Direxion Daily Tsm Etf Key Fundamental Indicators
| TSMX Etf | 69.58 0.04 0.06% |
As of the 16th of February 2026, Direxion Daily shows the Mean Deviation of 3.3, coefficient of variation of 627.97, and Downside Deviation of 3.9. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Direxion Daily, as well as the relationship between them.
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:Market Capitalisation {Big=0, Small=0, Mega=12.19388, Medium=0, Micro=0} |
Direxion | Build AI portfolio with Direxion Etf |
Direxion Daily TSM's market price often diverges from its book value, the accounting figure shown on Direxion's balance sheet. Smart investors calculate Direxion Daily's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Direxion Daily's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Direxion Daily on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Direxion Daily TSM or generate 0.0% return on investment in Direxion Daily over 90 days. Direxion Daily is related to or competes with WisdomTree Cybersecurity, IShares Digital, Brookstone Growth, Allspring Exchange, US Vegan, Innovator Power, and First Trust. Direxion Daily is entity of United States 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 TSM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.9 | |||
| Information Ratio | 0.1424 | |||
| Maximum Drawdown | 18.95 | |||
| Value At Risk | (6.13) | |||
| Potential Upside | 6.9 |
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 | 0.1366 | |||
| Jensen Alpha | 0.5114 | |||
| Total Risk Alpha | 0.3428 | |||
| Sortino Ratio | 0.1515 | |||
| Treynor Ratio | 0.2792 |
Direxion Daily February 16, 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 | 0.1366 | |||
| Market Risk Adjusted Performance | 0.2892 | |||
| Mean Deviation | 3.3 | |||
| Semi Deviation | 3.56 | |||
| Downside Deviation | 3.9 | |||
| Coefficient Of Variation | 627.97 | |||
| Standard Deviation | 4.15 | |||
| Variance | 17.24 | |||
| Information Ratio | 0.1424 | |||
| Jensen Alpha | 0.5114 | |||
| Total Risk Alpha | 0.3428 | |||
| Sortino Ratio | 0.1515 | |||
| Treynor Ratio | 0.2792 | |||
| Maximum Drawdown | 18.95 | |||
| Value At Risk | (6.13) | |||
| Potential Upside | 6.9 | |||
| Downside Variance | 15.24 | |||
| Semi Variance | 12.65 | |||
| Expected Short fall | (3.64) | |||
| Skewness | 0.0576 | |||
| Kurtosis | 0.1185 |
Direxion Daily TSM Backtested Returns
Direxion Daily appears to be very steady, given 3 months investment horizon. Direxion Daily TSM secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the etf had a 0.22 % return per unit of risk over the last 3 months. By reviewing Direxion Daily's technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please utilize Direxion Daily's Coefficient Of Variation of 627.97, downside deviation of 3.9, and Mean Deviation of 3.3 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 2.33, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Direxion Daily will likely underperform.
Auto-correlation | 0.59 |
Modest predictability
Direxion Daily TSM has modest predictability. Overlapping area represents the amount of predictability between Direxion Daily time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 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 TSM price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Direxion Daily price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 26.46 |
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, Direxion Daily TSM has an One Year Return of 158%. This is much higher than that of the family and significantly higher than that of the Trading--Leveraged Equity category. The one year return for all United States etfs is notably lower than that of the firm.
Direxion One Year Return 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 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 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 one year return as compared to similar ETFs.
Direxion Fundamentals
| Number Of Shares Shorted | 22.02 K | |||
| One Year Return | 158.70 % |
About Direxion Daily Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Direxion Daily TSM'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 TSM 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.Direxion Daily is entity of United States. It is traded as Etf on NASDAQ exchange.
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 TSM offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Direxion Daily'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 Direxion Daily Tsm Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Direxion Daily Tsm Etf:Check out You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Direxion Daily TSM's market price often diverges from its book value, the accounting figure shown on Direxion's balance sheet. Smart investors calculate Direxion Daily's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Direxion Daily's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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.