Vsdm Etf Market Value
| VSDM Etf | 76.86 0.01 0.01% |
| Symbol | VSDM |
The market value of VSDM is measured differently than its book value, which is the value of VSDM that is recorded on the company's balance sheet. Investors also form their own opinion of VSDM's value that differs from its market value or its book value, called intrinsic value, which is VSDM'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 VSDM's market value can be influenced by many factors that don't directly affect VSDM'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 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. However, VSDM'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.
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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in VSDM on October 25, 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 SSGA Active, SPDR Nuveen, Xtrackers California, IShares Short, First Trust, MFS Active, and Mairs Power. 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 | 0.0555 | |||
| Information Ratio | (1.59) | |||
| Maximum Drawdown | 0.2882 | |||
| Value At Risk | (0.07) | |||
| Potential Upside | 0.1308 |
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 | 0.0796 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.60) | |||
| Treynor Ratio | 2.64 |
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 January 23, 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 | 0.0796 | |||
| Market Risk Adjusted Performance | 2.65 | |||
| Mean Deviation | 0.041 | |||
| Downside Deviation | 0.0555 | |||
| Coefficient Of Variation | 366.39 | |||
| Standard Deviation | 0.056 | |||
| Variance | 0.0031 | |||
| Information Ratio | (1.59) | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.60) | |||
| Treynor Ratio | 2.64 | |||
| Maximum Drawdown | 0.2882 | |||
| Value At Risk | (0.07) | |||
| Potential Upside | 0.1308 | |||
| Downside Variance | 0.0031 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.05) | |||
| Skewness | 0.2517 | |||
| Kurtosis | 0.8211 |
VSDM Backtested Returns
As of now, VSDM Etf is very steady. VSDM owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the etf had a 0.31 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for VSDM, which you can use to evaluate the volatility of the etf. Please validate VSDM's risk adjusted performance of 0.0796, and Standard Deviation of 0.056 to confirm if the risk estimate we provide is consistent with the expected return of 0.0175%. The entity has a beta of 0.002, 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 | 0.82 |
Very good predictability
VSDM has very good predictability. Overlapping area represents the amount of predictability between VSDM time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 VSDM price movement. The serial correlation of 0.82 indicates that around 82.0% of current VSDM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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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.