Victoryshares Large Cap Etf Market Value
| CDL Etf | USD 69.25 0.40 0.58% |
| Symbol | VictoryShares |
The market value of VictoryShares Large Cap 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 Large's value that differs from its market value or its book value, called intrinsic value, which is VictoryShares Large'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 Large's market value can be influenced by many factors that don't directly affect VictoryShares Large'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 Large's value and its price as these two are different measures arrived at by different means. Investors typically determine if VictoryShares Large is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VictoryShares Large'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.
VictoryShares Large '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 VictoryShares Large'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 VictoryShares Large.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in VictoryShares Large on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding VictoryShares Large Cap or generate 0.0% return on investment in VictoryShares Large over 30 days. VictoryShares Large is related to or competes with First Trust, VictoryShares Small, WisdomTree SmallCap, ETF Series, VictoryShares 500, Invesco Dow, and First Trust. The fund seeks to achieve its investment objective by investing at least 80 percent of its assets directly or indirectly... More
VictoryShares Large 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 VictoryShares Large'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 VictoryShares Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6331 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.6 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.9697 |
VictoryShares Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VictoryShares Large's standard deviation. In reality, there are many statistical measures that can use VictoryShares Large historical prices to predict the future VictoryShares Large's volatility.| Risk Adjusted Performance | 0.0107 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0114 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VictoryShares Large'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.
VictoryShares Large Cap Backtested Returns
As of now, VictoryShares Etf is very steady. VictoryShares Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0144, which indicates the etf had a 0.0144 % return per unit of risk over the last 3 months. We have found thirty technical indicators for VictoryShares Large Cap, which you can use to evaluate the volatility of the etf. Please validate VictoryShares Large's Risk Adjusted Performance of 0.0107, coefficient of variation of 5798.17, and Semi Deviation of 0.6034 to confirm if the risk estimate we provide is consistent with the expected return of 0.0089%. The entity has a beta of 0.0519, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VictoryShares Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding VictoryShares Large is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
VictoryShares Large Cap has good predictability. Overlapping area represents the amount of predictability between VictoryShares Large time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VictoryShares Large Cap price movement. The serial correlation of 0.66 indicates that around 66.0% of current VictoryShares Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
VictoryShares Large Cap lagged returns against current returns
Autocorrelation, which is VictoryShares Large 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 VictoryShares Large's etf expected returns. We can calculate the autocorrelation of VictoryShares Large returns to help us make a trade decision. For example, suppose you find that VictoryShares Large has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
VictoryShares Large 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 VictoryShares Large etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VictoryShares Large etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VictoryShares Large etf over time.
Current vs Lagged Prices |
| Timeline |
VictoryShares Large Lagged Returns
When evaluating VictoryShares Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VictoryShares Large etf have on its future price. VictoryShares Large 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, VictoryShares Large autocorrelation shows the relationship between VictoryShares Large etf current value and its past values and can show if there is a momentum factor associated with investing in VictoryShares Large Cap.
Regressed Prices |
| Timeline |
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VictoryShares Large 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.