Vaneck Etf Market Value

RTH
 Etf
  

USD 172.49  0.21  0.12%   

Vaneck Retail's market value is the price at which a share of Vaneck Retail stock trades on a public exchange. It measures the collective expectations of Vaneck Retail ETF investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vaneck Retail ETF and determine expected loss or profit from investing in Vaneck Retail over a given investment horizon. Additionally, take a look at Vaneck Retail Hype Analysis, Vaneck Retail Correlation, Portfolio Optimization, Vaneck Retail Volatility, as well as analyze Vaneck Retail Alpha and Beta and Vaneck Retail Performance.
Symbol

The market value of Vaneck Retail ETF 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 Retail's value that differs from its market value or its book value, called intrinsic value, which is Vaneck Retail'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 Vaneck Retail's market value can be influenced by many factors that don't directly affect Vaneck Retail'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 Vaneck Retail's value and its price as these two are different measures arrived at by different means. Investors typically determine Vaneck Retail value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vaneck Retail'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.

Vaneck Retail '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 Retail's 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 Retail.
0.00
07/10/2022
No Change 0.00  0.0 
In 30 days
08/09/2022
0.00
If you would invest  0.00  in Vaneck Retail on July 10, 2022 and sell it all today you would earn a total of 0.00 from holding Vaneck Retail ETF or generate 0.0% return on investment in Vaneck Retail over 30 days. The fund normally invests at least 80 percent of its total assets in securities that comprise the funds benchmark indexMore

Vaneck Retail 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 Retail's 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 Retail ETF upside and downside potential and time the market with a certain degree of confidence.

Vaneck Retail Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaneck Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaneck Retail's standard deviation. In reality, there are many statistical measures that can use Vaneck Retail historical prices to predict the future Vaneck Retail's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vaneck Retail's 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 Retail in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
170.67172.49174.31
Details
Intrinsic
Valuation
LowReal ValueHigh
169.81171.63173.45
Details
Naive
Forecast
LowNext ValueHigh
168.88170.71172.53
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
152.48163.72174.97
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vaneck Retail. Your research has to be compared to or analyzed against Vaneck Retail's peers to derive any actionable benefits. When done correctly, Vaneck Retail's 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 Retail ETF.

Vaneck Retail ETF Backtested Returns

We consider Vaneck Retail very steady. Vaneck Retail ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0831, which indicates the etf had 0.0831% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Vaneck Retail ETF, which you can use to evaluate the future volatility of the etf. Please validate Vaneck Retail coefficient of variation of (21,900), and Risk Adjusted Performance of (0.002987) to confirm if the risk estimate we provide is consistent with the expected return of 0.15%.
The entity has a beta of 1.2224, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vaneck's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vaneck Retail will likely underperform. Although it is important to respect Vaneck Retail ETF current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vaneck Retail ETF technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future.

Auto-correlation

    
  0.91  

Excellent predictability

Vaneck Retail ETF has excellent predictability. Overlapping area represents the amount of predictability between Vaneck Retail time series from 10th of July 2022 to 25th of July 2022 and 25th of July 2022 to 9th of August 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 Retail ETF price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Vaneck Retail price fluctuation can be explain by its past prices.
Correlation Coefficient0.91
Spearman Rank Test0.88
Residual Average0.0
Price Variance17.2

Vaneck Retail ETF lagged returns against current returns

Autocorrelation, which is Vaneck Retail 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 Retail's etf expected returns. We can calculate the autocorrelation of Vaneck Retail returns to help us make a trade decision. For example, suppose you find that Vaneck Retail 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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       Timeline  

Vaneck Retail 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 Retail etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaneck Retail etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaneck Retail etf over time.
   Current vs Lagged Prices   
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       Timeline  

Vaneck Retail Lagged Returns

When evaluating Vaneck Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaneck Retail etf have on its future price. Vaneck Retail 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 Retail autocorrelation shows the relationship between Vaneck Retail etf current value and its past values and can show if there is a momentum factor associated with investing in Vaneck Retail ETF.
   Regressed Prices   
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       Timeline  

Vaneck Retail Investors Sentiment

The influence of Vaneck Retail's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vaneck. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Retail 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 Retail's short interest history, or implied volatility extrapolated from Vaneck Retail options trading.

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Additionally, take a look at Vaneck Retail Hype Analysis, Vaneck Retail Correlation, Portfolio Optimization, Vaneck Retail Volatility, as well as analyze Vaneck Retail Alpha and Beta and Vaneck Retail Performance. Note that the Vaneck Retail ETF information on this page should be used as a complementary analysis to other Vaneck Retail'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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

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When running Vaneck Retail ETF price analysis, check to measure Vaneck Retail'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 Vaneck Retail is operating at the current time. Most of Vaneck Retail's value examination focuses on studying past and present price action to predict the probability of Vaneck Retail's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vaneck Retail's price. Additionally, you may evaluate how the addition of Vaneck Retail to your portfolios can decrease your overall portfolio volatility.
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Vaneck Retail 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, stock market cycles, or different charting patterns.
A focus of Vaneck Retail technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vaneck Retail 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...