(SOXL) Direxion Daily - Ratings and Ratios
Semiconductors, Leveraged, Swaps, ETFs
| Risk via 10d forecast | |
|---|---|
| Volatility | 105% |
| Value at Risk 5%th | 171% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.72 |
| Alpha | -37.61 |
| Character | |
|---|---|
| Hurst Exponent | 0.324 |
| Beta | 4.990 |
| Drawdowns 3y | |
|---|---|
| Max DD | 87.88% |
| Mean DD | 34.23% |
Description: SOXL Direxion Daily October 31, 2025
Direxion Daily Semiconductor Bull 3X Shares (SOXL) seeks to deliver three times the daily performance of a rules-based, float-adjusted market-cap index that comprises the 30 largest U.S. semiconductor issuers. To achieve this, at least 80 % of its net assets are allocated to leveraged financial instruments-such as swap agreements, index securities, and ETFs-that together provide the targeted 3× exposure. The fund is classified as a non-diversified, leveraged equity ETF, meaning its holdings are concentrated and its returns can deviate sharply from the underlying index over longer periods.
Key sector drivers that amplify SOXL’s risk-reward profile include: (1) the global demand for advanced nodes (e.g., 5 nm and 3 nm) which has pushed semiconductor revenue growth to a 5-year CAGR of roughly 12 % as of Q3 2024; (2) the ongoing U.S. CHIPS Act funding, which has allocated $52 billion to domestic chip R&D and manufacturing, supporting supply-chain resilience; and (3) inventory cycles in the consumer electronics market, where the latest data show a 4 % YoY rise in wafer starts, indicating a near-term upswing in fab utilization rates.
For a deeper, data-driven assessment of SOXL’s leverage dynamics and sector exposure, you might explore the analytics platform ValueRay, which aggregates real-time KPI feeds and scenario modeling tools.
SOXL ETF Overview
| Market Cap in USD | 14,231m |
| Category | Trading--Leveraged Equity |
| TER | 0.76% |
| IPO / Inception | 2010-03-11 |
SOXL ETF Ratings
| Growth Rating | 41.3% |
| Fundamental | - |
| Dividend Rating | 53.0% |
| Return 12m vs S&P 500 | 13.4% |
| Analyst Rating | - |
SOXL Dividends
| Dividend Yield 12m | 0.53% |
| Yield on Cost 5y | 1.00% |
| Annual Growth 5y | 115.08% |
| Payout Consistency | 67.7% |
| Payout Ratio | % |
SOXL Growth Ratios
| Growth Correlation 3m | 92% |
| Growth Correlation 12m | 18.5% |
| Growth Correlation 5y | -15.6% |
| CAGR | 48.49% |
| CAGR/Max DD Calmar Ratio | 0.55 |
| CAGR/Mean DD Pain Ratio | 1.42 |
| Current Volume | 141920.9k |
| Average Volume | 87734.3k |
What is the price of SOXL shares?
Over the past week, the price has changed by -14.08%, over one month by -1.18%, over three months by +63.03% and over the past year by +28.57%.
Is Direxion Daily a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SOXL is around 33.45 USD . This means that SOXL is currently overvalued and has a potential downside of -19.86%.
Is SOXL a buy, sell or hold?
What are the forecasts/targets for the SOXL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 40.1 | -3.8% |
SOXL Fundamental Data Overview October 30, 2025
Beta = 4.99
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 = 14.23b USD (14.23b + (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 14.23b)
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 14.23b / 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 = 24.40% (E(14.23b)/V(14.23b) * Re(24.40%) + (debt-free company))
Discount Rate = 24.40% (= CAPM, Blume Beta Adj.) -> capped to 17.95%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SOXL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle