Vsdm Etf Market Value
| VSDM Etf | 77.40 0.04 0.05% |
| Symbol | VSDM |
Understanding VSDM requires distinguishing between market price and book value, where the latter reflects VSDM's accounting equity. The concept of intrinsic value - what VSDM's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push VSDM's price substantially above or below its fundamental value.
Please note, there is a significant difference between VSDM's value and its price as these two are different measures arrived at by different means. Investors typically determine if VSDM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, VSDM's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
VSDM '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 VSDM'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 VSDM.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in VSDM on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding VSDM or generate 0.0% return on investment in VSDM over 90 days. VSDM is related to or competes with IShares Floating, Schwab 5, IShares ESG, IShares MSCI, SPDR Portfolio, IShares Core, and ProShares Ultra. VSDM is entity of United States. It is traded as Etf on NYSE exchange. More
VSDM 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 VSDM'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 VSDM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0504 | |||
| Information Ratio | (1.33) | |||
| Maximum Drawdown | 0.2889 | |||
| Value At Risk | (0.04) | |||
| Potential Upside | 0.1311 |
VSDM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VSDM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VSDM's standard deviation. In reality, there are many statistical measures that can use VSDM historical prices to predict the future VSDM's volatility.| Risk Adjusted Performance | 0.2878 | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | 0.0131 | |||
| Sortino Ratio | (1.42) | |||
| Treynor Ratio | 3.82 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VSDM'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.
VSDM February 25, 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 | 0.2878 | |||
| Market Risk Adjusted Performance | 3.83 | |||
| Mean Deviation | 0.0419 | |||
| Downside Deviation | 0.0504 | |||
| Coefficient Of Variation | 182.61 | |||
| Standard Deviation | 0.0538 | |||
| Variance | 0.0029 | |||
| Information Ratio | (1.33) | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | 0.0131 | |||
| Sortino Ratio | (1.42) | |||
| Treynor Ratio | 3.82 | |||
| Maximum Drawdown | 0.2889 | |||
| Value At Risk | (0.04) | |||
| Potential Upside | 0.1311 | |||
| Downside Variance | 0.0025 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.06) | |||
| Skewness | 0.0053 | |||
| Kurtosis | 0.6619 |
VSDM Backtested Returns
As of now, VSDM Etf is very steady. VSDM owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.56, which indicates the etf had a 0.56 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for VSDM, which you can use to evaluate the volatility of the etf. Please validate VSDM's risk adjusted performance of 0.2878, and Standard Deviation of 0.0538 to confirm if the risk estimate we provide is consistent with the expected return of 0.0309%. The entity has a beta of 0.0051, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VSDM's returns are expected to increase less than the market. However, during the bear market, the loss of holding VSDM is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
VSDM has excellent predictability. Overlapping area represents the amount of predictability between VSDM time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 VSDM price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current VSDM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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Try AI Portfolio ProphetCheck out VSDM Correlation, VSDM Volatility and VSDM Performance module to complement your research on VSDM. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
VSDM 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.