VanEck Etf Volatility

GOAT
 Etf
  

USD 33.91  0.31  0.92%   

We consider VanEck Vectors very steady. VanEck Vectors Morni owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0344, which indicates the etf had 0.0344% 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 Vectors Morningstar, which you can use to evaluate the future volatility of the etf. Please validate VanEck Vectors Semi Deviation of 1.48, risk adjusted performance of 0.0155, and Coefficient Of Variation of 10159.73 to confirm if the risk estimate we provide is consistent with the expected return of 0.0572%.
  
VanEck Vectors Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of VanEck daily returns, and it is calculated using variance and standard deviation. We also use VanEck's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of VanEck Vectors volatility.

30 Days Market Risk

Very steady

Chance of Distress

Very Small

30 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as VanEck Vectors can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of VanEck Vectors at lower prices. For example, an investor can purchase VanEck stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of VanEck Vectors' stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with VanEck Vectors

+0.9VTITotal Stock MarketPairCorr
+0.9SPYSP 500 SPDRPairCorr
+0.69BNDTotal Bond MarketPairCorr
+0.91IVVSP 500 IsharesPairCorr
+0.92VOMidcap ETF VanguardPairCorr
+0.81VTVVanguard Value ETFPairCorr
+0.72VUGVanguard Growth ETFPairCorr

Moving against VanEck Vectors

-0.85SQQQUltrapro Short QQQPairCorr
-0.63PSTUltrashort Lehman 7-10PairCorr

VanEck Vectors Market Sensitivity And Downside Risk

VanEck Vectors' beta coefficient measures the volatility of VanEck etf compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents VanEck etf's returns against your selected market. In other words, VanEck Vectors's beta of 0.0362 provides an investor with an approximation of how much risk VanEck Vectors etf can potentially add to one of your existing portfolios.
VanEck Vectors Morningstar has relatively low volatility with skewness of 0.54 and kurtosis of 1.25. However, we advise all investors to independently investigate VanEck Vectors Morningstar to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure VanEck Vectors' etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact VanEck Vectors' etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze VanEck Vectors Morni Demand Trend
Check current 90 days VanEck Vectors correlation with market (DOW)

VanEck Beta

    
  0.0362  
VanEck standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  1.66  
It is essential to understand the difference between upside risk (as represented by VanEck Vectors's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of VanEck Vectors' daily returns or price. Since the actual investment returns on holding a position in vaneck etf tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in VanEck Vectors.

VanEck Vectors Morni Etf Volatility Analysis

Volatility refers to the frequency at which VanEck Vectors etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with VanEck Vectors' price changes. Investors will then calculate the volatility of VanEck Vectors' etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of VanEck Vectors' volatility:

Historical Volatility

This type of etf volatility measures VanEck Vectors' fluctuations based on previous trends. It's commonly used to predict VanEck Vectors' future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for VanEck Vectors' current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on VanEck Vectors' to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of VanEck Vectors Morni high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only VanEck Vectors closing price as input.
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VanEck Vectors Projected Return Density Against Market

Given the investment horizon of 90 days VanEck Vectors has a beta of 0.0362 . This usually indicates as returns on the market go up, VanEck Vectors average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding VanEck Vectors Morningstar will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to VanEck Vectors or VanEck sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that VanEck Vectors' price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a VanEck etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.0043, implying that it can generate a 0.0043 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
VanEck Vectors' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how vaneck etf's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a VanEck Vectors Price Volatility?

Several factors can influence a Etf's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

VanEck Vectors Etf Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to VanEck Vectors or VanEck sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that VanEck Vectors' price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a VanEck etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Given the investment horizon of 90 days the coefficient of variation of VanEck Vectors is 2907.55. The daily returns are distributed with a variance of 2.76 and standard deviation of 1.66. The mean deviation of VanEck Vectors Morningstar is currently at 1.28. For similar time horizon, the selected benchmark (DOW) has volatility of 1.41
α
Alpha over DOW
0.0043
β
Beta against DOW0.0362
σ
Overall volatility
1.66
Ir
Information ratio -0.03

VanEck Vectors Etf Return Volatility

VanEck Vectors historical daily return volatility represents how much of VanEck Vectors etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund inherits 1.6621% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.385% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About VanEck Vectors Volatility

Volatility is a rate at which the price of VanEck Vectors or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of VanEck Vectors may increase or decrease. In other words, similar to VanEck's beta indicator, it measures the risk of VanEck Vectors and helps estimate the fluctuations that may happen in a short period of time. So if prices of VanEck Vectors fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The fund normally invests at least 80 percent of its total assets in securities that comprise the funds benchmark index. VanEck Vectors is traded on BTS Exchange in the United States.

VanEck Vectors Investment Opportunity

VanEck Vectors Morningstar has a volatility of 1.66 and is 1.19 times more volatile than DOW. 14  of all equities and portfolios are less risky than VanEck Vectors. Compared to the overall equity markets, volatility of historical daily returns of VanEck Vectors Morningstar is lower than 14 () of all global equities and portfolios over the last 90 days. Use VanEck Vectors Morningstar to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a moderate upward volatility. Check odds of VanEck Vectors to be traded at $37.3 in 90 days.

Significant diversification

The correlation between VanEck Vectors Morningstar Glo and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding VanEck Vectors Morningstar Glo and DJI in the same portfolio, assuming nothing else is changed.

VanEck Vectors Additional Risk Indicators

The analysis of VanEck Vectors' secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in VanEck Vectors' investment and either accepting that risk or mitigating it. Along with some common measures of VanEck Vectors etf's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

VanEck Vectors Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against VanEck Vectors as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. VanEck Vectors' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, VanEck Vectors' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to VanEck Vectors Morningstar.
Please check Risk vs Return Analysis. 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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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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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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.