VictoryShares Value Competition

The peer set for VictoryShares Value Momentum commonly includes Xtrackers Russell, IShares MSCI, Bluemonte Large, SEI Exchange, and BNY Mellon. Cash flow yield for VictoryShares Value versus peers shows which firms turn revenue into real cash most effectively.

Specify up to 10 symbols:

Statistical evidence for mean reversion in VictoryShares Value's appears through its tendency to revert after extreme valuations. Under mean reversion theory, VictoryShares Value's price extremes are viewed as temporary dislocations that may self-correct.

Sentiment

Range

Low	Sentiment	High
0.00	0.00	0.00

Details

Intrinsic

Valuation

Low	Intrinsic	High
0.00	0.00	0.00

Details

VictoryShares Value is positioned within its peer group by benchmarking margins, returns, and multiples. This peer-relative view identifies where VictoryShares Value leads, trails, or tracks its competitive set.

VictoryShares Value Competition Correlation Matrix

Studying peer correlation around VictoryShares Value Momentum provides a cleaner read on how much independent price behavior still exists across the competitive set. When interpreted alongside fundamentals, correlation analysis separates broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	META
MSFT	0.0		0.0	0.37	0.0	0.27	0.2	0.5	0.0	-0.75	MSFT
UBER	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	UBER
F	0.0	0.37	0.0		0.0	0.83	0.11	0.48	0.0	-0.72	F
T	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	T
A	0.0	0.27	0.0	0.83	0.0		0.02	0.57	0.0	-0.56	A
CRM	0.0	0.2	0.0	0.11	0.0	0.02		-0.41	0.0	-0.08	CRM
JPM	0.0	0.5	0.0	0.48	0.0	0.57	-0.41		0.0	-0.58	JPM
MRK	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	MRK
XOM	0.0	-0.75	0.0	-0.72	0.0	-0.56	-0.08	-0.58	0.0		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

Please upgrade your account to get full access to Macroaxis premium features

High positive correlations

A	+ 0.83	F
JPM	+ 0.57	A
JPM	+ 0.5	MSFT
JPM	+ 0.48	F
F	+ 0.37	MSFT
A	+ 0.27	MSFT

High negative correlations

XOM	- 0.75	MSFT
XOM	- 0.72	F
XOM	- 0.58	JPM
XOM	- 0.56	A
JPM	- 0.41	CRM
XOM	- 0.08	CRM

VictoryShares Value Competition Risk-Adjusted Indicators

Headline performance for VictoryShares ETF may not fully reflect how the business compares across its competitive set. Reviewing VictoryShares Value's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MSFT	1.38	-0.05	0.00	-0.09	0.00	0.00	3.11	-3.21	8.57
UBER	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
F	1.47	-0.22	0.00	-0.19	0.00	0.00	3.46	-3.20	9.26
T	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
A	1.42	-0.14	0.00	-0.16	0.00	0.00	2.67	-3.11	8.08
CRM	2.05	-0.07	0.00	-0.42	0.00	0.00	4.07	-4.37	13.46
JPM	1.10	0.04	0.02	0.02	1.47	-1.10	2.18	-2.34	8.16
MRK	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
XOM	1.41	0.15	0.08	-0.27	1.89	-1.42	2.73	-2.98	9.09

VictoryShares Value Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	DEUS	SDG	BVAL	SELV
	0.93 63.12 Xtrackers	0.78 89.51 IShares MSCI	1.01 30.05 Bluemonte Large	0.18 32.60 SEI Exchange
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Mild	Contained	Moderate	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Below Model Estimate	Below Model Estimate	Below Model Estimate	Aligned With Model
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Buy	Buy	Strong Hold	Hold
Equity Positions Weight	99.91 %	100.38 %	99.80 %	99.76 %
Three Year Return	15.00 %	5.40 %	2.06 %	10.50 %
Net Asset	117.49 M	378.13 M	9.33 M	8.92 M
Price To Sales TTM	1.34 X	N/A	N/A	N/A
Price To Book TTM	2.76 X	N/A	N/A	N/A
Five Year Return	9.20 %	0.30 %	N/A	N/A
Trailing Beta	0.92	0.86	N/A	0.56
One Year Return	20.90 %	22.20 %	-4.22 %	9.50 %
Last Dividend Paid	0.12	0.36	0.21	N/A
Ten Year Return	11.30 %	8.40 %	N/A	N/A
Price To Earnings TTM	19.23 X	N/A	N/A	N/A
Day Typical Price	63.08	89.54	29.95	32.58
Accumulation Distribution	0.0062	1.59	0.01	0.0018
Market Facilitation Index	0.39	1.0E-4	0.3	0.06
Daily Balance Of Power	1.487179	6.9	1.0	1.0
Period Momentum Indicator	0.58	0.69	0.3	0.06
Rate Of Daily Change	1.01	1.01	1.01	1.0
Day Median Price	63.07	89.56	29.9	32.57
Price Action Indicator	0.34	0.3	0.3	0.06
Relative Strength Index	56.38	58.12	62.22	49.11
Coefficient Of Variation	1141.28	1392.92	1399.97	-2,148
Mean Deviation	0.6328	0.807	0.5797	0.4673
Jensen Alpha	0.0694	0.0812	0.0552	-0.03
Total Risk Alpha	0.0706	0.0839	0.0559	-0.03
Sortino Ratio	0.0885	0.0742	0.0781	N/A
Downside Variance	0.6726	1.22	0.5539	N/A
Standard Deviation	0.8071	1.12	0.7872	0.6046
Kurtosis	-0.06	0.6857	0.8242	0.4513
Potential Upside	1.46	1.95	1.39	0.8145
Treynor Ratio	0.083	0.0759	0.061	-0.10
Maximum Drawdown	3.45	5.08	3.28	2.87
Variance	0.6514	1.25	0.6196	0.3655
Market Risk Adjusted Performance	0.093	0.0859	0.071	-0.09
Risk Adjusted Performance	0.0831	0.071	0.067	-0.05
Skewness	0.1157	0.0309	0.3904	-0.61
Semi Deviation	0.7162	1.01	0.6783	N/A
Information Ratio	0.09	0.0735	0.0738	-0.04
Value At Risk	-1.31	-1.81	-1.18	-1.01
Expected Short fall	-0.63	-0.85	-0.63	N/A
Downside Deviation	0.8201	1.11	0.7442	N/A
Semi Variance	0.5129	1.02	0.4601	N/A

VictoryShares Value Competition Peer Performance Charts

How to Analyze VictoryShares Value Against Peers

VictoryShares Value's peer analysis compares VictoryShares Value with related companies to put valuation, quality, and risk metrics in context. This establishes whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether VictoryShares Value trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where VictoryShares Value leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

Peer Comparison Metrics & Methodology

VictoryShares Value trades at a lower forward P/E than peers despite similar earnings growth, which may reflect differences in perceived risk or growth durability. Peer analysis may also reveal when current market leaders are beginning to converge back toward group averages.

VictoryShares Value Momentum analytics rely on fund disclosures and market reference feeds, with quality checks and normalization applied.

Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board