(SPXL) Direxion Daily S&P500 Bull - Ratings and Ratios
Swap Agreements, ETFs, Index Securities
Dividends
| Dividend Yield | 0.74% |
| Yield on Cost 5y | 2.51% |
| Yield CAGR 5y | 66.79% |
| Payout Consistency | 46.8% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 34.9% |
| Value at Risk 5%th | 60.4% |
| Relative Tail Risk | 5.26% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.53 |
| Alpha | -12.73 |
| CAGR/Max DD | 1.05 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.415 |
| Beta | 2.849 |
| Beta Downside | 2.900 |
| Drawdowns 3y | |
|---|---|
| Max DD | 48.95% |
| Mean DD | 7.84% |
| Median DD | 4.95% |
Description: SPXL Direxion Daily S&P500 Bull November 05, 2025
Direxion Daily S&P 500® Bull 3X Shares (SPXL) seeks to deliver three times the daily performance of the S&P 500 Index by investing at least 80 % of its net assets-plus borrowed funds-in derivatives such as swaps, index-tracking securities, and ETFs that together provide 3× leveraged exposure. Because the fund is non-diversified and reset daily, its returns can diverge significantly from three-times the index over longer horizons.
Key quantitative points to note: the fund’s expense ratio is 0.95 % annually, and its historical 30-day annualized volatility exceeds 70 %, reflecting the amplified risk of leveraged products. Performance is tightly linked to the S&P 500’s daily momentum and is especially sensitive to macro drivers like U.S. monetary policy, corporate earnings trends, and sector rotation-particularly in technology and consumer discretionary, which dominate the index’s weightings.
For a deeper, data-driven assessment of SPXL’s risk-adjusted return profile and how it behaves under different market regimes, you may find ValueRay’s analytics platform useful for further research.
What is the price of SPXL shares?
Over the past week, the price has changed by +0.81%, over one month by +2.26%, over three months by +15.76% and over the past year by +20.45%.
Is SPXL a buy, sell or hold?
What are the forecasts/targets for the SPXL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 292.1 | 30.1% |
SPXL Fundamental Data Overview December 02, 2025
Beta = 3.05
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 = 6.23b USD (6.23b + (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 6.23b)
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 6.23b / 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 = 16.51% (E(6.23b)/V(6.23b) * Re(16.51%) + (debt-free company))
Discount Rate = 16.51% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPXL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle