Victoryshares Multi Factor Minimum Etf Performance
| VSMV Etf | USD 50.44 0.16 0.32% |
The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VictoryShares Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding VictoryShares Multi is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in VictoryShares Multi Factor Minimum are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable primary indicators, VictoryShares Multi is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| In Threey Sharp Ratio | 0.34 |
VictoryShares |
VictoryShares Multi Relative Risk vs. Return Landscape
If you would invest 4,808 in VictoryShares Multi Factor Minimum on August 30, 2024 and sell it today you would earn a total of 236.00 from holding VictoryShares Multi Factor Minimum or generate 4.91% return on investment over 90 days. VictoryShares Multi Factor Minimum is currently generating 0.078% in daily expected returns and assumes 0.6278% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than VictoryShares, 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 |
VictoryShares Multi Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares Multi's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VictoryShares Multi Factor Minimum, and traders can use it to determine the average amount a VictoryShares Multi'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 = 0.1243
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average VictoryShares Multi is performing at about 9% of its full potential. 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 VictoryShares Multi by adding it to a well-diversified portfolio.
VictoryShares Multi Fundamentals Growth
VictoryShares Etf prices reflect investors' perceptions of the future prospects and financial health of VictoryShares Multi, and VictoryShares Multi 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 VictoryShares Etf performance.
| Total Asset | 114 M | |||
About VictoryShares Multi Performance
Evaluating VictoryShares Multi's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if VictoryShares Multi has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if VictoryShares Multi has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of its assets in securities included in the Nasdaq Victory US Multi-Factor Minimum Volatility Index . Victory Portfolios is traded on NASDAQ Exchange in the United States.| The fund keeps 99.98% of its net assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in VictoryShares Multi Factor Minimum. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
The market value of VictoryShares Multi is measured differently than its book value, which is the value of VictoryShares that is recorded on the company's balance sheet. Investors also form their own opinion of VictoryShares Multi's value that differs from its market value or its book value, called intrinsic value, which is VictoryShares Multi'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 VictoryShares Multi's market value can be influenced by many factors that don't directly affect VictoryShares Multi'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 VictoryShares Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if VictoryShares Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VictoryShares Multi'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.