Victoryshares International Volatility Etf Market Value
| CIL Etf | USD 56.91 0.00 0.00% |
| Symbol | VictoryShares |
VictoryShares International's market price often diverges from its book value, the accounting figure shown on VictoryShares's balance sheet. Smart investors calculate VictoryShares International's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since VictoryShares International's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between VictoryShares International's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding VictoryShares International should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, VictoryShares International'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 International '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 International'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 International.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in VictoryShares International on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding VictoryShares International Volatility or generate 0.0% return on investment in VictoryShares International over 90 days. VictoryShares International is related to or competes with First Trust, Intech SP, IShares International, Two Roads, VanEck Steel, Hennessy Stance, and First Trust. The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of ... More
VictoryShares International 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 International'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 International Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6416 | |||
| Information Ratio | 0.0759 | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.02 |
VictoryShares International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VictoryShares International's standard deviation. In reality, there are many statistical measures that can use VictoryShares International historical prices to predict the future VictoryShares International's volatility.| Risk Adjusted Performance | 0.1891 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.0709 | |||
| Treynor Ratio | (0.81) |
VictoryShares International February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1891 | |||
| Market Risk Adjusted Performance | (0.80) | |||
| Mean Deviation | 0.4642 | |||
| Semi Deviation | 0.3445 | |||
| Downside Deviation | 0.6416 | |||
| Coefficient Of Variation | 416.6 | |||
| Standard Deviation | 0.5992 | |||
| Variance | 0.359 | |||
| Information Ratio | 0.0759 | |||
| Jensen Alpha | 0.1484 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.0709 | |||
| Treynor Ratio | (0.81) | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.4117 | |||
| Semi Variance | 0.1187 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.07) | |||
| Kurtosis | (0.05) |
VictoryShares International Backtested Returns
As of now, VictoryShares Etf is very steady. VictoryShares International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for VictoryShares International Volatility, which you can use to evaluate the volatility of the etf. Please validate VictoryShares International's Semi Deviation of 0.3445, coefficient of variation of 416.6, and Risk Adjusted Performance of 0.1891 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VictoryShares International are expected to decrease at a much lower rate. During the bear market, VictoryShares International is likely to outperform the market.
Auto-correlation | 0.63 |
Good predictability
VictoryShares International Volatility has good predictability. Overlapping area represents the amount of predictability between VictoryShares International time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 International price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current VictoryShares International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
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VictoryShares International 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.