IpathB Etf Profile

VXX -  USA Etf  

USD 24.26  0.43  1.74%

Market Performance
5 of 100
Odds Of Distress
Over 66
IpathB SP is trading at 24.26 as of the 17th of May 2022; that is -1.74% down since the beginning of the trading day. The etf's open price was 24.69. IpathB SP has more than 66 % chance of experiencing financial distress in the next few years of operation. It also did not have a very good performance during the last 90 trading days. Equity ratings for IpathB SP 500 are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 17th of April 2022 and ending today, the 17th of May 2022. Click here to learn more.
The ETN offers exposure to futures contracts of specified maturities on the VIX index and not direct exposure to the VIX index or its spot level. IpathB SP is traded on NYSEArca Exchange in the United States. More on IpathB SP 500

IpathB SP Etf Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. If you consider yourself one of those investors, make sure you clearly understand your entering position. IpathB SP's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding IpathB SP or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
IpathB SP 500 has very high historical volatility over the last 90 days
IpathB SP 500 is unlikely to experience financial distress in the next 2 years
The fund generated three year return of -39.0%
IpathB SP 500 keeps all of the net assets in exotic instruments
CEOAmer Sajed  (View All)
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of IpathB SP's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Strong SellOvervalued
IssuerBarclays Capital
DescriptioniPath Series B S&P 500 VIX Short-Term Futures ETN
Inception Date2018-01-17
BenchmarkS&P 500 VIX Short-Term Futures Index
Entity TypeExchange-Traded Note
Asset Under Management676.74 Million
Asset TypeMulti Asset
CategoryAbsolute Returns
FocusVolatility
Market ConcentrationDeveloped Markets
RegionNorth America
Fiscal Year End31-Dec
ExchangeCboe BZX Exchange, Inc.
Market MakerVirtu Financial
Nav Price25.64
Two Hundred Day Average24.08
Ytd39.37%
Average Daily Volume In Three Month26.67M
Fifty Two Week Low17.3
As Of Date10th of May 2022
Average Daily Volume Last 10 Day4.76M
Fifty Two Week High46.32
One Month28.87%
Fifty Day Average25.99
Three Month25.65%
Beta In Three Year2.52
IpathB SP 500 [VXX] is traded in USA and was established 2018-01-17. The fund is classified under Trading--Miscellaneous category within Milleis Investissements Funds family. IpathB SP 500 at this time have 821.82 M in net assets. , while the total return for the last 3 years was -38.84%. IpathB SP 500 has about 107.3 B in cash with 15.44 B of positive cash flow from operations.
Check IpathB SP Probability Of Bankruptcy

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on IpathB Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding IpathB SP , and the less return is expected.

IpathB SP Target Price Odds Analysis

What are IpathB SP's target price odds to finish over the current price? Based on a normal probability distribution, the odds of IpathB SP jumping above the current price in 90 days from now is about 74.32%. The IpathB SP 500 probability density function shows the probability of IpathB SP etf to fall within a particular range of prices over 90 days. Considering the 90-day investment horizon IpathB SP 500 has a beta of -2.8102. This entails as returns on its benchmark rise, returns on holding IpathB SP 500 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, IpathB SP is expected to outperform its benchmark. Additionally, the company has an alpha of 3.0E-4, implying that it can generate a 2.91E-4 percent excess return over DOW after adjusting for the inherited market risk (beta).
  Odds Below 24.26HorizonTargetOdds Above 24.26
25.53%90 days
 24.26 
74.32%
Based on a normal probability distribution, the odds of IpathB SP to move above the current price in 90 days from now is about 74.32 (This IpathB SP 500 probability density function shows the probability of IpathB Etf to fall within a particular range of prices over 90 days) .

IpathB SP Top Holders

IpathB SP 500 Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. IpathB SP market risk premium is the additional return an investor will receive from holding IpathB SP long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in IpathB SP. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although IpathB SP's alpha and beta are two of the key measurements used to evaluate IpathB SP's performance over the market, the standard measures of volatility play an important role as well.

IpathB SP 500 Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. IpathB SP 500 Inverse Tangent Over Price Movement function is an inverse trigonometric method to describe IpathB SP price patterns.
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IpathB SP Against Markets

Picking the right benchmark for IpathB SP etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in IpathB SP etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for IpathB SP is critical whether you are bullish or bearish towards IpathB SP 500 at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in IpathB SP without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Investing IpathB SP 500

You need to understand the risk of investing before taking a position in IpathB SP. The danger of trading IpathB SP 500 is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of IpathB SP is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than IpathB SP. The Shape ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile IpathB SP 500 is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Also, please take a look at World Market Map. Note that the IpathB SP 500 information on this page should be used as a complementary analysis to other IpathB SP's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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When running IpathB SP 500 price analysis, check to measure IpathB SP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IpathB SP is operating at the current time. Most of IpathB SP's value examination focuses on studying past and present price action to predict the probability of IpathB SP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move IpathB SP's price. Additionally, you may evaluate how the addition of IpathB SP to your portfolios can decrease your overall portfolio volatility.
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The market value of IpathB SP 500 is measured differently than its book value, which is the value of IpathB that is recorded on the company's balance sheet. Investors also form their own opinion of IpathB SP's value that differs from its market value or its book value, called intrinsic value, which is IpathB SP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IpathB SP's market value can be influenced by many factors that don't directly affect IpathB SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IpathB SP's value and its price as these two are different measures arrived at by different means. Investors typically determine IpathB SP value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IpathB SP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.