Victoryshares 500 Volatility Etf Performance
| CFA Etf | USD 91.18 0.31 0.34% |
The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VictoryShares 500's returns are expected to increase less than the market. However, during the bear market, the loss of holding VictoryShares 500 is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in VictoryShares 500 Volatility are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating technical and fundamental indicators, VictoryShares 500 may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | First Trusts New ETF Looks at Top AI Giants - ETFdb.com | 11/21/2024 |
| In Threey Sharp Ratio | 0.19 |
VictoryShares |
VictoryShares 500 Relative Risk vs. Return Landscape
If you would invest 8,308 in VictoryShares 500 Volatility on September 1, 2024 and sell it today you would earn a total of 810.00 from holding VictoryShares 500 Volatility or generate 9.75% return on investment over 90 days. VictoryShares 500 Volatility is generating 0.15% of daily returns assuming volatility of 0.6723% on return distribution over 90 days investment horizon. In other words, 5% of etfs are less volatile than VictoryShares, and above 98% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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VictoryShares 500 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares 500's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VictoryShares 500 Volatility, and traders can use it to determine the average amount a VictoryShares 500's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2231
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Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average VictoryShares 500 is performing at about 17% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VictoryShares 500 by adding it to a well-diversified portfolio.
VictoryShares 500 Fundamentals Growth
VictoryShares Etf prices reflect investors' perceptions of the future prospects and financial health of VictoryShares 500, and VictoryShares 500 fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on VictoryShares Etf performance.
| Price To Earning | 18.88 X | |||
| Price To Book | 2.72 X | |||
| Price To Sales | 1.44 X | |||
| Total Asset | 559.02 M | |||
About VictoryShares 500 Performance
By analyzing VictoryShares 500's fundamental ratios, stakeholders can gain valuable insights into VictoryShares 500's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if VictoryShares 500 has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if VictoryShares 500 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of its assets directly or indirectly in the securities included in the Nasdaq Victory US Large Cap 500 Volatility Weighted Index, an unmanaged, volatility weighted index maintained exclusively by the index provider. Victory US is traded on NASDAQ Exchange in the United States.| Latest headline from news.google.com: First Trusts New ETF Looks at Top AI Giants - ETFdb.com | |
| The fund holds 99.94% of its assets under management (AUM) in equities |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in VictoryShares 500 Volatility. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
The market value of VictoryShares 500 is measured differently than its book value, which is the value of VictoryShares that is recorded on the company's balance sheet. Investors also form their own opinion of VictoryShares 500's value that differs from its market value or its book value, called intrinsic value, which is VictoryShares 500'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 VictoryShares 500's market value can be influenced by many factors that don't directly affect VictoryShares 500'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 VictoryShares 500's value and its price as these two are different measures arrived at by different means. Investors typically determine if VictoryShares 500 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VictoryShares 500'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.