T Rex 2x Long Etf Market Value
| ROBN Etf | 98.09 22.40 18.59% |
| Symbol | ROBN |
The market value of T REX 2X is measured differently than its book value, which is the value of ROBN that is recorded on the company's balance sheet. Investors also form their own opinion of T REX's value that differs from its market value or its book value, called intrinsic value, which is T REX'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 T REX's market value can be influenced by many factors that don't directly affect T REX'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 T REX's value and its price as these two are different measures arrived at by different means. Investors typically determine if T REX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, T REX'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.
T REX '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 T REX'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 T REX.
| 07/15/2025 |
| 10/13/2025 |
If you would invest 0.00 in T REX on July 15, 2025 and sell it all today you would earn a total of 0.00 from holding T REX 2X Long or generate 0.0% return on investment in T REX over 90 days. T REX is related to or competes with YieldMax Short, YieldMax DIS, MDBX, First Trust, Defiance Daily, Direxion Daily, and Direxion Daily. T REX is entity of United States. It is traded as Etf on BATS exchange. More
T REX 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 T REX'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 T REX 2X Long upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.12 | |||
| Information Ratio | 0.1403 | |||
| Maximum Drawdown | 37.98 | |||
| Value At Risk | (9.80) | |||
| Potential Upside | 10.23 |
T REX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T REX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T REX's standard deviation. In reality, there are many statistical measures that can use T REX historical prices to predict the future T REX's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 0.992 | |||
| Total Risk Alpha | 0.835 | |||
| Sortino Ratio | 0.1479 | |||
| Treynor Ratio | 0.2637 |
T REX 2X Backtested Returns
T REX is very steady given 3 months investment horizon. T REX 2X owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had a 0.14 % return per unit of standard deviation over the last 3 months. We have analyzed twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.09% are justified by taking the suggested risk. Use T REX 2X Risk Adjusted Performance of 0.0994, market risk adjusted performance of 0.2737, and Downside Deviation of 7.12 to evaluate company specific risk that cannot be diversified away. The entity has a beta of 4.07, which indicates 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, T REX will likely underperform.
Auto-correlation | 0.35 |
Below average predictability
T REX 2X Long has below average predictability. Overlapping area represents the amount of predictability between T REX time series from 15th of July 2025 to 29th of August 2025 and 29th of August 2025 to 13th of October 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 T REX 2X price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current T REX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 368.04 |
T REX 2X lagged returns against current returns
Autocorrelation, which is T REX 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 T REX's etf expected returns. We can calculate the autocorrelation of T REX returns to help us make a trade decision. For example, suppose you find that T REX 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 |
T REX 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 T REX etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T REX etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T REX etf over time.
Current vs Lagged Prices |
| Timeline |
T REX Lagged Returns
When evaluating T REX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T REX etf have on its future price. T REX 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, T REX autocorrelation shows the relationship between T REX etf current value and its past values and can show if there is a momentum factor associated with investing in T REX 2X Long.
Regressed Prices |
| Timeline |
Pair Trading with T REX
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 T REX 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 T REX will appreciate offsetting losses from the drop in the long position's value.Moving together with ROBN Etf
| 0.8 | VTI | Vanguard Total Stock | PairCorr |
| 0.82 | SPY | SPDR SP 500 | PairCorr |
| 0.82 | IVV | iShares Core SP | PairCorr |
| 0.66 | BND | Vanguard Total Bond | PairCorr |
| 0.74 | VTV | Vanguard Value Index | PairCorr |
The ability to find closely correlated positions to T REX could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace T REX 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 T REX - 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 T REX 2X Long to buy it.
The correlation of T REX 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 T REX moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if T REX 2X 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 T REX 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 T REX Correlation, T REX Volatility and T REX Alpha and Beta module to complement your research on T REX. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
T REX 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.