(VXX) iPath Series SP500 VIX - Ratings and Ratios
Volatility, Futures, ETN, VIX
Dividends
Currently no dividends paid| Risk via 10d forecast | |
|---|---|
| Volatility | 58.8% |
| Value at Risk 5%th | 72.5% |
| Relative Tail Risk | -25.01% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.10 |
| Alpha | 5.17 |
| CAGR/Max DD | -0.57 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.510 |
| Beta | -3.390 |
| Beta Downside | -4.432 |
| Drawdowns 3y | |
|---|---|
| Max DD | 87.45% |
| Mean DD | 68.05% |
| Median DD | 77.64% |
Description: VXX iPath Series SP500 VIX October 26, 2025
The iPath® Series B S&P 500® VIX Short-Term Futures ETN (ticker VXX) provides investors with exposure to a basket of CBOE VIX futures contracts of specified maturities, rather than to the VIX spot index itself. It is structured as an exchange-traded note (ETN) issued in the United States and classified under the “Trading-Miscellaneous” ETF category.
Key market metrics to watch include its expense ratio of roughly 0.83 % (as of 2025), an average daily trading volume of about 30 million shares, and a typical negative roll yield of -0.5 % to -0.7 % per month caused by the VIX futures term structure often being in contango. VXX’s price tends to move inversely to the S&P 500 during periods of heightened equity market stress, and its performance is highly sensitive to macro-economic drivers such as Federal Reserve policy shifts, earnings volatility, and geopolitical events that spike implied volatility.
If you want a granular, data-driven analysis of VXX’s roll dynamics and scenario-based risk metrics, the ValueRay platform offers interactive tools that can help you dig deeper.
What is the price of VXX shares?
Over the past week, the price has changed by -4.30%, over one month by -8.73%, over three months by -13.39% and over the past year by -27.58%.
Is VXX a buy, sell or hold?
What are the forecasts/targets for the VXX price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 17.8 | -42.1% |
VXX Fundamental Data Overview December 05, 2025
Beta = 83.87
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 697.3m USD (697.3m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 697.3m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 697.3m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = -6.48% (negative - check inputs) (E(697.3m)/V(697.3m) * Re(-6.48%) + (debt-free company))
Discount Rate = 9.70% (= Risk Free + ERP)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VXX ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle