(VXX) iPath Series SP500 VIX - Ratings and Ratios
Volatility, Futures, ETN, VIX
| Risk via 10d forecast | |
|---|---|
| Volatility | 85.5% |
| Value at Risk 5%th | 107% |
| Relative Tail Risk | -23.55% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.02 |
| Alpha | 6.25 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.233 |
| Beta | -3.368 |
| Beta Downside | -4.437 |
| Drawdowns 3y | |
|---|---|
| Max DD | 87.81% |
| Mean DD | 68.72% |
| Median DD | 78.87% |
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.
VXX ETF Overview
| Market Cap in USD | 883m |
| Category | Trading--Miscellaneous |
| TER | 0.89% |
| IPO / Inception | 2018-01-17 |
| Return 12m vs S&P 500 | -30.6% |
| Analyst Rating | - |
VXX Dividends
Currently no dividends paidVXX Growth Ratios
| CAGR 3y | -49.45% |
| CAGR/Max DD Calmar Ratio | -0.56 |
| CAGR/Mean DD Pain Ratio | -0.72 |
| Current Volume | 13756.5k |
| Average Volume | 7534.7k |
What is the price of VXX shares?
Over the past week, the price has changed by -0.69%, over one month by -4.37%, over three months by -11.77% and over the past year by -20.49%.
Is iPath Series SP500 VIX a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of VXX is around 19.31 USD . This means that VXX is currently overvalued and has a potential downside of -44.14%.
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 | 20.7 | -40.1% |
VXX Fundamental Data Overview November 11, 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 = 882.8m USD (882.8m + (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 882.8m)
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 882.8m / 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 = -6.39% (negative - check inputs) (E(882.8m)/V(882.8m) * Re(-6.39%) + (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