(COM) Direxion Auspice Broad - Overview
Etf: Commodity Futures, Diversified Portfolio, Quantitative Strategy, Risk Management
Dividends
| Dividend Yield | 3.10% |
| Yield on Cost 5y | 4.36% |
| Yield CAGR 5y | -26.34% |
| Payout Consistency | 65.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 16.6% |
| Relative Tail Risk | -2.41% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.78 |
| Alpha | 6.00 |
| Character TTM | |
|---|---|
| Beta | 0.135 |
| Beta Downside | 0.207 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.82% |
| CAGR/Max DD | 0.53 |
Description: COM Direxion Auspice Broad January 02, 2026
The Direxion Auspice Broad Commodity Strategy ETF (NYSE ARCA: COM) follows a rules-based, quantitative index that seeks to capture upward trends across commodity markets while curbing exposure during downtrends. The index holds a diversified basket of 12 commodity futures contracts, but the fund itself typically invests through futures-based instruments rather than owning the contracts directly, making it a non-diversified vehicle.
Key metrics as of the latest filing: an expense ratio of 0.70%, assets under management of roughly $200 million, and an average daily trading volume of about 150,000 shares. The fund’s performance is closely tied to global industrial production growth, the U.S. dollar index (a stronger dollar generally depresses commodity prices), and inventory levels in energy and metals, which serve as primary sector drivers for its exposure.
If you want a deeper, data-driven look at how COM’s trend-following methodology stacks up against other commodity ETFs, ValueRay’s analytical tools can help you uncover the nuances.
What is the price of COM shares?
Over the past week, the price has changed by +2.12%, over one month by +3.53%, over three months by +6.37% and over the past year by +10.57%.
Is COM a buy, sell or hold?
What are the forecasts/targets for the COM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 33.3 | 6.5% |
COM Fundamental Data Overview February 04, 2026
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 = 175.1m USD (175.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 175.1m)
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 175.1m / 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 = 6.41% (E(175.1m)/V(175.1m) * Re(6.41%) + (debt-free company))
Discount Rate = 6.41% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)