Yieldmax Short N100 Etf Market Value
| YQQQ Etf | 13.57 0.03 0.22% |
| Symbol | YieldMax |
The market value of YieldMax Short N100 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 Short's value that differs from its market value or its book value, called intrinsic value, which is YieldMax Short'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 Short's market value can be influenced by many factors that don't directly affect YieldMax Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if YieldMax Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YieldMax Short'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 Short '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 Short'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 Short.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in YieldMax Short on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding YieldMax Short N100 or generate 0.0% return on investment in YieldMax Short over 90 days. YieldMax Short is related to or competes with First Trust, MFUT, VanEck Morningstar, VictoryShares WestEnd, ProShares Merger, Two Roads, and SGI Dynamic. More
YieldMax Short 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 Short'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 Short N100 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 2.43 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.8403 |
YieldMax Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YieldMax Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YieldMax Short's standard deviation. In reality, there are many statistical measures that can use YieldMax Short historical prices to predict the future YieldMax Short's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.78) |
YieldMax Short N100 Backtested Returns
YieldMax Short N100 shows Sharpe Ratio of -0.12, which attests that the etf had a -0.12 % return per unit of risk over the last 3 months. YieldMax Short N100 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YieldMax Short's Standard Deviation of 0.5888, mean deviation of 0.4552, and Market Risk Adjusted Performance of (0.77) to validate the risk estimate we provide. The entity maintains a market beta of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, YieldMax Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding YieldMax Short is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
YieldMax Short N100 has good predictability. Overlapping area represents the amount of predictability between YieldMax Short time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 Short N100 price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current YieldMax Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
YieldMax Short N100 lagged returns against current returns
Autocorrelation, which is YieldMax Short 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 Short's etf expected returns. We can calculate the autocorrelation of YieldMax Short returns to help us make a trade decision. For example, suppose you find that YieldMax Short 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 Short 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 Short etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YieldMax Short etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YieldMax Short etf over time.
Current vs Lagged Prices |
| Timeline |
YieldMax Short Lagged Returns
When evaluating YieldMax Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YieldMax Short etf have on its future price. YieldMax Short 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 Short autocorrelation shows the relationship between YieldMax Short etf current value and its past values and can show if there is a momentum factor associated with investing in YieldMax Short N100.
Regressed Prices |
| Timeline |
Pair Trading with YieldMax Short
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if YieldMax Short position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in YieldMax Short will appreciate offsetting losses from the drop in the long position's value.Moving against YieldMax Etf
| 0.71 | XYLD | Global X SP | PairCorr |
| 0.69 | JEPQ | JPMorgan Nasdaq Equity Sell-off Trend | PairCorr |
| 0.67 | NUSI | NEOS ETF Trust Symbol Change | PairCorr |
| 0.66 | JEPI | JPMorgan Equity Premium Sell-off Trend | PairCorr |
| 0.65 | DIVO | Amplify CWP Enhanced | PairCorr |
The ability to find closely correlated positions to YieldMax Short could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace YieldMax Short when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back YieldMax Short - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling YieldMax Short N100 to buy it.
The correlation of YieldMax Short is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as YieldMax Short moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if YieldMax Short N100 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for YieldMax Short can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out YieldMax Short Correlation, YieldMax Short Volatility and YieldMax Short Alpha and Beta module to complement your research on YieldMax Short. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
YieldMax Short 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.