(VXZ) iPath Series SP500 VIX - Overview
Etf: VIX Futures, Mid-Term, Exposure
| Risk 5d forecast | |
|---|---|
| Volatility | 25.7% |
| Relative Tail Risk | -15.0% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.22 |
| Alpha | 18.60 |
| Character TTM | |
|---|---|
| Beta | -1.374 |
| Beta Downside | -1.847 |
| Drawdowns 3y | |
|---|---|
| Max DD | 51.94% |
| CAGR/Max DD | -0.31 |
Description: VXZ iPath Series SP500 VIX December 22, 2025
The iPath® Series B S&P 500® VIX Mid-Term Futures ETN (BATS: VXZ) tracks an index that reflects the performance of one or more CBOE VIX futures contracts of specified maturities, giving investors exposure to forward-looking volatility rather than the spot VIX level.
Key points to note: • VXZ’s price is driven primarily by the term structure of VIX futures, which reacts to market expectations of near-term versus medium-term risk (e.g., the roll yield between front-month and 3-month contracts). • Typical daily volume and open-interest on the underlying VIX futures can serve as leading indicators of liquidity and price impact for the ETN. • Macro-economic events that shift risk sentiment-such as Federal Reserve policy announcements, CPI releases, or geopolitical shocks-tend to cause pronounced moves in VIX futures and thus in VXZ.
For a deeper dive into how VXZ’s roll dynamics compare with other volatility products, you might explore the analytics on ValueRay, which can help you quantify the ETN’s risk-adjusted return profile.
What is the price of VXZ shares?
Over the past week, the price has changed by -0.19%, over one month by +0.74%, over three months by -7.53% and over the past year by +6.37%.
Is VXZ a buy, sell or hold?
What are the forecasts/targets for the VXZ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 47.6 | -10.9% |
VXZ 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 = 36.0m USD (36.0m + (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 36.0m)
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 36.0m / 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 = 0.85% (E(36.0m)/V(36.0m) * Re(0.85%) + (debt-free company))
Discount Rate = 0.85% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)