Vaneck Mortgage Reit Etf Performance
| MORT Etf | USD 11.41 0.12 1.06% |
The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Mortgage is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days VanEck Mortgage REIT has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, VanEck Mortgage is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | MORT A Cyclical Rates Driven ETF - Seeking Alpha | 09/18/2024 |
| In Threey Sharp Ratio | -0.21 |
VanEck |
VanEck Mortgage Relative Risk vs. Return Landscape
If you would invest 1,148 in VanEck Mortgage REIT on August 28, 2024 and sell it today you would lose (7.00) from holding VanEck Mortgage REIT or give up 0.61% of portfolio value over 90 days. VanEck Mortgage REIT is currently does not generate positive expected returns and assumes 0.9158% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than VanEck, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
VanEck Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Mortgage REIT, and traders can use it to determine the average amount a VanEck Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0061
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| Negative Returns | MORT |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VanEck Mortgage is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VanEck Mortgage by adding VanEck Mortgage to a well-diversified portfolio.
VanEck Mortgage Fundamentals Growth
VanEck Etf prices reflect investors' perceptions of the future prospects and financial health of VanEck Mortgage, and VanEck Mortgage fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on VanEck Etf performance.
| Price To Earning | 12.42 X | |||
| Price To Book | 0.93 X | |||
| Price To Sales | 6.59 X | |||
| Total Asset | 142.4 M | |||
About VanEck Mortgage Performance
Assessing VanEck Mortgage's fundamental ratios provides investors with valuable insights into VanEck Mortgage's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VanEck Mortgage is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund normally invests at least 80 percent of its total assets in securities that comprise the funds benchmark index. Vaneck Mortgage is traded on NYSEARCA Exchange in the United States.| VanEck Mortgage REIT generated a negative expected return over the last 90 days | |
| VanEck Mortgage REIT created five year return of -4.0% | |
| This fund maintains 99.55% of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in VanEck Mortgage REIT. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
The market value of VanEck Mortgage REIT 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 Mortgage's value that differs from its market value or its book value, called intrinsic value, which is VanEck Mortgage'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 Mortgage's market value can be influenced by many factors that don't directly affect VanEck Mortgage'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 Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Mortgage'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.