The market value of Direxion Daily AMZN is measured differently than its book value, which is the value of Direxion that is recorded on the company's balance sheet. Investors also form their own opinion of Direxion Daily's value that differs from its market value or its book value, called intrinsic value, which is Direxion Daily'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 Direxion Daily's market value can be influenced by many factors that don't directly affect Direxion Daily'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 Direxion Daily's value and its price as these two are different measures arrived at by different means. Investors typically determine if Direxion Daily is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Direxion Daily'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.
Direxion Daily '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 Direxion Daily'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 Direxion Daily.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Direxion Daily on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Direxion Daily AMZN or generate 0.0% return on investment in Direxion Daily over 90 days. Direxion Daily is related to or competes with ProShares UltraShort, ProShares UltraShort, Leverage Shares, Advisors Series, Macquarie ETF, Invesco MSCI, and Bank of Montreal. The fund will enter into one or more swap agreements with major global financial institutions whereby the fund and the g... More
Direxion Daily 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 Direxion Daily'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 Direxion Daily AMZN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.91 |
Direxion Daily Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Direxion Daily's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Direxion Daily's standard deviation. In reality, there are many statistical measures that can use Direxion Daily historical prices to predict the future Direxion Daily's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.1236 |
Direxion Daily January 25, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | 0.1336 | |||
| Mean Deviation | 1.44 | |||
| Coefficient Of Variation | (1,411) | |||
| Standard Deviation | 2.1 | |||
| Variance | 4.41 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.1236 | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.91 | |||
| Skewness | (1.34) | |||
| Kurtosis | 5.97 |
Direxion Daily AMZN Backtested Returns
Direxion Daily AMZN secures Sharpe Ratio (or Efficiency) of -0.0383, which denotes the etf had a -0.0383 % return per unit of risk over the last 3 months. Direxion Daily AMZN exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Direxion Daily's Variance of 4.41, standard deviation of 2.1, and Mean Deviation of 1.44 to check the risk estimate we provide. The etf shows a Beta (market volatility) of -1.28, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Direxion Daily are expected to decrease by larger amounts. On the other hand, during market turmoil, Direxion Daily is expected to outperform it.
Auto-correlation | -0.45 |
Modest reverse predictability
Direxion Daily AMZN has modest reverse predictability. Overlapping area represents the amount of predictability between Direxion Daily time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Direxion Daily AMZN price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Direxion Daily price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Direxion Daily AMZN has a Beta of -1.35. This is much lower than that of the Direxion Funds family and significantly lower than that of the Trading--Inverse Equity category. The beta for all United States etfs is notably higher than that of the company.
Direxion Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Direxion Daily's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Direxion Daily could also be used in its relative valuation, which is a method of valuing Direxion Daily by comparing valuation metrics of similar companies.Direxion Daily is currently under evaluation in beta as compared to similar ETFs.
Direxion Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Direxion Daily's current stock value. Our valuation model uses many indicators to compare Direxion Daily value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Direxion Daily competition to find correlations between indicators driving Direxion Daily's intrinsic value. More Info.Direxion Daily AMZN is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs . Comparative valuation analysis is a catch-all technique that is used if you cannot value Direxion Daily by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, returns on owning Direxion Daily are expected to decrease by larger amounts. On the other hand, during market turmoil, Direxion Daily is expected to outperform it.
Direxion Fundamentals
| Beta | -1.35 | |||
| Total Asset | 3.45 M | |||
| One Year Return | (4.80) % | |||
| Three Year Return | (27.40) % | |||
| Net Asset | 3.45 M | |||
| Equity Positions Weight | (10.12) % |
About Direxion Daily Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Direxion Daily AMZN's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Direxion Daily using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Direxion Daily AMZN based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund will enter into one or more swap agreements with major global financial institutions whereby the fund and the global financial institution will agree to exchange the return earned on an investment by the fund in AMZN that is equal, on a daily basis, to -100 percent of the value of the funds net assets. Direxion Amzn is traded on NASDAQ Exchange in the United States.
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 Direxion Daily AMZN is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Direxion Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Direxion Daily Amzn Etf. Highlighted below are key reports to facilitate an investment decision about Direxion Daily Amzn Etf:Check out Direxion Daily Piotroski F Score and Direxion Daily Altman Z Score analysis. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
The market value of Direxion Daily AMZN is measured differently than its book value, which is the value of Direxion that is recorded on the company's balance sheet. Investors also form their own opinion of Direxion Daily's value that differs from its market value or its book value, called intrinsic value, which is Direxion Daily'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 Direxion Daily's market value can be influenced by many factors that don't directly affect Direxion Daily'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 Direxion Daily's value and its price as these two are different measures arrived at by different means. Investors typically determine if Direxion Daily is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Direxion Daily'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.