Yieldmax Mstr Option Etf Market Value
| MSTY Etf | 17.85 0.01 0.06% |
| Symbol | YieldMax |
The market value of YieldMax MSTR 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 MSTR's value that differs from its market value or its book value, called intrinsic value, which is YieldMax MSTR'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 MSTR's market value can be influenced by many factors that don't directly affect YieldMax MSTR'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 MSTR's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax MSTR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax MSTR'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 MSTR '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 MSTR'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 MSTR.
| 05/21/2025 |
| 08/19/2025 |
If you would invest 0.00 in YieldMax MSTR on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax MSTR Option or generate 0.0% return on investment in YieldMax MSTR over 90 days. YieldMax MSTR is related to or competes with Tidal Trust, Direxion Daily, Direxion Daily, and GraniteShares. YieldMax MSTR is entity of United States More
YieldMax MSTR 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 MSTR'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 MSTR Option upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 14.12 | |||
| Value At Risk | (5.02) | |||
| Potential Upside | 3.2 |
YieldMax MSTR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax MSTR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax MSTR's standard deviation. In reality, there are many statistical measures that can use YieldMax MSTR historical prices to predict the future YieldMax MSTR's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YieldMax MSTR'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.
YieldMax MSTR Option Backtested Returns
YieldMax MSTR Option shows Sharpe Ratio of -0.0358, which attests that the etf had a -0.0358 % return per unit of risk over the last 3 months. YieldMax MSTR Option exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YieldMax MSTR's Standard Deviation of 2.57, market risk adjusted performance of (0.14), and Mean Deviation of 1.85 to validate the risk estimate we provide. The entity maintains a market beta of 0.84, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, YieldMax MSTR's returns are expected to increase less than the market. However, during the bear market, the loss of holding YieldMax MSTR is expected to be smaller as well.
Auto-correlation | -0.61 |
Very good reverse predictability
YieldMax MSTR Option has very good reverse predictability. Overlapping area represents the amount of predictability between YieldMax MSTR time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 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 MSTR Option price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current YieldMax MSTR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
YieldMax MSTR Option lagged returns against current returns
Autocorrelation, which is YieldMax MSTR 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 MSTR's etf expected returns. We can calculate the autocorrelation of YieldMax MSTR returns to help us make a trade decision. For example, suppose you find that YieldMax MSTR 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 MSTR 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 MSTR etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax MSTR etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax MSTR etf over time.
Current vs Lagged Prices |
| Timeline |
YieldMax MSTR Lagged Returns
When evaluating YieldMax MSTR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax MSTR etf have on its future price. YieldMax MSTR 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 MSTR autocorrelation shows the relationship between YieldMax MSTR etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax MSTR Option.
Regressed Prices |
| Timeline |
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Check out YieldMax MSTR Correlation, YieldMax MSTR Volatility and YieldMax MSTR Alpha and Beta module to complement your research on YieldMax MSTR. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
YieldMax MSTR 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.