VanEck Etf Market Value

VanEck Vectors' market value is the price at which a share of VanEck Vectors stock trades on a public exchange. It measures the collective expectations of VanEck Vectors Morningstar investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of VanEck Vectors Morningstar and determine expected loss or profit from investing in VanEck Vectors over a given investment horizon. Please check VanEck Vectors Correlation, VanEck Vectors Volatility and VanEck Vectors Alpha and Beta module to complement your research on VanEck Vectors.
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The market value of VanEck Vectors Morni is measured differently than its book value, which is the value of VanEck that is recorded on the company's balance sheet. Investors also form their own opinion of VanEck Vectors' value that differs from its market value or its book value, called intrinsic value, which is VanEck Vectors' 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 VanEck Vectors' market value can be influenced by many factors that don't directly affect VanEck Vectors' 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 VanEck Vectors' value and its price as these two are different measures arrived at by different means. Investors typically determine VanEck Vectors value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Vectors' 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.

VanEck Vectors 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to VanEck Vectors' etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of VanEck Vectors.
0.00
12/17/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/07/2022
0.00
If you would invest  0.00  in VanEck Vectors on December 17, 2020 and sell it all today you would earn a total of 0.00 from holding VanEck Vectors Morningstar or generate 0.0% return on investment in VanEck Vectors over 720 days. The investment seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of t... More

VanEck Vectors Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure VanEck Vectors' etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess VanEck Vectors Morningstar upside and downside potential and time the market with a certain degree of confidence.

VanEck Vectors Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Vectors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VanEck Vectors' standard deviation. In reality, there are many statistical measures that can use VanEck Vectors historical prices to predict the future VanEck Vectors' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of VanEck Vectors' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of VanEck Vectors in the context of predictive analytics.
Hype
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LowEstimated ValueHigh
0.000.0012.62
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Intrinsic
Valuation
LowReal ValueHigh
0.112.1614.78
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as VanEck Vectors. Your research has to be compared to or analyzed against VanEck Vectors' peers to derive any actionable benefits. When done correctly, VanEck Vectors' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in VanEck Vectors Morni.

VanEck Vectors Morni Backtested Returns

VanEck Vectors Morni owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the etf had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. VanEck Vectors Morningstar exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VanEck Vectors Semi Deviation of 1.35, coefficient of variation of 1803.08, and Risk Adjusted Performance of 0.0841 to confirm the risk estimate we provide.
The entity has a beta of 0.0292, which indicates not very significant fluctuations relative to the market. Let's try to break down what VanEck's beta means in this case. As returns on the market increase, VanEck Vectors returns are expected to increase less than the market. However, during the bear market, the loss on holding VanEck Vectors will be expected to be smaller as well. Even though it is essential to pay attention to VanEck Vectors Morni current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VanEck Vectors Morningstar exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.6  

Good reverse predictability

VanEck Vectors Morningstar has good reverse predictability. Overlapping area represents the amount of predictability between VanEck Vectors time series from 17th of December 2020 to 12th of December 2021 and 12th of December 2021 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VanEck Vectors Morni price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current VanEck Vectors price fluctuation can be explain by its past prices.
Correlation Coefficient-0.6
Spearman Rank Test-0.62
Residual Average0.0
Price Variance11.12

VanEck Vectors Morni lagged returns against current returns

Autocorrelation, which is VanEck Vectors etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting VanEck Vectors' etf expected returns. We can calculate the autocorrelation of VanEck Vectors returns to help us make a trade decision. For example, suppose you find that VanEck Vectors etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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VanEck Vectors regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If VanEck Vectors etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VanEck Vectors etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VanEck Vectors etf over time.
   Current vs Lagged Prices   
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VanEck Vectors Lagged Returns

When evaluating VanEck Vectors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VanEck Vectors etf have on its future price. VanEck Vectors autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, VanEck Vectors autocorrelation shows the relationship between VanEck Vectors etf current value and its past values and can show if there is a momentum factor associated with investing in VanEck Vectors Morningstar.
   Regressed Prices   
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Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards VanEck Vectors in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, VanEck Vectors' short interest history, or implied volatility extrapolated from VanEck Vectors options trading.

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Please check VanEck Vectors Correlation, VanEck Vectors Volatility and VanEck Vectors Alpha and Beta module to complement your research on VanEck Vectors. Note that the VanEck Vectors Morni information on this page should be used as a complementary analysis to other VanEck Vectors' 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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When running VanEck Vectors Morni price analysis, check to measure VanEck Vectors' 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 VanEck Vectors is operating at the current time. Most of VanEck Vectors' value examination focuses on studying past and present price action to predict the probability of VanEck Vectors' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VanEck Vectors' price. Additionally, you may evaluate how the addition of VanEck Vectors to your portfolios can decrease your overall portfolio volatility.
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VanEck Vectors technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of VanEck Vectors technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of VanEck Vectors trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...