YieldMax MSFT Option Etf Volatility
| MSFO Etf | 12.43 -0.12 -0.96% |
YieldMax MSFT Option shows a minimal volatility profile over the current evaluation window. It exhibits a Sharpe Ratio (Efficiency) of -0.13, reflecting negative risk-adjusted performance over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.1276
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| Negative Returns | MSFO |
YieldMax MSFT Option's financial profile includes a Market Risk Adjusted Performance of -0.9%, a Risk of 1.74, and a Risk Adjusted Performance of -0.1%. Based on recent moving average trends, YieldMax MSFT has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to YieldMax MSFT's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of YieldMax MSFT determines how much YieldMax MSFT's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging YieldMax MSFT exposure.
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Volatility Strategy
Volatility in YieldMax MSFT Option reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.74% with a beta coefficient of 0.3, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.13, evaluates return per unit of total risk. An alpha value of -0.25 reflects performance relative to systematic market exposure. Expected return estimates near -0.22% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Premium/discount behavior may widen during stress.
Main indicators related to YieldMax MSFT's market risk premium analysis include:
Beta 0.3 | Alpha -0.25 | Risk 1.74 | Sharpe Ratio -0.13 | Expected Return -0.22 |
Moving together with YieldMax Etf
Moving against YieldMax Etf
| 0.91 | MRK | Merck Company | PairCorr |
| 0.88 | DD | Dupont De Nemours | PairCorr |
| 0.86 | KNG | FT Cboe Vest | PairCorr |
| 0.85 | JEPI | JPMorgan Equity Premium | PairCorr |
| 0.79 | DIVO | Amplify CWP Enhanced | PairCorr |
| 0.79 | IDME | International Drawdown | PairCorr |
| 0.72 | GDE | WisdomTree Efficient Gold | PairCorr |
| 0.66 | GIGL | Goldman Sachs ETF | PairCorr |
| 0.65 | XYLD | Global X SAMPP | PairCorr |
| 0.65 | RYLD | Global X Russell | PairCorr |
Sensitivity To Market
The beta coefficient of 0.3 for YieldMax MSFT Option measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.74%.YieldMax MSFT Option return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 160.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. ETF dispersion can change when liquidity shifts in the underlying holdings or when spreads widen. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze YieldMax MSFT Option Demand TrendCheck current 90 days YieldMax MSFT correlation with market (Dow Jones Industrial)Downside Risk
YieldMax standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 1.74 |
The difference between upside risk and downside risk is meaningful for YieldMax MSFT investors. Upside risk is measured by YieldMax MSFT's standard deviation, while downside risk is captured by semi-deviation or downside deviation of YieldMax MSFT's daily returns. YieldMax MSFT Option's financial profile includes a Maximum Drawdown of 11.21.
Using YieldMax Put Option to Manage Risk Based on 2026-04-17 Contracts
YieldMax MSFT Option's financial profile includes an Option Implied Volatility of 1.60 and an Option Max Pain Price of -1. Investors holding YieldMax MSFT can use put options to hedge against potential price declines. A put option on YieldMax Etf gives the buyer the right to sell YieldMax MSFT at the strike price until expiration.
YieldMax MSFT's PUT expiring on 2026-04-17
Profit |
| YieldMax MSFT Price At Expiration |
Current YieldMax MSFT Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | MSFO260417P00012000 | -0.388702 | 0.089393 | 2 | 2026-04-17 | 0.0 - 1.45 | 0.0 | View |
Put | MSFO260417P00013000 | -0.477888 | 0.091355 | 17 | 2026-04-17 | 0.0 - 2.05 | 0.0 | View |
Put | MSFO260417P00014000 | -0.765081 | 0.169108 | 6 | 2026-04-17 | 0.6 - 2.95 | 0.0 | View |
Put | MSFO260417P00015000 | -0.670204 | 0.0938 | 46 | 2026-04-17 | 2.7 - 3.8 | 0.0 | View |
Put | MSFO260417P00016000 | -0.830811 | 0.087532 | 10 | 2026-04-17 | 2.55 - 5.0 | 0.0 | View |
Put | MSFO260417P00017000 | -0.837316 | 0.071765 | 3 | 2026-04-17 | 3.6 - 6.0 | 0.0 | View |
Put | MSFO260417P00018000 | -0.849196 | 0.061091 | 6 | 2026-04-17 | 4.6 - 7.0 | 0.0 | View |
Put | MSFO260417P00019000 | -0.858204 | 0.053474 | 17 | 2026-04-17 | 5.6 - 8.0 | 0.0 | View |
Put | MSFO260417P00020000 | -0.865469 | 0.047722 | 18 | 2026-04-17 | 6.6 - 9.0 | 0.0 | View |
Put | MSFO260417P00021000 | -0.871442 | 0.043249 | 2 | 2026-04-17 | 7.6 - 10.0 | 0.0 | View |
Put | MSFO260417P00023000 | -0.91459 | 0.032326 | 1 | 2026-04-17 | 9.4 - 12.0 | 0.0 | View |
Etf Volatility Analysis
When measuring the risk of YieldMax MSFT etf, volatility is a critical metric. It indicates how dramatically YieldMax MSFT's price swings over a specific time horizon. A etf with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. YieldMax MSFT Option Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days YieldMax MSFT has a beta of 0.3003 . This indicates as returns on the market go up, YieldMax MSFT's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding YieldMax MSFT Option is expected to be smaller as well.YieldMax MSFT carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. YieldMax MSFT Option's financial profile includes a Mean Deviation of 1.11, an Option Implied Volatility of 1.60, and a Standard Deviation of 1.70.
Predicted Return Density |
| Returns |
What Drives YieldMax MSFT's Price Volatility?
Several factors can influence YieldMax MSFT's market volatility:Industry Dynamics
Sector-level events can directly affect YieldMax MSFT's price stability. Regulatory changes, supply disruptions, or shifts in demand within YieldMax MSFT's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like YieldMax MSFT.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for YieldMax MSFT's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward YieldMax MSFT. During periods of economic expansion, YieldMax MSFT's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.YieldMax MSFT's Company-Specific Factors
Volatility can also stem from events unique to YieldMax MSFT. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in YieldMax MSFT's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on YieldMax MSFT's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of YieldMax MSFT is -783.53. The daily returns are distributed with a variance of 3.02 and standard deviation of 1.74. The mean deviation of YieldMax MSFT Option is currently at 1.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.246 | |
β | Beta against Dow Jones | 0.30 | |
σ | Overall volatility | 1.74 | |
Ir | Information ratio | -0.1261 |
Etf Return Volatility
Volatility for YieldMax MSFT quantifies the day-to-day dispersion of etf returns around their historical average. The ETF carries 1.7379% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.7855% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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YieldMax MSFT Competition Risk-Adjusted Indicators
YieldMax MSFT ETF may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of YieldMax MSFT's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.46 | -0.08 | 0.00 | -0.14 | 0.00 | 2.30 | 13.69 | |||
| MSFT | 1.28 | -0.30 | 0.00 | -0.85 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.56 | -0.33 | 0.00 | -0.96 | 0.00 | 2.70 | 11.09 | |||
| F | 1.36 | -0.10 | 0.00 | -0.14 | 0.00 | 3.61 | 10.01 | |||
| T | 1.12 | 0.17 | 0.17 | -0.70 | 1.15 | 3.87 | 8.53 | |||
| A | 1.27 | -0.32 | 0.00 | -0.35 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.80 | -0.40 | 0.00 | -0.71 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.24 | -0.08 | 0.00 | -0.10 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.17 | 0.27 | 0.20 | 0.51 | 1.26 | 2.54 | 7.29 | |||
| XOM | 1.35 | 0.47 | 0.33 | 34.44 | 1.13 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility for YieldMax MSFT reflects price dispersion, spread stability, and underlying basket liquidity conditions. Standard deviation provides a baseline measure of variability magnitude.
This section for YieldMax MSFT Option is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardYieldMax MSFT Investment Opportunity
Measured over the selected horizon, YieldMax MSFT Option carries roughly 2.2 times the return volatility of Dow Jones Industrial. Across the current 90-day horizon, that places the security below 15% of the broader equity and portfolio universe on a pure volatility basis.You can use YieldMax MSFT Option to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a moderate downward daily trend and can be a good diversifier. Check odds of YieldMax MSFT to be traded at 12.18 in 90 days.Good diversification
For the present investment horizon, the measured correlation between MSFO and DJI stands at -0.2, or Good diversification. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
YieldMax MSFT Additional Risk Indicators
Secondary risk indicators for YieldMax MSFT Option can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.11 | |||
| Market Risk Adjusted Performance | -0.85 | |||
| Mean Deviation | 1.11 | |||
| Coefficient Of Variation | -682.39 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.9 | |||
| Information Ratio | -0.13 |
YieldMax MSFT Suggested Diversification Pairs
A pair strategy built around YieldMax MSFT Option is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Citigroup vs. YieldMax MSFT | ||
| Visa vs. YieldMax MSFT | ||
| GM vs. YieldMax MSFT | ||
| Alphabet vs. YieldMax MSFT | ||
| Dupont De vs. YieldMax MSFT | ||
| Microsoft vs. YieldMax MSFT | ||
| Salesforce vs. YieldMax MSFT | ||
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. YieldMax MSFT's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing YieldMax MSFT's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for YieldMax Etf Analysis
Understanding YieldMax MSFT Option typically begins with financial statements and long-term trend review. Financial ratios provide a structured lens for assessing YieldMax MSFT's profitability and growth trends. Below are reports that help frame YieldMax MSFT Option Etf in context:Review Correlation Analysis to understand diversified portfolio construction. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in YieldMax MSFT Option inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. Investors get more value from YieldMax MSFT analysis when it is combined with other construction and diversification tools. YieldMax MSFT peer comparison and risk tools below help frame relative strengths and weaknesses. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
YieldMax MSFT Option's market price can diverge from book value, the accounting figure shown on YieldMax's balance sheet. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Valuation methods compare these perspectives to frame context.
Value and price for YieldMax MSFT are related but not identical, and they can diverge across cycles. Evaluation typically reviews profitability, growth, balance sheet strength, industry position, and market signals. The actual YieldMax MSFT transaction price is determined by real-time order flow on the exchange.