Vaneck Consumer Discretionary Etf Market Value
| TRUD Etf | 26.74 0.11 0.41% |
| Symbol | VanEck |
The market value of VanEck Consumer Disc 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 Consumer's value that differs from its market value or its book value, called intrinsic value, which is VanEck Consumer'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 VanEck Consumer's market value can be influenced by many factors that don't directly affect VanEck Consumer'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 VanEck Consumer's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck Consumer is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Consumer'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.
VanEck Consumer '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 VanEck Consumer'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 VanEck Consumer.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in VanEck Consumer on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding VanEck Consumer Discretionary or generate 0.0% return on investment in VanEck Consumer over 30 days. VanEck Consumer is related to or competes with AB Active, Franklin Exponential, PGIM Nasdaq, BlackRock Future, ProShares Nanotechnology, Listed Funds, and DBX ETF. VanEck Consumer is entity of United States More
VanEck Consumer 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 VanEck Consumer'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 VanEck Consumer Discretionary upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.76 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.91 |
VanEck Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VanEck Consumer's standard deviation. In reality, there are many statistical measures that can use VanEck Consumer historical prices to predict the future VanEck Consumer's volatility.| Risk Adjusted Performance | 0.0398 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0465 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VanEck Consumer'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.
VanEck Consumer Disc Backtested Returns
At this point, VanEck Consumer is very steady. VanEck Consumer Disc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0332, which indicates the etf had a 0.0332 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for VanEck Consumer Discretionary, which you can use to evaluate the volatility of the etf. Please validate VanEck Consumer's Coefficient Of Variation of 2004.27, semi deviation of 1.38, and Risk Adjusted Performance of 0.0398 to confirm if the risk estimate we provide is consistent with the expected return of 0.0441%. The entity has a beta of 1.21, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, VanEck Consumer will likely underperform.
Auto-correlation | -0.07 |
Very weak reverse predictability
VanEck Consumer Discretionary has very weak reverse predictability. Overlapping area represents the amount of predictability between VanEck Consumer time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VanEck Consumer Disc price movement. The serial correlation of -0.07 indicates that barely 7.0% of current VanEck Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
VanEck Consumer Disc lagged returns against current returns
Autocorrelation, which is VanEck Consumer 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 VanEck Consumer's etf expected returns. We can calculate the autocorrelation of VanEck Consumer returns to help us make a trade decision. For example, suppose you find that VanEck Consumer 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 |
VanEck Consumer 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 VanEck Consumer etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VanEck Consumer etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VanEck Consumer etf over time.
Current vs Lagged Prices |
| Timeline |
VanEck Consumer Lagged Returns
When evaluating VanEck Consumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VanEck Consumer etf have on its future price. VanEck Consumer 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, VanEck Consumer autocorrelation shows the relationship between VanEck Consumer etf current value and its past values and can show if there is a momentum factor associated with investing in VanEck Consumer Discretionary.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether VanEck Consumer Disc is a strong investment it is important to analyze VanEck Consumer's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact VanEck Consumer's future performance. For an informed investment choice regarding VanEck Etf, refer to the following important reports:Check out VanEck Consumer Correlation, VanEck Consumer Volatility and VanEck Consumer Alpha and Beta module to complement your research on VanEck Consumer. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
VanEck Consumer 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.