Tidal Trust Ii Etf Fundamentals
| SPYT Etf | 17.64 0.03 0.17% |
As of the 23rd of January, Tidal Trust has the Risk Adjusted Performance of (0.0002), coefficient of variation of 58964.9, and Semi Deviation of 0.7106. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Tidal Trust II, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Tidal Trust's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Tidal Trust's valuation are summarized below:Tidal Trust II does not presently have any fundamental trend indicators 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. The market value of Tidal Trust II is measured differently than its book value, which is the value of Tidal that is recorded on the company's balance sheet. Investors also form their own opinion of Tidal Trust's value that differs from its market value or its book value, called intrinsic value, which is Tidal Trust'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 Tidal Trust's market value can be influenced by many factors that don't directly affect Tidal Trust'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 Tidal Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tidal Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tidal Trust'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.
Tidal Trust '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 Tidal Trust'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 Tidal Trust.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Tidal Trust on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Tidal Trust II or generate 0.0% return on investment in Tidal Trust over 90 days. Tidal Trust is related to or competes with Keating Active, Hilton Small, Two Roads, EA Series, ETF Series, SPDR Series, and GraniteShares. More
Tidal Trust 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 Tidal Trust'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 Tidal Trust II upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7529 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.8918 |
Tidal Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tidal Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tidal Trust's standard deviation. In reality, there are many statistical measures that can use Tidal Trust historical prices to predict the future Tidal Trust's volatility.| Risk Adjusted Performance | (0.0002) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tidal Trust'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.
Tidal Trust January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.0002) | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 0.4547 | |||
| Semi Deviation | 0.7106 | |||
| Downside Deviation | 0.7529 | |||
| Coefficient Of Variation | 58964.9 | |||
| Standard Deviation | 0.6389 | |||
| Variance | 0.4083 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.8918 | |||
| Downside Variance | 0.5669 | |||
| Semi Variance | 0.505 | |||
| Expected Short fall | (0.43) | |||
| Skewness | (0.57) | |||
| Kurtosis | 1.08 |
Tidal Trust II Backtested Returns
Currently, Tidal Trust II is very steady. Tidal Trust II owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tidal Trust II, which you can use to evaluate the volatility of the etf. Please validate Tidal Trust's Risk Adjusted Performance of (0.0002), coefficient of variation of 58964.9, and Semi Deviation of 0.7106 to confirm if the risk estimate we provide is consistent with the expected return of 0.0011%. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tidal Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tidal Trust is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Tidal Trust II has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tidal Trust time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Tidal Trust II price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Tidal Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Tidal Trust II has an One Year Return of 10.3%. This is much higher than that of the family and significantly higher than that of the Large Blend category. The one year return for all United States etfs is notably lower than that of the firm.
Tidal One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Tidal Trust's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Tidal Trust could also be used in its relative valuation, which is a method of valuing Tidal Trust by comparing valuation metrics of similar companies.Tidal Trust is currently under evaluation in one year return as compared to similar ETFs.
About Tidal Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Tidal Trust II's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Tidal Trust using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Tidal Trust II 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.
Thematic Opportunities
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Check out Tidal Trust Piotroski F Score and Tidal Trust Altman Z Score analysis. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
The market value of Tidal Trust II is measured differently than its book value, which is the value of Tidal that is recorded on the company's balance sheet. Investors also form their own opinion of Tidal Trust's value that differs from its market value or its book value, called intrinsic value, which is Tidal Trust'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 Tidal Trust's market value can be influenced by many factors that don't directly affect Tidal Trust'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 Tidal Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tidal Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tidal Trust'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.