(VXX) iPath Series SP500 VIX - Ratings and Ratios
VIX Futures, ETN, Volatility Exposure
Dividends
Currently no dividends paid| Risk via 5d forecast | |
|---|---|
| Volatility | 46.9% |
| Value at Risk 5%th | 58.2% |
| Relative Tail Risk | -24.62% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.35 |
| Alpha | -3.34 |
| CAGR/Max DD | -0.58 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.357 |
| Beta | -3.274 |
| Beta Downside | -4.393 |
| Drawdowns 3y | |
|---|---|
| Max DD | 88.09% |
| Mean DD | 66.88% |
| Median DD | 75.88% |
Description: VXX iPath Series SP500 VIX December 29, 2025
The iPath® Series B S&P 500® VIX Short-Term Futures ETN (BATS: VXX) provides investors with exposure to a rolling series of front-month VIX futures contracts rather than the VIX spot index itself. Its performance therefore reflects the term structure of volatility futures-specifically the cost-of-carry and roll-yield dynamics-rather than direct movements in the CBOE Volatility Index®.
Key quantitative points to consider: (1) VXX typically incurs a negative roll-yield in a contango-biased environment, resulting in an average annualized decay of roughly –30 % to –40 % over the past three years (CBOE data, 2023-2024). (2) The ETN’s expense ratio is 0.89 % (annualized), which is higher than many equity ETFs but comparable to other volatility-linked products. (3) Its beta to the S&P 500 is close to +0.5 during market stress, meaning VXX tends to rise when equity markets fall, but the relationship weakens in tranquil periods. Macro drivers such as Federal Reserve policy shifts, earnings-season volatility spikes, and geopolitical shocks can steepen the VIX futures curve, temporarily boosting VXX returns.
For a deeper dive into VXX’s roll-yield profile and scenario-based risk metrics, you may find ValueRay’s volatility-product analytics useful.
What is the price of VXX shares?
Over the past week, the price has changed by -1.19%, over one month by -16.81%, over three months by -19.84% and over the past year by -41.42%.
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 | 14.6 | -45.2% |
VXX Fundamental Data Overview December 25, 2025
Beta = 74.62
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 = 590.3m USD (590.3m + (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 590.3m)
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 590.3m / 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 = -6.05% (negative - check inputs) (E(590.3m)/V(590.3m) * Re(-6.05%) + (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